summary of responses to [S] optimization in S?

Rob Tibshirani (tibs@stat.stanford.edu)
Wed, 7 Oct 1998 11:32:57 -0700 (PDT)


Thanks to a number of people for their answers regarding my
request for a conjugate gradient, or other gradient-based
optimization method in Splus. Here is a brief summary of the
responses:

-Bill Clark (Bill@iphc.washington.edu) sent me his BFGS
function for quasi-Newton optimization

-Tony Rossini (rossini@biostat.washington.edu) sugested I use
ms() , using attr(., "gradient") to give gradient info
Doug Bates (bates@verdi.stat.wisc.edu) made the same suggestion.

-Pat Burns <pburns@dorado.sbi.com> suggested used of nlminb

Thanks to everyone. Obviously I should have read the Splus manual
more closely.

Rob Tibshirani
**********************************************
Rob Tibshirani, Dept of Health Research & Policy
and Dept of Statistics
HRP Redwood Bldg
Stanford University
Stanford, California 94305-5405

phone: HRP: 650-723-7264 (Voice mail), Statistics 650-723-1185
tibs@stat.stanford.edu
http://www-stat.stanford.edu/~tibs
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