R help - Aug 2004 - nlminb vs optim

Dear R-help group,

I have to maximize a likelihood with 40 parameters and I want to compare 
the MLE given by "nlminb" (Splus2000, on Windows) with those given by 
"optim" (R, on Unix).

1) On Splus,
The algorithm "nlminb" seems to converge (the parameters stabilize) ,
it
stops after several iterations ( around 400) with the message :"FUNCTION 
EVALUATION LIMIT REACHED" . It gives a set of estimators, namely P, with 
-log(likelihood)=6104.455
	
What does it mean? Is the convergence reached?

2) On R,
Therefore, I initialize the function "optim" with the previous set of 
estimators P, and the algorithm continues the minimisation. It stops and 
gives a
(-log(likelihood))=6104.45, with the messages:

"there are 50 or more warnings"
( warnings() = "multi-arguments returns are deprecated" in a function
used
by the program)

$convergence=0

$message= CONVERGENCE:REL_REDUCTION_OF_F <= FACTR*EPSMCH

What does it mean? Is the convergence reached?

What can it be concluded from these two steps?

Thank you very much for your advices and help.

On Tue, 3 Aug 2004, Eve Mathieu wrote:
> Dear R-help group,
>
> I have to maximize a likelihood with 40 parameters and I want to compare
> the MLE given by "nlminb" (Splus2000, on Windows) with those
given by
> "optim" (R, on Unix).
>
> 1) On Splus,
> The algorithm "nlminb" seems to converge (the parameters
stabilize) , it
> stops after several iterations ( around 400) with the message
:"FUNCTION
> EVALUATION LIMIT REACHED" . It gives a set of estimators, namely P,
with
> -log(likelihood)=6104.455
>
> What does it mean? Is the convergence reached?
This is not a good list for asking S-PLUS questions, but it doesn't look
as if it converged.

> 2) On R,
> Therefore, I initialize the function "optim" with the previous
set of
> estimators P, and the algorithm continues the minimisation. It stops and
> gives a
> (-log(likelihood))=6104.45, with the messages:
>
> "there are 50 or more warnings"
> ( warnings() = "multi-arguments returns are deprecated" in a
function used
> by the program)
>
> $convergence=0
>
> $message= CONVERGENCE:REL_REDUCTION_OF_F <= FACTR*EPSMCH
>
> What does it mean? Is the convergence reached?
>
The help page for optim() says
       convergence: An integer code. '0' indicates successful
convergence.

so, 0 indicates successful convergence (in optim()s opinion)

	-thomas