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.
Original language | English (US) |
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Pages (from-to) | 1-26 |
Number of pages | 26 |
Journal | Journal of Statistical Software |
Volume | 32 |
Issue number | 4 |
DOIs | |
State | Published - 2009 |
Keywords
- Accelerate failure time model
- Barzilai-Borwein
- Derivative-free
- Estimating equations
- Large-scale optimization
- Non-monotone line search
- Non-smooth optimization
- Rank-based regression
ASJC Scopus subject areas
- Software
- Statistics and Probability
- Statistics, Probability and Uncertainty