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Currently the fitSSM module uses optim package for minimizing the likelihood function. For expanding the capability of rucm to incorporate Trust Region Optimization while minimizing the likelihood function in the fitSSM , the code can be modified using packages trustOptim (For trust Region Optimization) and numDeriv (For gradient calculations) in the following way:
The text was updated successfully, but these errors were encountered:
RajarshiBhadra
changed the title
Customizing fitSSM function so as to incorporate Trust Region Optimization using package trustOptim
Customizing fitSSM function to incorporate Trust Region Optimization using package trustOptim
May 2, 2016
Currently the fitSSM module uses optim package for minimizing the likelihood function. For expanding the capability of rucm to incorporate Trust Region Optimization while minimizing the likelihood function in the fitSSM , the code can be modified using packages
trustOptim
(For trust Region Optimization) andnumDeriv
(For gradient calculations) in the following way:Current
Proposed Customization
The text was updated successfully, but these errors were encountered: