[R] nlminb to optmin

[Douglas Bates]

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,

I have a test version of a package available as

http://www.stat.wisc.edu/~bates/port_0.1-1.tar.gz

that provides nlminb for R.  If you can install packages from source
code then you may want to try that.  If you are running under Windows
and only install binary packages then we will need to ask for a
volunteer to create a Windows binary from the source package.

I do not plan to upload this package to CRAN.  Instead I plan to
incorporate nlminb into r-devel in time to have it become part of R-2.2.0