Yes, the estimates are reliable when you get that messsage. If you want a
more rigorous convergence, you can decrease "factr", whose default is
1e07.
However, I am not sure why you need this.
Read the help for `optim'
?optim
Ravi.
----------------------------------------------------------------------------
-------
Ravi Varadhan, Ph.D.
Assistant Professor, The Center on Aging and Health
Division of Geriatric Medicine and Gerontology
Johns Hopkins University
Ph: (410) 502-2619
Fax: (410) 614-9625
Email: rvaradhan at jhmi.edu
Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html
----------------------------------------------------------------------------
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-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On
Behalf Of kathie
Sent: Thursday, October 02, 2008 3:32 PM
To: r-help at r-project.org
Subject: [R] In the OPTIM message....
Dear all
When I used the method, L-BFGS-B, in OPTIM, I've got the following message.
---------------------------------------------------------------------
$par
[1] 0.176166426835580
$value
[1] 1322.17600079332
$counts
function gradient
8 8
$convergence
[1] 0
$message
[1] "CONVERGENCE: REL_REDUCTION_OF_F <= FACTR*EPSMCH"
$hessian
[,1]
[1,] 46300.3853279247
---------------------------------------------------------------------
First, what does that message, "CONVERGENCE: REL_REDUCTION_OF_F
<FACTR*EPSMCH", mean? and I am wondering if the estimates are reliable.
Any comments will be greatly appreciated.
Kathryn Lord
--
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