[R] Improved Nelder-Mead algorithm and Matlab's fminsearch. Was: Hi

[Ravi Varadhan]

The `fminsearch' in Matlab uses a version of the Nelder-Mead simplex search algorithm, which is a derivative-free search technique.  The Nelder-Mead is also the default algorithm in optim().  Therefore, you can simply call optim() to get your job done.  However, I would like to mentiion that the Nelder-Mead implementation in optim() is not the best, and I have had others (who use Matlab) tell me that `fminsearch' generally performs better than optim's Nelder-Mead.  I have written an improved version of Nelder-Mead that performs better than optim's Nelder-Mead.  Iwill soon release it as a package (I have been saying this for several months now!), but I can send it to you if you are interested.

Hope this helps,
Ravi.

____________________________________________________________________

Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan at jhmi.edu


----- Original Message -----
From: stephen sefick <ssefick at gmail.com>
Date: Thursday, March 4, 2010 4:02 pm
Subject: Re: [R] Hi
To: hussain abu-saaq <hussainib1 at hotmail.com>
Cc: r-help at r-project.org


> I would help, but I don't know matlab.
>  
>  Stephen
>  
>  On Thu, Mar 4, 2010 at 2:50 PM, hussain abu-saaq 
> <hussainib1 at hotmail.com> wrote:
>  >
>  > How Can I write this this matlab code in R:
>  >
>  >
>  > options=optimset('TolFun',1e-9,'TolX',1e-9,'MaxIter',1e8,'MaxFunEvals',1e8);
>  > c=c/2;
>  > [alpha, delta, epsilon, nofcup] = ustrs(set_date,mat_date);
>  > y = fminsearch('pbond',.15,options,p,c,nofcup,delta/epsilon);
>  > y = 200*y;
>  >
>  >
>  >
>  > Note
>  > pbond is a function in Matlab  I already wrote in R
>  >
>  >
>  > ustrs is a function in Matlab I already convert into r
>  >
>  >
>  > Thank you
>  >
>  > HI
>  >
>  >
>  >        [[alternative HTML version deleted]]
>  >
>  > ______________________________________________
>  > R-help at r-project.org mailing list
>  > 
>  > PLEASE do read the posting guide 
>  > and provide commented, minimal, self-contained, reproducible code.
>  >
>  
>  
>  
>  -- 
>  Stephen Sefick
>  
>  Let's not spend our time and resources thinking about things that are
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>                                                          	-K. Mullis
>  
>  ______________________________________________
>  R-help at r-project.org mailing list
>  
>  PLEASE do read the posting guide 
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