[R] [External] Re: unable to access index for repository...
Martin Maechler
m@ech|er @end|ng |rom @t@t@m@th@ethz@ch
Fri Oct 9 12:27:49 CEST 2020
>>>>> Steven Yen
>>>>> on Fri, 9 Oct 2020 05:39:48 +0800 writes:
> Oh Hi Arne, You may recall we visited with this before. I
> do not believe the problem is algorithm specific. The
> algorithms I use the most often are BFGS and BHHH (or
> maxBFGS and maxBHHH). For simple econometric models such
> as probit, Tobit, and evening sample selection models, old
> and new versions of R work equally well (I write my own
> programs and do not use ones from AER or
> sampleSekection). For more complicated models the newer R
> would converge with not-so-nice gradients while R-3.0.3
> would still do nicely (good gradient). I use numerical
> graduent of course. I wonder whether numerical gradient
> routine were revised at the time of transition from
> R-3.0.3 to newer.
As R-core member, particularly interested in numerical accuracy
etc, I'm also interested in learning what's going on here.
I think we (R core) have never heard of anything numerically deteriorating
going from R 3.0.x to R 4.0.x, and now you are claiming that in
public, you should really post *reproducible* code giving
evidence to your claim.
As was mentioned earlier, the difference may not be in R, but
rather in the versions of the (non-base R, but "extension") R
packages you use; and you were saying earlier you will check
that (using the old version of the 'maxLik' package with a newer
version of R and vice verso) and tell us about it.
Thank you in advance on being careful and rational about such
findings.
With regards,
Martin Maechler
ETH Zurich and R core team
> Not knowing how different your versions of maxLik are
> between, I will try as I said I would, that is, use new
> version of maxLik from old R and vice versa, and see what
> happens.
> Sent from my iPhone Beware: My autocorrect is crazy
>> On Oct 9, 2020, at 4:28 AM, Arne Henningsen
>> <arne.henningsen using gmail.com> wrote:
>>
>> Hi Steven
>>
>> Which optimisation algorithms in maxLik work better under
>> R-3.0.3 than under the current version of R?
>>
>> /Arne
>>
>>> On Thu, 8 Oct 2020 at 21:05, Steven Yen
>>> <styen using ntu.edu.tw> wrote:
>>>
>>> Hmm. You raised an interesting point. Actually I am not
>>> having problems with aod per se—-it is just a supporting
>>> package I need while using old R. The essential package
>>> I need, maxLik, simply works better under R-3.0.3, for
>>> reason I do not understand—specifically the numerical
>>> gradients of the likelihood function are not evaluated
>>> as accurately in newer versions of R in my experience,
>>> which is why I continue to use R-3.0.3. Because I use
>>> this older version of R, naturally I need to install
>>> other supporting packages such as aod and AER.
>>> Certainly, I will install the zip file of the older
>>> version of maxLik to the latest R and see what
>>> happens. Thank you.
>>>
>>> I will install the new maxLik in old R, and old maxLik
>>> in new R, and see what happens.
>>>
>>> Sent from my iPhone Beware: My autocorrect is crazy
>>>
>>>>> On Oct 9, 2020, at 2:17 AM, Richard M. Heiberger
>>>>> <rmh using temple.edu> wrote:
>>>>
>>>> I wonder if you are perhaps trying to solve the wrong
>>>> problem.
>>>>
>>>> If you like what the older version of the aod package
>>>> does, but not the current version, then I think the
>>>> solution is to propose an option to the aod maintainer
>>>> that would restore your preferred algorithm into the
>>>> current version, and then use the current R.
>>>>
>>>> A less good, but possibly workable, option is to
>>>> compile the old version of aod into the current R.
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