[R] Estimates at each iteration of optim()?

[DEEPANKAR BASU]

I read the description of the trace control parameter in ?optim and then also looked at the examples given at the end. In one of the examples I found that they had used "trace=TRUE"  with the method "SANN". I am using the method "BFGS" and I tried using "trace=TRUE" too but I did not get the parameter estimates at each iteration. As you say, it might be method dependent. I tried reading the source code for "optim" but could not find out what I was looking for. Hence, I was wondering if anyone could tell me what option to use with the method "BFGS" to get the parameter estimates at each iteration of the optimization.

Deepankar


----- Original Message -----
From: Peter Dalgaard <p.dalgaard at biostat.ku.dk>
Date: Monday, April 23, 2007 2:46 am
Subject: Re: [R] Estimates at each iteration of optim()?

> DEEPANKAR BASU wrote:
> > I am trying to maximise a complicated loglikelihood function with 
> the "optim" command. Is there some way to get to know the estiamtes 
> at each iteration? When I put "control=list(trace=TRUE)" as an 
> option in "optim", I just got the initial and final values of the 
> loglikelihood, number of iterations and whether the routine has 
> converged or not. I need to know the estimate values at each 
> iteration.>
> >   
> It might help if you actually _read_ the description of the trace 
> control parameter (hint: it is not an on/off switch) in ?optim... 
> And, 
> as it says, this is method dependent, so you may have to study the 
> source code.
> 
> > Deepankar
> >
> > ______________________________________________
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> guide.html> and provide commented, minimal, self-contained, 
> reproducible code.
> >   
> 
>