[R] Gradients in optimx

[Rubén Roa]

Well, I guess this doesn't make necessary for me to prepare a report with the CatDyn package.
However, I am available to test a new optimx R-forge version with my package.

Cheers

Rubén

--
Dr. Ruben H. Roa-Ureta
Senior Researcher, AZTI Tecnalia,
Marine Research Division,
Txatxarramendi Ugartea z/g, 48395, Sukarrieta,
Bizkaia, Spain

-----Mensaje original-----
De: John C Nash [mailto:nashjc at uottawa.ca] 
Enviado el: domingo, 04 de septiembre de 2011 18:55
Para: Ravi Varadhan
CC: Rubén Roa; 'kathryn.lord2000 at gmail.com'; 'r-help at r-project.org'
Asunto: Re: Gradients in optimx

I've started to work on this again, and can confirm there seems to be some sort of bug in the gradient test at the beginning of the current R-forge version of optimx. It is not something obvious, and looks like a mixup in arguments to functions, which have been an issue since I've been trying to trap NaN and Inf returns.

Worse, making the control starttests = FALSE fails because there I inadvertently put the initial function calculation inside the block that does the tests. Sigh.

Will try to get something done by end of this week. (This will be R-forge version.)

JN

On 08/31/2011 09:31 AM, Ravi Varadhan wrote:
> Hi Reuben,
> 
>  
> 
> I am puzzled to note that the gradient check in "optimx" does not work 
> for you.  Can you send me a reproducible example so that I can figure this out?
> 
>  
> 
> John - I think the best solution for now is to issue a "warning" 
> rather than an error message, when the numerical gradient is not 
> sufficiently close to the user-specified gradient.
> 
>  
> 
> Best,
> 
> Ravi.
> 
>  
> 
> -------------------------------------------------------
> 
> Ravi Varadhan, Ph.D.
> 
> Assistant Professor,
> 
> Division of Geriatric Medicine and Gerontology School of Medicine 
> Johns Hopkins University
> 
>  
> 
> Ph. (410) 502-2619
> 
> email: rvaradhan at jhmi.edu <mailto:rvaradhan at jhmi.edu>
> 
>  
>