R: A wrapper to the optim function.

fn.optim {DMQ}

R Documentation

A wrapper to the optim function.

Description

This function is a wrapper to the standard optim optimizer with method = "BFGS".

Usage

 fn.optim(par0, vY, FUN, LB, UB, ...)

Arguments

`par0`	`numeric` vector of named model coefficients.
`vY`	`numeric` vector of data.
`FUN`	A function to optimize.
`LB`	A vector of lower bounds for the parameters.
`UB`	A vector of upper bounds for the parameters.
`...`	Additional arguments to provide to optim.

Details

The following control parameters are used for control:

trace = 0
abstol = 1e-8

See the documentation of optim.

Value

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 objective function evaluated at its minumum, iii) hessian, a numeric matrix containing the Hessian matrix evaluated at the minimum of objective function, iv) convergence a numeric element indicating the convergence results of optim.

Author(s)

Leopoldo Catania