October 11, 2013

Simple Optimization (Introduction to Statistical Computing)

Lecture 10: Basics from calculus about minima. Taylor series. Gradient descent and Newton's method. Curve-fitting by optimization. Illustrations with optim and nls. R for examples

Reading: recipes 13.1 and 13.2 in The R Cookbook; chapters I.1, II.1 and II.2 in Red Plenty

Introduction to Statistical Computing

Posted at October 11, 2013 17:42 | permanent link

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