Rebekka Schibli <rebekka_schibli <at> gmx.ch> writes: > > I am using the function optim and I get the error message ABNORMAL_TERMINATION_IN_LNSRCH. Reason for this > could be a scaling problem. Thus, I used parscale in order to scale the parameters. But I still have the > error message. For example, with parscale=c(rep(1,n), 0.01,1,0.01): > > return(optim(c(mu1,b,k,phi), neg2loglikelihood, method = "L-BFGS-B", > lower=c(rep(-1,n),1e-5,1e-5,1e5) > ,upper=c(rep(5,n),1.29,100,1.9), > control=list(parscale=c(rep(1,n), 0.01,1,0.01)) > ) > ) > > >$par > [1] 0.9684324 0.9618763 0.9632684 0.9667272 0.9596587 0.9661914 > [7] 0.9731076 0.9684477 0.9723313 1.1679275 92.3677202 0.4947495 >
From these ending parameters it looks as though parscale=c(rep(1,n),1,100,1) would be a better choice? If you can specify a gradient that will probably help. Beyond that, we'll probably have to have a reproducible example in order to provide further help. Ben Bolker ______________________________________________ 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.
