Thank you for your response! But the problem is when I estimate a model without knowing the true coefficients, how can I know which "reltol" is good enough? "1e-8" or "1e-10"? Why can commercial packages automatically determine the right "reltol" but R cannot?
-- View this message in context: http://r.789695.n4.nabble.com/Poor-performance-of-Optim-tp3862229p3864243.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.