Hi Spencer:
1) I can't help much as far as your results but one thing you could do is
check what
the convergence flag of Rvmmin is. There are difference ones depending
on what happened during the optimization and they're pretty helpful IIRC.
But that may require running Rvmmin directly rather tha
Hi, Mark et al.:
Thanks, Mark.
Three comments:
1. Rvmmin was one of the methods I tried after Ravi
directed me to optimx. It returned NAs for essentially everything. See
my email of this subject stamped 4:43 PM Central time = 21:43 UTC.
2. It wou
Hi Spencer: See the link below about L-BFGS-B below because I had problems
with it a good while back (and I think the link description is the cause
but I can't prove it ) so eventually I moved to the Rvmmin(b) package.
It's a package but really an algorithm. Rvmmin(b) uses a variable-metric
alg
Hi, Ravi:
Thanks. I got the following:
> optimx.out[order(optimx.out$value),
+c('Q.lvl', 'Q.slope', 'H', 'value', 'kkt1', 'kkt2')]
Q.lvl Q.slopeH
nlminb 0.001806087 0.00e+00 0.00e+00
nmkb 0.001806177 6.924995e-13 1.563012e-12
L-BFGS
Have you tried "optimx" package that John Nash and I wrote? The main purpose
is to be able to readily compare multiple optimizers on a particular class of
problems and see which one seems to do the best. It doesn't include nloptr,
but most other optimizers are there.
Ravi
Hello:
The development version of Ecdat on R-Forge contains a vignette
in which optim(…, method=‘L-BFGS-B’) stops with an error message while
violating the lower bound.
To see all the details, try the following:
install.packages("Ecdat", repos="http://R-Forge.R-project.org";)
Bug 17160 (https://bugs.r-project.org/bugzilla3/show_bug.cgi?id=17160) leads me
to ask this. In R, should max(...) equals max(c(...)) ? If 'max' have both
numeric and character arguments, should lexicographic sorting be used for all?
> max("", 3, 10)
[1] "3"
> max("", c(3, 10))
[1] "10"
> range(
