TY - JOUR
AU - Varadhan, Ravi
AU - Gilbert, Paul
PY - 2009/10/14
Y2 - 2022/05/21
TI - BB: An R Package for Solving a Large System of Nonlinear Equations and for Optimizing a High-Dimensional Nonlinear Objective Function
JF - Journal of Statistical Software
JA - J. Stat. Soft.
VL - 32
IS - 4
SE - Articles
DO - 10.18637/jss.v032.i04
UR - https://www.jstatsoft.org/index.php/jss/article/view/v032i04
SP - 1 - 26
AB - We discuss <code>R</code> package <b>BB</b>, in particular, its capabilities for solving a nonlinear system of equations. The function <code>BBsolve</code> in <b>BB</b> 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 <code>BBoptim</code> can be used to solve smooth, box-constrained optimization problems. A main strength of <b>BB</b> is that, due to its low memory and storage requirements, it is ideally suited for solving high-dimensional problems with thousands of variables.
ER -