Return the stored values of optimization
Retrieve the objective function value for each iteration if stored during the optimization.
storedValues(x, ...) ## S3 method for class 'maxim' storedValues(x, ...) storedParameters(x, ...) ## S3 method for class 'maxim' storedParameters(x, ...)
These is a generic method.
If asked by control parameter storeValues=TRUE or storeParameters=TRUE, certain
optimization methods store the objective function value and the
parameter value at each epoch. These methods
retrieves the stored values.
storedValues: a numeric vector, one value for each
iteration
storedParameters: a numeric matrix with rows
corresponding to the iterations and columns to the parameter
components.
In both cases, the first value stored corresponds to the initial parameter.
Ott Toomet
## Estimate the exponential distribution parameter
t <- rexp(100, 2)
loglik <- function(theta, index) sum(log(theta) - theta*t[index])
## Estimate with numeric gradient and numeric Hessian
a <- maxSGA(loglik, start=1,
control=list(storeValues=TRUE, storeParameters=TRUE, iterlim=10),
nObs=100)
storedValues(a)
storedParameters(a)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.