Dear R users,
I am using the nlm function for minimization of the very non-linear function of
four parameters. I am running 100 simulations and almost always I get the
convergence code =2 (Successive iterates within tolerance. Current iterate is
probably solution.) [about 75 times of 100].
Frequently, 3 of 4 relative gradients are close to zero and the fourth is huge
but there are also cases where all four gradients are far from zero.
Interestingly, that the estimates are close enough to the true values in most of
cases. I tried to change the optional parameters in the nlm call but this does
not help to achieve code=1. What may be a reason for such situation? Could I
think that the obtained estimates are what I am looking for?
I am using R 1.9.1:
nlm(N.Loglik,initial.values,fscale=1,print.level = 1, gradtol = 1e-6,steptol =
1e-6,iterlim = 500,y=y)
Much thanks,
Victoria.
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