bug in L-BFGS-B? (PR#8099)
On Sat, 27 Aug 2005, Peter Dalgaard wrote:
Prof Brian Ripley <ripley at stats.ox.ac.uk> writes:
Check your versions of MASS. The Windows one appears to be an outdated version, and does different things.
Forgetting to run tools/rsync-recommended during build will do that sort of thing to you, but it would seem that Berwin used a binary download. But of course he might be picking up an older version of the package from a private library.
I think it is a case of the version released with 2.1.0 vs an update (possibly one post 2.1.1).
As for the problem, yes it probably is a bug in L-BFGS-B. Fancy debugging the code?
B. might just be capable of it, but this is certainly some of the more impenetrable code in R. While he (or anyone else) is in there, there seems to be another problem in that the Hessian calculations refuse to stay within the bounds (which is pretty annoying when the objective function is undefined outside of them). Try for instance f <- function(p) sum(ifelse(p>=-1e-4,p,Inf)^2) optim(f, lower=c(0,0), par=c(5,5), method="L-BFGS-B") optim(f, lower=c(0,0), par=c(5,5), method="L-BFGS-B", hess=T)
I think you will find that is as documented: see the return value stated. Could be fixed though.