1
$\begingroup$

I am looking for a package that does gradient descent parameter estimation in R, maybe with some bootstrapping to get confidence intervals. I wonder if people call it something different here as I get almost nothing on my searches, and the one article I found was from someone who rolled their own.

It is not that hard to implement, but I would prefer to use something standard.

$\endgroup$
1
$\begingroup$

Ok, after a lot of looking I found the "optim" routine which is in "stats", one of the packages that is always loaded. It has quite a few methods including conjugate gradients and BGGS and a few others and worked well on the first few examples I tried. It doesn't seem to get a lot of attention strangely. I guess optimization people tend to use Matlab.

I knew there had to be something.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.