[R] nlme

Prof Brian D Ripley ripley at stats.ox.ac.uk
Thu Jan 13 14:26:09 CET 2000

On Thu, 13 Jan 2000, Jim Lindsey wrote:

> After a lot of struggle and considerable help from my Chinese
> colleague (who is on the R list), I have managed to fit a few models
> with nlme.
> I have discovered that nlme is extremely sensitive to starting
> values. I have never experienced this with any other nonlinear
> optimization involving nlm.

I have, much of the time, and not anything like so much with other
optimizers (such as those now added for the development version).

> One of the reasons for some of the weird error messages was that the
> default value of stepmax for nlm is far too large.

Well, it is an absolute value, and too large for some problems, too small
for others. We have changed the logic a bit for 0.99.0 so that nlm makes a
better job of finding an initial step, and have hopes of improving further.
nlme should probably set stepmax to ca 10.  The problem stems from the
assumptions nlm is making about the initial Hessian, without checking them.


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)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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