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fmin

Minimizes a multivariate function using a Quasi-Newton algorithm where the inverse Hessian is updated by BFGS and step size is selected using a bracketing & quadratic interpolation method. See Nocedal & Wright (2006).

You can install the package with the command:

remotes::install_github("r-glennie/fmin")

Vignette for the package is here: https://r-glennie.github.io/fmin/

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Minimize a multivariate function

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