[R] A question about optim function in R

J C Nash pro|jcn@@h @end|ng |rom gm@||@com
Sun Jul 26 19:07:25 CEST 2020


For this and the nlminb posting, a reproducible example would be useful.

The optimx package (I am maintainer) would make your life easier in that it
wraps nlminb and optim() and other solvers, so you can use a consistent call.
Also you can compare several methods with opm(), but do NOT use this for
production work as it chews cpu cycles. It is intended to test and compare
methods for a family of objective functions.

JN


On 2020-07-26 10:33 a.m., Zixuan Qi wrote:
> Hi,
> 
> I encounter a problem in R. My program is as follows.
> lower <- c(-Inf,-Inf,-Inf,-Inf,0,0,0,-1,-1,-1)
> upper <- c(Inf,Inf,Inf,Inf,Inf,Inf,Inf,1,1,1)
> out <- optim(parm,logLik,method='L-BFGS-B',lower=lower,upper=upper,hessian=hessian)
> 
> As you can see, I have restricted parameter[5], parameter[6] and parameter[7] to be greater than 0, but the program error is shown in the attached picture ('产生' means 'produce'). The reason for this error seems to be the limit in the function does not work. I don't know why.
> 
> Can you help me? Thanks very much!.
> 
> 
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