I continue to have problems with DFPMIN in the Basic version of NR. DFPMIN requires calculation of derivatives. DFPMIN calls LINMIN which in turn calls MNBRAK. MNBRAK calls BRENT (fret = BRENT) which requires no derivatives. And according to the introduction to chapter 10 DBRENT should be used in case of derivatives.
So I assume I should in MNBRAK call DBENT instead of (as indicated in the code) BRENT. Am I right?
Anoher problem I have is the following:
DFPMIN uses as user function FUNC2 and as derivative function DFUNC. BRENT and DBRENT use as user function FUNC and as derivatives function DF. Can I use FUNC2 and DFUNC in MNBRAK?.
MNBRAK is initialized by AX and XX (AX and BX in the declaration) and then FUNC(AX) and FUNC(BX) are calculated. But because I use DFPMIN for calculation of the parameters for a GARCH-model my user function cannot use the values of AX and BX.
What should I do? As you see I am new to NR and think the explanations are sometimes not very clear.
Thanks in advance for your help.