[R] R: optim

[Clark Allan]

funny optim message:

$MLE
$MLE$par
[1] -0.09554688  1.13100488  0.06651340

$MLE$value
[1] 48.93381

$MLE$counts
function gradient 
     100      100 

$MLE$convergence
[1] 52

$MLE$message
[1] "ERROR: ABNORMAL_TERMINATION_IN_LNSRCH"


WHAT DOES THIS ERROR MESSAGE MEAN???

hope some one can help.
/
allan


Clark Allan wrote:
> 
> thanx for the reply. i understood that the function found a maximum. i
> was just a bit worried about the message.  i assumed that it was an
> ERROR message.
> 
> i see now that it is some sort of stopping rule. does this make sense?
> /
> allan
> 
> Douglas Bates wrote:
> >
> > On 9/6/05, Clark Allan <Allan at stats.uct.ac.za> wrote:
> > > hi all
> > >
> > > i dont understand the error message that is produced by the optim
> > > function. can anybody help???
> > >
> > > ie:
> > > [[1]]$message
> > > [1] "CONVERGENCE: REL_REDUCTION_OF_F <= FACTR*EPSMCH"
> > >
> > > can anyone help?
> >
> > That code indicates that the optimizer has declared convergence
> > because the relative reduction in the objective function in successive
> > iterates is below a tolerance.  As documented in ?optim, a convergence
> > code of 0 indicates success
> >
> > ...
> > convergence: An integer code. '0' indicates successful convergence.
> >           Error codes are
> > ...
> >
> > This may be counter-intuitive but it does make sense to shell
> > programmers.  The idea is that there is only one way you can succeed
> > but there are many different ways of failing so you use the nonzero
> > codes to indicate the types of failure and the zero code, which we
> > usually read as FALSE in a logical context, to indicate success.
> >
> > >
> > >
> > >
> > > ###########################################################################
> > >
> > > SK.FIT(XDATA=a,XDATAname="a",PHI1=1,v=5,vlo=2,vhi=300,phi2lo=.01)
> > > [[1]]
> > > [[1]]$par
> > > [1]  -0.01377906   0.83859445   0.34675230 300.00000000
> > >
> > > [[1]]$value
> > > [1] 90.59185
> > >
> > > [[1]]$counts
> > > function gradient
> > >       53       53
> > >
> > > [[1]]$convergence
> > > [1] 0
> > >
> > > [[1]]$message
> > > [1] "CONVERGENCE: REL_REDUCTION_OF_F <= FACTR*EPSMCH"
> > >
> > > #################################################################################
> > >
> > >
> > >
> > > i ghave included the function used in the optim call:
> > >
> > > SKEWMLE=function(l,DATA=XDATA,...)
> > >         {
> > >                 #alpha = l[1]
> > >                 #beta = l[2]
> > >                 #phi2 = l[3]
> > >                 #v= l[4]
> > >                 phi1=PHI1
> > >
> > >                 DATA<-as.matrix(DATA)
> > >
> > >                 fnew<-function(x,y,l,...)
> > >                 {
> > >                         #when we do not estimate phi1
> > >                         t1=(1+((y-l[1]-l[2]*x)^2)/(l[4]*l[3]^2))^(-0.5*(1+l[4]))
> > >                         t2=(1+(x^2)/l[4])^(-0.5*(1+l[4]))
> > >                         t3=2*((gamma(0.5*(1+l[4]))/(gamma(0.5*l[4])*sqrt(l[4]*pi)))^2)/l[3]
> > >
> > >                         t1*t2*t3
> > >                 }
> > >
> > >                 a<-double(length(DATA))
> > >                 y=DATA
> > >                 a=apply(y,1,function(q)
> > > log(integrate(fnew,lower=0,upper=Inf,y=q,l=l)$value))
> > >                 -sum(a)
> > >         }
> > >
> > > ______________________________________________
> > > R-help at stat.math.ethz.ch mailing list
> > > https://stat.ethz.ch/mailman/listinfo/r-help
> > > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
> > >
> > >
> 
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