[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

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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    > PLEASE do read the posting guide
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    > commented, minimal, self-contained, reproducible code.

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