[R] nlminb to optmin

[Sundar Dorai-Raj]

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