This function is a wrapper to the standard optim optimizer with method = "BFGS"
.
fn.optim(par0, data, GASSpec, FUN)
It returns a named list with four elements: i) pars
: a numeric
vector
where the estimated parameters are stored, ii) value
: a numeric
containing the value of the negative log likelihood
evaluated at its minumum, iii) hessian
, a numeric
matrix containing the Hessian matrix evaluated at
the minimum of the negative log likelihood, iv) convergence
a numeric
element indicating the convergence results of
optim.
numeric
vector of named model coefficients.
numeric
vector or matrix of data.
An object of the class uGASSpec or mGASSpec, created via the UniGASSpec and MultiGASSpec functions.
A function to optimize.
Leopoldo Catania
The following control parameters are used for control
:
trace = 0
abstol = 1e-8
See the documentation of optim.