https://github.com/cran/GAS
Tip revision: e588e3a10bf22cb7dff4a49a848baac63d743c3f authored by Leopoldo Catania on 04 February 2022, 09:30:12 UTC
version 0.3.4
version 0.3.4
Tip revision: e588e3a
OptimiserWrapper.R
fn.solnp <- function(par0, data, GASSpec, FUN) {
solver.ctr <- list(trace = 0, rho = 1, outer.iter = 400, inner.iter = 800, delta = 1e-07, tol = 1e-08)
optimiser = suppressWarnings(solnp(par0, FUN, data = data, GASSpec = GASSpec, control = solver.ctr))
out = list(pars = optimiser$pars,
value = tail(optimiser$values, 1),
hessian = optimiser$hessian,
convergence = optimiser$convergence)
return(out)
}
fn.optim <- function(par0, data, GASSpec, FUN) {
solver.ctr <- list(trace = 0, abstol = 1e-8, reltol = 1e-8)
optimiser = suppressWarnings(optim(par0, FUN, data = data, GASSpec = GASSpec,
method = "BFGS",
control = solver.ctr, hessian = TRUE))
out = list(pars = optimiser$par,
value = optimiser$value,
hessian = optimiser$hessian,
convergence = optimiser$convergence)
return(out)
}