[R] optim evils

[Martin Maechler]

> Thanks for all replies.
> The problem occurred in the following context:

> A Gaussian one dimensional mixture (number of constituents, locations, variances all unknown)
> is to be fitted to data (as starting value to or in lieu of mixtools). A likelihood maximization is performed.

Cool.  That is all provided with my  nor1mix  CRAN package  (of which
most parts I have written even before R came to life, i.e., for S):

The relatively new addition to  nor1mix  is the 
norMixMLE() function which uses my smart (almost) unconstrained
parametrization and hence typically works much better, i.e., faster than the EM.

Then, the code uses optim(), currently always with "BFGS".

Martin Maechler, ETH Zurich

> I'll try to destill the code so that reproducible failure of L-BFGS-B occurs
> and post it here.


> Michael Meyer


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