[Rd] nmle: gnls freezes on difficult case

[Prof Brian Ripley]

On Thu, 18 Oct 2007, Nicholas Lewin-Koh wrote:

> Hi,
> Following up on my own post, if in gnlsControl I specify
> opt='optim' gnls exits quite nicely, with an error, which
> is what I would expect. Is this a bug in nlminb?

Possibly, but complex algorithms can loop for non-bug reasons.  I don't 
feel motivated to explore it in detail, but if you want/are able to, 
please let us know what you find.

I have always found optim to work better in package nlme than nlminb (and 
I know others who have the same experience).

>
> Nicholas
>
>
> tt<-gnls(response~SSllogis(conc,A,B,xmid,scal),tdat,start=start,weights=varPower(),verbose=TRUE,control=gnlsControl(opt='optim'))
> **Iteration 1
> GLS step: Objective: 29.04254varStruct  parameters:
>    power
> 0.3373206
>
> NLS step: RSS =  0
> model parameters:-0.799941  8.99983  -0.522623  212.314
> iterations: 2
>
> Convergence:
>   params varStruct
> 1.172208  1.000000
> Error in optim(c(coef(gnlsSt)), function(gnlsPars) -logLik(gnlsSt,
> gnlsPars),  :
>  initial value in 'vmmin' is not finite
> In addition: Warning messages:
> 1: In log(xmid) : NaNs produced
> 2: In log(xmid) : NaNs produced
> 3: In log(xmid) : NaNs produced
>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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