[R-sig-eco] Doubt about mle2, optim and convergence

[Mario José Marques]

Thank you Eduard!

I understood now! One of the methods of optim use derivative method, but
with finite deltax. By default deltax=0.001. Using parscale you chance
scale of deltax (parscale*deltax) (page 300 of the book).

Best regards!

Mario



On 12-11-2014 11:27, Eduard Szöcs wrote:
> Hai Mario,
> 
> take a look at Ben Bolkers 'Ecological Models and Data in R'. The
> chapter 'Optimization and all that' therein should be a good reference.
> 
> Cheers,
> 
> Eduard Szöcs
> 
> 
> 
> On 12/11/14 13:36, Mario José Marques wrote:
>> Hi all!
> 
>> I am working with species abundance distribution using biomass as
>> abundance measure. For this, I am trying to fit models gamma, weibull
>> and lognormal to my data.
> 
>> I have problems specially with gamma and weibull. When I try fit this
>> models, the mle2 fit without error, but the fit not converge. When I try
>> plot profile with profile function, this function return that have found
>> a better fit to data. Then I use this mles found by profile and try fit
>> with mle2 again. I do this three or four times until no have problems to
>> use profile to plot mles found.
> 
>> I read Bolker text (2014 bbmle; Maximum likelihood estimation and
>> analysis with the bbmle package) and found the parameters control and
>> parscale (parameters of optim) that solve the problem to fit. I did this:
> 
>> # Search for mle. Without convergence
>> g1_gamma <- fitgamma(g1, trueLL = FALSE, start.value = mlegamma(g1))
> 
>> # Search for mle. Converged
>> g1_gamma <- fitgamma(g1, trueLL = FALSE,
>> control=list(parscale=mlegamma(g1)))
> 
>> I am using sads package that use mle2 to fit model to data. Function
>> mlegamma calculate the start values to mle2 and fitgamma use mle2 with
>> dgamma to search mles. (the problem is the same if I use only mle2
>> without function of sads package).
> 
>> I can not understand what control parameters do. I read something, but
>> not understood at all. Could someone explain or recommend me some text
>> to understand that?
> 
>> Thank you and best regards!
> 
> 
> 
>> Mario José
>> ...................................................
>> Doctoral student in Ecology
>> Institute of Biology, Dept. Plant Biology
>> State University of Campinas - UNICAMP
>> Campinas, São Paulo, Brazil
> 
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> 
> 
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