[R] nlm recursion problem

[John Logsdon]

Dear R-ists

Further thinking shows me that the easiest way round this problem is not
to spend time hacking the code but to write a simple Newton scheme for the
inner solution in R, since the derivatives are easy.  This I am doing but
a thought arose:

How common is this problem with R?  It was a little obscure - it only fell
over because the vectors were different lengths.  What happens if the
vectors are the same length?  It won't warn you.  Does this also happen
with S+ (nlmin())?  Can anyone test this - I don't have S?

Peter indicated that a number of Fortran routines had already been fixed.  
To fix the Fortran is not *in principle* all that difficult - you need to
add working arrays and ensure that no data are retainded internally.  NAG
showed the way a long time ago - a bit messy but I think it would work.
However, looking at the R coding where the Fortran is called from the C
and calls further routines, it is not a simple job.  Which is why I
elected to practice my differentiation!

Thanks for the messages

John

On Wed, 29 Sep 1999, Bill Venables wrote:

> > John Logsdon <j.logsdon at lancaster.ac.uk> writes:
> > 
> > > nlm is called by many functions and packages so perhaps this is quite a
> > > common problem - what is the slickest way round it?  The solution required
> > > is just the intercept and slope of a line where there may be censored data
> > > so lm() won't do and neither will optimise() (it is only for 1 dimension
> > > and I require 2).
> > 
> > There really is no way around this, except either to rewrite the
> > maximiser in a language that allows reentrancy ( = C in practice) or
> > wait for someone to write a Fortran compiler that does. We've
> > previously done this for the solvers, and nlm appears to be under
> > scrutiny at the moment anyway, so perhaps...
> > 
> Right, there is no way to make Fortran of this vintage recursive
> but, much as I hesitate to point it out, if you know in advance
> that all you need is two levels (as John appears to do) you could
> use another Fortran routine as the inner minimizer, and there is
> no reason why that one could not be the same one that sits behind
> nlm by another name.  Ugly, I know, but in a jam I'd do it, and
> in an Open Source system the code is sitting there, waiting...
> 
> "Fortran - just say `No'."
> 
> Bill.
> 
> -- 
> -----------------------------------------------------------------
> Bill Venables, Statistician, CMIS Environmetrics Project.
> 
> Physical address:                            Postal address:
> CSIRO Marine Laboratories,                   PO Box 120,       
> 233 Middle St, Cleveland, Queensland         Cleveland, Qld, 4163
> AUSTRALIA                                    AUSTRALIA
> 
> Telephone: +61 7 3826 7251     Email: Bill.Venables at cmis.csiro.au     
>       Fax: +61 7 3826 7304
> -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
> r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
> Send "info", "help", or "[un]subscribe"
> (in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
> _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
> 

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._