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

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  • Ravi Varadhan
  • Paul Gilbert
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    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.

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    Article provided by American Statistical Association in its journal Journal of Statistical Software.

    Volume (Year): 32 ()
    Issue (Month): i04 ()
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    Handle: RePEc:jss:jstsof:32:i04

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    1. Ravi Varadhan & Christophe Roland, 2008. "Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(2), pages 335-353.
    2. Zhezhen Jin, 2003. "Rank-based inference for the accelerated failure time model," Biometrika, Biometrika Trust, vol. 90(2), pages 341-353, June.
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    Cited by:
    1. Ola L{\o}vsletten & Martin Rypdal, 2012. "A multifractal approach towards inference in finance," Papers 1202.5376, arXiv.org.
    2. Božidar Popović & Saralees Nadarajah & Miroslav Ristić, 2013. "A new non-linear AR(1) time series model having approximate beta marginals," Metrika, Springer, vol. 76(1), pages 71-92, January.
    3. Daniel Alai & Zinoviy Landsman & Michael Sherris, 2012. "Lifetime Dependence Modelling using the Truncated Multivariate Gamma Distribution," Working Papers 201211, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
    4. Alai, Daniel H. & Landsman, Zinoviy & Sherris, Michael, 2013. "Lifetime dependence modelling using a truncated multivariate gamma distribution," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 542-549.
    5. HaiYing Wang & Nancy Flournoy & Eloi Kpamegan, 2014. "A new bounded log-linear regression model," Metrika, Springer, vol. 77(5), pages 695-720, July.

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