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How do I run maximum likelihood optimization (BFGS) in STAN?

According to the STAN page , STAN is able to optimize the maximum likelihood (BFGS). I am using R package rstan

, but I have not found a way to use this method. I tried looking at the help ?stan

for the function stan()

, but the only option algorithms available are "NUTS"

and "HMC"

.

I am using rstan version 2.5.0.

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1 answer


You want to look help(optimizing, package = "rstan")

, i.e. function optimizing()

in the RStan package.



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