[R] Confidence interval on parameters from optim function

Ravi Varadhan RVaradhan at jhmi.edu
Wed Aug 19 16:26:03 CEST 2009


I didn't answer your second question.

You can use the `try' function to capture errors and keep proceeding through
simulations without crashing out:  


If `L-BFGS-B' does not work well, you could try the `spg' function in the
"BB" package.


-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Devred, Emmanuel
Sent: Wednesday, August 19, 2009 9:41 AM
To: r-help at r-project.org
Subject: [R] Confidence interval on parameters from optim function

Hi everyone,

I have two questions:

I would like to get confidence intervals on the coefficients derived
from the optim() function.
I apply optim() to a given function f
> res <-
And I would like to get the p-value and confidence intervals associated
> res$par

My second question deals with error message. I am doing a loop with the
optim() function in it, when I get an error message like below, the loop
is stopped, however I would like to change my initial values to avoid
this error message and keep the loop going, so if it crashes when I am
away the program can still run, any idea ?

Error in optim(c(0.08, 0.04, 1), f, NULL, method = "L-BFGS-B", lower =
c(0,  : 
  L-BFGS-B needs finite values of 'fn'

Thank you for any information on these two problems.


Dr. Emmanuel Devred
Bedford Institute of Oceanography,
1 Challenger Drive,
Dartmouth, Nova Scotia, B2Y 4A2,

Ph:  (1) 902 426-4681
Fax: (1) 902 426-9388

devrede at mar.dfo-mpo.gc.ca


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