[R] MLE maximum number of parameters

Ben Bolker bolker at ufl.edu
Mon Jun 19 14:38:58 CEST 2006

Federico Calboli <f.calboli <at> imperial.ac.uk> writes:

> Hi All,
> I would like to know, is there a *ballpark* figure for how many  
> parameters the minimisation routines can cope with?

  I think I would make a distinction between theoretical
and practical limits.  A lot depends on how fast your
objective function is, but I would say in general that
if your objective function has more than a few tens
of parameters you should probably be looking for some
more specialized optimization code (e.g. AD Model Builder,
finding a way to shoehorn it into existing routines
such as nlme/lmer, etc.).
   I would be happy to be corrected though.


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