[R] Can ucminf be installed in 64 bit R and one more question?

[Hey Sky]

hey, Ravi

yes. I have tried the hessian() in the numDeriv package and it is the same 
package ucminf() uses to calculate the hessian matrix while having the option 
"hessian=1". 


maybe I should avoid the word fail but instead using some others. anyway, what I 
mean in the former post is the hessian(), the optim(...hessian=T...)  or 
ucminf(...hessian=1...) give a NaN for std.err, which a negative variance 
appears. but the ucminf( ... hessian=3 ...) will not generate negative variance. 
I am curious how the hessian here has been calculated.

hope I expressed the situation clear

PS, for the zero hessian matrix I met before, I think it might be the function 
curve is too flat at the initial value, since the second order derivation shows 
the curvature of the curve. any possible suggestions for it?


Nan





 


----- Original Message ----
From: Ravi Varadhan <rvaradhan at jhmi.edu>
To: Hey Sky <heyskywalker at yahoo.com>; R <r-help at r-project.org>
Sent: Tue, September 21, 2010 12:22:37 PM
Subject: RE: [R] Can ucminf be installed in 64 bit R and one more question?

I don’t understand your question about the hessian.  Did you try hessian()
function in "numDeriv" on the result from optim directly rather than using
"ucminf"?  Also, what do you mean by `failed'?  What error message did you
get?

Ravi.  

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Hey Sky
Sent: Monday, September 20, 2010 8:36 PM
To: R
Subject: [R] Can ucminf be installed in 64 bit R and one more question?

Hey, R Users

my windows is 64 bit windows 7. I am trying to install the package ucminf
into 
my 64 bit version R but cannot.  the package I downloaded is from 
http://cran.r-project.org/web/packages/ucminf/index.html and I installed it
with 
the "install from local zip files", due to I did not connect my computer to 
internet. 


did anyone meet this problem and is there a version of ucminf for 64 bit R?

the question is: why the ucminf (for 32 bit R) with option hessian=3 always
give 
hessian matrix while most of other methods failed (includiing the option 
hessian=1 which using numDeriv)?

thanks for any information

Nan 
from Montreal




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