[R] to R Core T: mle function in 32bits not respecting the constrain

[francesc badia roca]

The have set an epsilon > 0 to the point where the assimptota is, to
compute the hessian at the lower it is required to evaluate at the left of
the lower, and this is the point, because I want the estimate that usually
is very close to the lower. I want to set a lower bound in which neither
the estimate nor the hessian would be evaluated.

Finally I set a
suppressWarnings(
reduction <- 0.999
  while(is.na(numDeriv::hessian(p.est_num,llim2*reduction)))
    reduction <- reduction^2
  )

2018-05-28 18:45 GMT+02:00 Berry, Charles <ccberry using ucsd.edu>:

>
>
> > On May 27, 2018, at 10:31 PM, francesc badia roca <fbr600 using gmail.com>
> wrote:
> >
> > I have an issue using mle in versions of 32 bits.
> >
> > I am writing a package which I want to submit to the CRAN.
> > When doing the check, there is an example that has an error running in
> the
> > 32 bits version.
> >
> > The problem comes from the mle function, using it with a lower constrain.
> > In 64 bits version it works fine but when I put it in the R 32 bits it
> > fails. (same numbers, all equal!)
> >
> > The call is:
> > *mle(minuslogl = p.est,start = beta,method =
> > "L-BFGS-B",lower=llim*reduction)*
> > lower  = -0.01570427
> >
> > The optimizer (optim function in 32 bits) display:
> > -0.015704 -loglik 48.690236
> > -0.015704 -loglik 48.690236
> > -0.017704 -loglik 1.#QNAN0
> >
> > And it is not respecting the lower constrain.
> >
> > Could anyone explain me why this?
>
> FAQ 7.31 is a likely suspect.
>
> You might need a `safe' lower bound. Perhaps, adding a small positive
> constant to it will fix it.
>
> HTH,
>
> Chuck
>



-- 
Francesc Badia Roca.
tel. (+34) 639 210 685

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