BB: An R Package for Solving a Large System of Nonlinear Equations and for Optimizing a High-Dimensional Nonlinear Objective Function

oleh: Ravi Varadhan, Paul Gilbert

Format: Article
Diterbitkan: Foundation for Open Access Statistics 2009-10-01

Deskripsi

We discuss <code>R</code> package <b>BB</b>, in particular, its capabilities for solving a nonlinear system of equations. The function <code>BBsolve</code> in <b>BB</b> can be used for this purpose. We demonstrate the utility of these functions for solving: (a) large systems of nonlinear equations, (b) smooth, nonlinear estimating equations in statistical modeling, and (c) non-smooth estimating equations arising in rank-based regression modeling of censored failure time data. The function <code>BBoptim</code> can be used to solve smooth, box-constrained optimization problems. A main strength of <b>BB</b> is that, due to its low memory and storage requirements, it is ideally suited for solving high-dimensional problems with thousands of variables.