[R] Optim parscale?

[rkevinburton at charter.net]

I am not clear on what is happening with parscale in optim It seems that scaling the parameters will produce unpredictable results in a non-linear function (which is the purpose of optim right?)

The documentation states:

parscale
A vector of scaling values for the parameters. Optimization is performed on par/parscale and these should be comparable in the sense that a unit change in any element produces about a unit change in the scaled value. 

I am not sure how it can be guaranteed that this will be case. I first saw a non-unity parscale in the ARIMA code where I see code like:

        ses <- summary(fit)$coefficients[, 2]
        parscale <- c(parscale, 10 * ses)

Comments?

Thank you.

Kevin