Re: cauchy.m in optim package?

[Juan Pablo Carbajal]

On Thu, Jul 24, 2014 at 7:30 PM, Olaf Till <address@hidden> wrote:
> On Thu, Jul 24, 2014 at 06:25:06PM +0200, Juan Pablo Carbajal wrote:
>> On Thu, Jul 24, 2014 at 9:30 AM, Olaf Till <address@hidden> wrote:
>> > Though I don't completely understand its algorithm, cauchy.m does not
>> > seem to belong into the optim package for me. AFAICT it computes
>> > derivatives (even if also those of higher order) only with respect to
>> > a single parameter. And even the returned first derivatives vary
>> > vastly with different values for the arguments `N' and `r', as simple
>> > tests with sin(x) for x=0 show.
>> >
>> > Both issues seem to make it fairly useless for optimization. If nobody
>> > corrects me, I'd suggest to remove it from the optim package.
>> >
>> > Olaf
>> >
>> > --
>> > public key id EAFE0591, e.g. on x-hkp://pool.sks-keyservers.net
>>
>> Hi Olaf,
>>
>> Her eis the reasoning why we add it there. Basically other functions
>> to calculate numerical derivatives are already in optim, so if you are
>> not against those, I wouldn't know why you are against this one there.
>
> Hi Juan Pablo,
>
> but havn't I detailed above why I'm "against this one" (in optim) and
> not against the others? The others return gradients, not only single
> derivatives, and they do it rather exactly without chosing suitable
> `N' and `r'.
>
>> http://octave.1599824.n4.nabble.com/Taylor-expansion-using-the-fft-td3885008.html#a3885077
>
> I see nothing in the above thread which addresses my two concerns.
>
> Olaf
>
> --
> public key id EAFE0591, e.g. on x-hkp://pool.sks-keyservers.net

Do you have a suggestion where to place it?