[RsR] lmrob: lmrob.S()-Warning is not in the result returned

[Matias Salibian-Barrera]

Thanks Rene for pointing these problems out.

I can reproduce the first warning (produced by lmrob.S()) -- I'm copying
my output below. Of course, the warning disappears if you weaken the
convergence criteria a little:

my.ctrl <- lmrob.control(refine.tol=1e-5)
res2 <- lmrob(lconc~dist, dat=test, control=my.ctrl)

However, *I can't* reproduce Rene's second warning: "rwls(): not
converged in 1000 lambda iterations" warning. I will look into it a bit
further.

Matias



> version
               _
platform       i686-pc-linux-gnu
arch           i686
os             linux-gnu
system         i686, linux-gnu
status
major          2
minor          3.1
year           2006
month          06
day            01
svn rev        38247
language       R
version.string Version 2.3.1 (2006-06-01)
> library(robustbase)
> test <- data.frame(lconc=c(3.081910,3.165475,2.501436,3.650658,
+ 3.044522,3.660994),
+ dist=c(100,180,280,30,220,6))
> res <- lmrob(lconc~dist, dat=test)
Warning messages:
1: lmrob.S(): refinements did not converge (to tol=1e-07) in 200 iterations
2: lmrob.S(): refinements did not converge (to tol=1e-07) in 200 iterations
> my.ctrl <- lmrob.control(refine.tol=1e-5)
> res2 <- lmrob(lconc~dist, dat=test, control=my.ctrl)
> res

Call:
lmrob(formula = lconc ~ dist, data = test)

Coefficients:
(Intercept)         dist
   3.690387    -0.003707

> res2

Call:
lmrob(formula = lconc ~ dist, data = test, control = my.ctrl)

Coefficients:
(Intercept)         dist
   3.690387    -0.003707

> res$scale
[1] 0.2506454
> res2$scale
[1] 0.2506544



Martin Maechler wrote:
>>>>>> "ReneL" == Locher René (lor) <lor using zhwin.ch>
>>>>>>     on Tue, 5 Jun 2007 18:24:47 +0200 writes:
> 
>     ReneL> Dear Matias When I run the following code I get 2
>     ReneL> warnings: 
> 
>     ReneL> lmrob.S(): refinements did not converge (tol=1e-07) in 200 iterations
> 
>      library(robustbase)
>      test <- data.frame(lconc=c(3.081910,3.165475,2.501436,3.650658,
> 				3.044522,3.660994),
>                         dist=c(100,180,280,30,220,6))
>      res <- lmrob(lconc~dist, dat=test)
> 
>     ReneL> res$converged gives TRUE as the IRWLS iterations after the lmrob.S() have converged.
> 
>     ReneL> It would be nice to have also the convergence status of lmrob.S() in the result object of lmrob().
> 
> I agree. 
> 
> HOWEVER, I cannot see / reproduce the convergence warnings
> problems you mention, neither the above, nor the one you sent
> yesterday.
> 
> Are you *REALLY* sure, you are not using an older version of
> "robustbase" or mixing versions of robustbase,
> or are using 'lmrob' (there was a package of that name) and
> 'robustbase' simultaneously?
> 
> Note: For such reports, do use sessionInfo(). 
> 
> Regards,
> Martin
> 
>     ReneL> Kind regards
> 
>     ReneL> René
> 
>  
>     ReneL> René Locher                                   E-Mail: rene.locher using zhwin.ch
>     ReneL> Institut für Datenanalyse und Prozessdesign   Tel:    052/ 267 7810
>     ReneL> Zürcher Hochschule Winterthur                 Fax:    052/ 268 7810
>     ReneL> Technopark / Jägerstrasse 2                   
>     ReneL> Postfach
>     ReneL> CH-8400 Winterthur                            http://www.idp.zhwin.ch
>  
>     ReneL> P.S.
> 
>     ReneL> Here is the version of my system on which I have tested the example:
> 
>     ReneL> version              _                           
>     ReneL> ## platform       i386-pc-mingw32             
>     ReneL> ## arch           i386                        
>     ReneL> ## os             mingw32                     
>     ReneL> ## system         i386, mingw32               
>     ReneL> ## status                                     
>     ReneL> ## major          2                           
>     ReneL> ## minor          5.0                         
>     ReneL> ## year           2007                        
>     ReneL> ## month          04                          
>     ReneL> ## day            23                          
>     ReneL> ## svn rev        41293                       
>     ReneL> ## language       R                           
>     ReneL> ## version.string R version 2.5.0 (2007-04-23)
> 
>     ReneL> library(help=robustbase)  
>     ReneL> ## Version:       0.2-7
> 


-- 
_____________________________________________________
Matias Salibian-Barrera - Department of Statistics
The University of British Columbia
Phone: (604) 822-3410 - Fax: (604) 822-6960
"The plural of anecdote is not data" (George Stigler?)