[R] nlminb vs optim
Eve Mathieu
emathieu at iurc.montp.inserm.fr
Tue Aug 3 13:42:13 CEST 2004
Dear R-help group,
I have to maximize a likelihood with 40 parameters and I want to compare
the MLE given by "nlminb" (Splus2000, on Windows) with those given by
"optim" (R, on Unix).
1) On Splus,
The algorithm "nlminb" seems to converge (the parameters stabilize) , it
stops after several iterations ( around 400) with the message :"FUNCTION
EVALUATION LIMIT REACHED" . It gives a set of estimators, namely P, with
-log(likelihood)=6104.455
What does it mean? Is the convergence reached?
2) On R,
Therefore, I initialize the function "optim" with the previous set of
estimators P, and the algorithm continues the minimisation. It stops and
gives a
(-log(likelihood))=6104.45, with the messages:
"there are 50 or more warnings"
( warnings() = "multi-arguments returns are deprecated" in a function used
by the program)
$convergence=0
$message= CONVERGENCE:REL_REDUCTION_OF_F <= FACTR*EPSMCH
What does it mean? Is the convergence reached?
What can it be concluded from these two steps?
Thank you very much for your advices and help.
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