Message-ID: <42976957.8090700@pdf.com>
Date: 2005-05-27T18:39:19Z
From: Sundar Dorai-Raj
Subject: nlminb to optmin
In-Reply-To: <036201c562e5$8b88d340$1b9e5f86@simurechner>
Stefan Pohl wrote:
> Hi!
>
> I want to convert S-Plus 6.2 code to R 2.1.0. Instead of the function nlminb I use the function optmin
>
> optmin(start,fn,gr,method="L-BFGS-B", lower, upper, hess,...)
>
> But then I get the Error in optmin ...: L-BFGS-B needs finite values of fn
>
> Then I used optmin(start,fn,gr,method="BFGS", hess, ...)
>
> But then I get the Error in optmin ...: initial value in vmmin is not finite
>
> I know the final parameter estimates from S-Plus which I use as starting values in R.
> The upper and lower bounds are close around the final estimates.
> So there is not much to maximize.
>
> What can I do?
>
> Thank you for help,
>
> Peter
>
What is "optmin"? Do you mean "optim"?
Either way, you can always try your function at the initial values
outside of optim. If it returns Inf, you have a problem with your
objective function. Have you considered that your objective function in
S-PLUS didn't port the way you expected to R? I.e. if you call your
objective function in S-PLUS and then in R, using the same inputs, do
you get identical outputs?
--sundar