[R] non-derivative based optimization and standard errors.
Spencer Graves
spencer.graves at pdf.com
Thu Mar 24 06:11:10 CET 2005
Have you considered bootstrap or Monte Carlo?
spencer graves
Jean Eid wrote:
>Hi AlL,
>
>I ahve this problem that my objective function is discontinous in the
>paramaters and I need to use methods such as nelder-mead to get around
>this. My question is: How do i compute standard errors to a problem that
>does not have a gradient?
>
>
>Any literature on this is greatly appreciated.
>
>
>Jean,
>
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