maxLik (version 1.5-2.1)

storedValues: Return the stored values of optimization

Description

Retrieve the objective function value for each iteration if stored during the optimization.

Usage

storedValues(x, ...)
# S3 method for maxim
storedValues(x, ...)
storedParameters(x, ...)
# S3 method for maxim
storedParameters(x, ...)

Value

• storedValues: a numeric vector, one value for each iteration

• storedParameters: a numeric matrix with rows corresponding to the iterations and columns to the parameter components.

In both cases, the first value stored corresponds to the initial parameter.

Arguments

x

a result of maximization, created by maxLik, maxSGA or another optimizer.

...

further arguments for other methods

Author

Ott Toomet

Details

These is a generic method. If asked by control parameter storeValues=TRUE or storeParameters=TRUE, certain optimization methods store the objective function value and the parameter value at each epoch. These methods retrieves the stored values.

See Also

maxSGA, maxControl

Examples

## Estimate the exponential distribution parameter
t <- rexp(100, 2)
loglik <- function(theta, index) sum(log(theta) - theta*t[index])
## Estimate with numeric gradient and numeric Hessian
a <- maxSGA(loglik, start=1,
            control=list(storeValues=TRUE, storeParameters=TRUE, iterlim=10),
            nObs=100)
storedValues(a)
storedParameters(a)