w.huber@dkfz.de
2002-Mar-03 18:04 UTC
[Rd] optim: gr called at different parameter values than previous fn call if hessian=T (PR#1354)
Full_Name: Wolfgang Huber Version: 1.4.0 OS: OSF1 Submission from: (NULL) (193.174.62.46) The documentation to "optim" (packpage base) says "It is guaranteed that `gr' will be called immediately after a call to `fn' at the same parameter values." I found this not to be true when I called optim(fn=fn,gr=gr,method="L-BFGS-B",hessian=T,...) When I changed this to hessian=F), every single call to gr was indeed preceded by a call to fn at the same parameter values. Apparently the final calculation of the hessian violates the above guarantee. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._