Read the help file for optim(). ?optim
It clearly says the following with regards to L-BFGS-B: factr controls the convergence of the "L-BFGS-B" method. Convergence occurs when the reduction in the objective is within this factor of the machine tolerance. Default is 1e7, that is a tolerance of about 1e-8. pgtol helps control the convergence of the "L-BFGS-B" method. It is a tolerance on the projected gradient in the current search direction. This defaults to zero, when the check is suppressed. So, all you need to do is to change these two (I am not sure if you really want to change pgtol) if you want better (or different) answers. You should not *minimize* the log-likelihood. You may have meant that you are minimizing its negative. You can do this by setting control$fnscale = -1. Hope this helps, Ravi. -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Jeremy Beaulieu Sent: Thursday, August 05, 2010 8:45 PM To: r-help@r-project.org Subject: [R] Stopping precision using 'optim' Hi all~ I am wondering if it is possible to alter the stopping precision for parameters estimated using the 'optim'? If it helps, I am minimizing the log-likelihood of a function using constraints (i.e. L-BFG-S). -Jeremy ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
