R: A wrapper to the optim function.

fn.optim {GAS}

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, data, GASSpec, FUN)

Arguments

`par0`	`numeric` vector of named model coefficients.
`data`	`numeric` vector or matrix of data.
`GASSpec`	An object of the class uGASSpec or mGASSpec, created via the UniGASSpec and MultiGASSpec functions.
`FUN`	A function to optimize.

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 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.

Author(s)

Leopoldo Catania