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

Ravi Varadhan and Paul Gilbert

Journal of Statistical Software, 2009, vol. 032, issue i04

Abstract: We discuss R package BB, in particular, its capabilities for solving a nonlinear system of equations. The function BBsolve in BB 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 BBoptim can be used to solve smooth, box-constrained optimization problems. A main strength of BB is that, due to its low memory and storage requirements, it is ideally suited for solving high-dimensional problems with thousands of variables.

Date: 2009-10-14
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Citations: View citations in EconPapers (38)

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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:032:i04

DOI: 10.18637/jss.v032.i04

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