[R] a question on R optimization functions

[Paul Gilbert]

It seems more likely that the return value from your function is NA or NaN or Inf. This might then result in an NA parameter value being calculated for the next step. This is possible, for example,  because the line search extends outside the feasible region. You can re-write your function to check for that case and return a large negative value (or positive if minimizing), or stop() if that is more appropriate.

Paul

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Dajiang J. Liu
> Sent: March 25, 2011 3:59 AM
> To: r-help at r-project.org
> Subject: [R] a question on R optimization functions
> 
> Dear All,
> 
> I use nlminb or optim for maximizing likelihood functions. Sometimes,
> the parameter values happen to be NA, then the program will hang there
> and iterate forever without stopping. No error message will be
> produced. So I can not use error catch method such as "try". Are there
> any suggestions how I can circumvent this problem? Maybe I can time a
> function, and if the time exceeds a threshold, it will be stopped. I
> am not sure if this is feasible in R. As a note, I am running
> simulations with thousands of replicates, so there needs to be a
> systematic way of doing this. Are there any suggestions on how to do
> this? Thank you very much!
> 
> Regards,
> Dajiang
> 
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