[R] rsolnp- Error (Help!)

[Ravi Varadhan]

Since you only have box constraints, you do not need to use "rsolnp".  You can use `nlminb' or optim's "L-BFGS-B" or `spg' in "BB".  

I ran your problem using these algorithms, and I was not sure that I was getting a local minimum.  Check your functions carefully, it seems like you may have some mistakes.

Y1 <- optim(par=p0, fn=opti, method="L-BFGS-B", lower=lCons, upper=uCons)

Y2 <- nlminb(start=p0, obj=opti, lower=lCons, upper=uCons)

Ravi.

-----------------------------------------------------------------------------------

Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.html



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-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of tushar_kul
Sent: Monday, September 28, 2009 4:52 PM
To: r-help at r-project.org
Subject: Re: [R] rsolnp- Error (Help!)


Thanks, Ravi.  I have attached the code again. (Still the same error)

http://www.nabble.com/file/p25652730/OptTS.txt OptTS.txt 


Ravi Varadhan wrote:
> 
> I was trying to run your code, but it seems like you haven’t specified the
> parameter called `Strk', so I was unable to run it.  Can you send a fully
> reproducible code?
> 
> jholtman wrote:
>> 
>> It means that your expression "max(tt[2] - 10 * tol, nineq)" is returning
>> NA:
>> 
>> Notice I get the same error:
>> 
>>> if (1==1)1
>> [1] 1
>>> if (NA == 1) 1
>> Error in if (NA == 1) 1 : missing value where TRUE/FALSE needed
>> 
>> Check your script and see why it is NA.  you might need:
>> 
>> max(tt[2] - 10 * tol, nineq, na.rm=TRUE)
>> 
>> If your data has NAs.
>> 
>> On Sun, Sep 27, 2009 at 5:29 PM, tushar_kul <tuskul at gmail.com> wrote:
>>>
>>> Hi
>>>
>>> I am relatively new to R and was trying to run an optimization problem
>>> using
>>> rsolnp. I am getting an error which seems to be not related to my
>>> construct
>>> of the optimization equations.
>>>
>>> Error in if (max(tt[2] - 10 * tol, nineq) <= 0) rho = 0 :
>>>  missing value where TRUE/FALSE needed
>>>
>>> I have attached the file code.
>>>
>>> I would greatly appreciate any help.
>>>
>>> Many thanks
>>>
>>> http://www.nabble.com/file/p25637806/OptTS.txt OptTS.txt
>>>
>>>
>>> --
> 

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