nimble-dev / nimble

The base NIMBLE package for R
http://R-nimble.org
BSD 3-Clause "New" or "Revised" License
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Make optim methods extensible. Use nlminb by default for Laplace. #1449

Closed perrydv closed 5 months ago

perrydv commented 6 months ago

We have been having issues from the quality of inner optimization in Laplace approximation.

This PR includes changes to nimOptim and to buildLaplace.

For nimOptim:

For Laplace:

I wonder if we should change default for innerOptimStart to "last.best". But I have not modified it because I know @paul-vdb is working separately on this.

paul-vdb commented 6 months ago

@perrydv I agree that last.best makes sense as a default. That's fine to do. The new updates I've done won't be impacted by that. I've just given the user more control to choose other options which just is done by some functions that update that default option.

perrydv commented 6 months ago

Do not merge. I will attempt to combine this branch with AGHQ_updated.

perrydv commented 5 months ago

I am closing this PR because this work is being brought in through #1455.