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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Authors R. Varadhan, Paul D. Gilbert
Journal/Conference Name Journal of Statistical Software
Paper Category
Paper Abstract This introduction to the R package BB is a (slightly) modied version of Varadhan and Gilbert (2009), published in the Journal of Statistical Software. 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 of publication 2009
Code Programming Language R

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