[R] gradient function in OPTIMX
Kathie
kathryn.lord2000 at gmail.com
Mon Aug 29 11:10:36 CEST 2011
Dear R users
When I use OPTIM with BFGS, I've got a significant result without an error
message. However, when I use OPTIMX with BFGS( or spg), I've got the
following an error message.
----------------------------------------------------------------------------------------------------
> optimx(par=theta0, fn=obj.fy, gr=gr.fy, method="BFGS",
> control=list(maxit=10000))
Error: Gradient function might be wrong - check it!
----------------------------------------------------------------------------------------------------
I checked and checked my gradient function line by line. I could not find
anything wrong.
Is it a bug or something? I prefer OPTIMX, so I'd like to know why.
Thanks a lot in advance
Regards,
Kathryn Lord
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