hey, Ravi yes. I have tried the hessian() in the numDeriv package and it is the same package ucminf() uses to calculate the hessian matrix while having the option "hessian=1".
maybe I should avoid the word fail but instead using some others. anyway, what I mean in the former post is the hessian(), the optim(...hessian=T...) or ucminf(...hessian=1...) give a NaN for std.err, which a negative variance appears. but the ucminf( ... hessian=3 ...) will not generate negative variance. I am curious how the hessian here has been calculated. hope I expressed the situation clear PS, for the zero hessian matrix I met before, I think it might be the function curve is too flat at the initial value, since the second order derivation shows the curvature of the curve. any possible suggestions for it? Nan ----- Original Message ---- From: Ravi Varadhan <rvarad...@jhmi.edu> To: Hey Sky <heyskywal...@yahoo.com>; R <r-help@r-project.org> Sent: Tue, September 21, 2010 12:22:37 PM Subject: RE: [R] Can ucminf be installed in 64 bit R and one more question? I don’t understand your question about the hessian. Did you try hessian() function in "numDeriv" on the result from optim directly rather than using "ucminf"? Also, what do you mean by `failed'? What error message did you get? Ravi. -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Hey Sky Sent: Monday, September 20, 2010 8:36 PM To: R Subject: [R] Can ucminf be installed in 64 bit R and one more question? Hey, R Users my windows is 64 bit windows 7. I am trying to install the package ucminf into my 64 bit version R but cannot. the package I downloaded is from http://cran.r-project.org/web/packages/ucminf/index.html and I installed it with the "install from local zip files", due to I did not connect my computer to internet. did anyone meet this problem and is there a version of ucminf for 64 bit R? the question is: why the ucminf (for 32 bit R) with option hessian=3 always give hessian matrix while most of other methods failed (includiing the option hessian=1 which using numDeriv)? thanks for any information Nan from Montreal ______________________________________________ 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.
