R help - Oct 2020 - [External] Re: unable to access index for repository...

Hi Steven

Which optimisation algorithms in maxLik work better under R-3.0.3 than
under the current version of R?

/Arne

On Thu, 8 Oct 2020 at 21:05, Steven Yen <styen at ntu.edu.tw>
wrote:
>
> Hmm. You raised an interesting point. Actually I am not having problems
with aod per se?-it is just a supporting package I need while using old R. The
essential package I need, maxLik, simply works better under R-3.0.3, for reason
I do not understand?specifically the numerical gradients of the likelihood
function are not evaluated as accurately in newer versions of R in my
experience, which is why I continue to use R-3.0.3. Because I use this older
version of R, naturally I need to install other supporting packages such as aod
and AER.
> Certainly, I will install the zip file of the older version of maxLik to
the latest R and see what happens. Thank you.
>
> I will install the new maxLik in old R, and old maxLik in new R, and see
what happens.
>
> Sent from my iPhone
> Beware: My autocorrect is crazy
>
> > On Oct 9, 2020, at 2:17 AM, Richard M. Heiberger <rmh at
temple.edu> wrote:
> >
> > ?I wonder if you are perhaps trying to solve the wrong problem.
> >
> > If you like what the older version of the aod package does, but not
> > the current version,
> > then I think the solution is to propose an option to the aod
> > maintainer that would restore your
> > preferred algorithm into the current version, and then use the current
R.
> >
> > A less good, but possibly workable, option is to compile the old
> > version of aod into the current R.
> >
> >> On Thu, Oct 8, 2020 at 1:45 PM Jeff Newmiller <jdnewmil at
dcn.davis.ca.us> wrote:
> >>
> >> All support on this list is voluntary, and support for old
versions of R is not even necessarily on-topic here which is why you keep
getting nudged to upgrade. Your "need" for support for an old version
is definitely not "our" problem, so I suggest you start looking for a
consultant if this issue is that important to you. Such is the nature of
volunteer-developed open source software... so support your local experts.
> >>
> >>> On October 8, 2020 10:22:54 AM PDT, Steven Yen <styen at
ntu.edu.tw> wrote:
> >>> Thanks for the help. I have a reason to continue with R-3.0.3.
I used
> >>> maxLik to estimate econometric models and some of them are
better
> >>> handled with R-3.0.3 (but not later)----a sad reality I do not
like.
> >>>
> >>> Here is what I did. I downloaded
> >>>
> >>>
https://cran-archive.r-project.org/bin/windows/contrib/3.0/aod_1.3.zip
> >>>
> >>> and installed the zip file, which worked in both RStudio and R
(without
> >>>
> >>> RStudio).
> >>>
> >>> In RStudio, I go Tools -> Install packages -> Install
from -> (Choose
> >>> zip) -> (Browse to the zip file)
> >>>
> >>> IN R, I go Packages -> Install packages from local file(s)
-> (Browse
> >>> to
> >>> the zip file)...
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.


-- 
Arne Henningsen
http://www.arne-henningsen.name

Oh Hi Arne,
You may recall we visited with this before. I do not believe the problem is
algorithm specific. The algorithms I use the most often are BFGS and BHHH (or
maxBFGS and maxBHHH). For simple econometric models such as probit, Tobit, and
evening sample selection models, old and new versions of R work equally well (I
write my own programs  and do not use ones from AER or sampleSekection). For
more complicated models the newer R would converge with not-so-nice gradients
while R-3.0.3 would still do nicely (good gradient). I use numerical graduent of
course. I wonder whether numerical gradient routine were revised at the time of
transition from R-3.0.3 to newer. Not knowing how different your versions of
maxLik are between, I will try as I said I would, that is, use new version of
maxLik from old R and vice versa, and see what happens.

Sent from my iPhone
Beware: My autocorrect is crazy
> On Oct 9, 2020, at 4:28 AM, Arne Henningsen <arne.henningsen at
gmail.com> wrote:
> 
> ?Hi Steven
> 
> Which optimisation algorithms in maxLik work better under R-3.0.3 than
> under the current version of R?
> 
> /Arne
> 
>> On Thu, 8 Oct 2020 at 21:05, Steven Yen <styen at ntu.edu.tw>
wrote:
>> 
>> Hmm. You raised an interesting point. Actually I am not having problems
with aod per se?-it is just a supporting package I need while using old R. The
essential package I need, maxLik, simply works better under R-3.0.3, for reason
I do not understand?specifically the numerical gradients of the likelihood
function are not evaluated as accurately in newer versions of R in my
experience, which is why I continue to use R-3.0.3. Because I use this older
version of R, naturally I need to install other supporting packages such as aod
and AER.
>> Certainly, I will install the zip file of the older version of maxLik
to the latest R and see what happens. Thank you.
>> 
>> I will install the new maxLik in old R, and old maxLik in new R, and
see what happens.
>> 
>> Sent from my iPhone
>> Beware: My autocorrect is crazy
>> 
>>>> On Oct 9, 2020, at 2:17 AM, Richard M. Heiberger <rmh at
temple.edu> wrote:
>>> 
>>> ?I wonder if you are perhaps trying to solve the wrong problem.
>>> 
>>> If you like what the older version of the aod package does, but not
>>> the current version,
>>> then I think the solution is to propose an option to the aod
>>> maintainer that would restore your
>>> preferred algorithm into the current version, and then use the
current R.
>>> 
>>> A less good, but possibly workable, option is to compile the old
>>> version of aod into the current R.

>>>>> Steven Yen 
>>>>>     on Fri, 9 Oct 2020 05:39:48 +0800 writes:
    > Oh Hi Arne, You may recall we visited with this before. I
    > do not believe the problem is algorithm specific. The
    > algorithms I use the most often are BFGS and BHHH (or
    > maxBFGS and maxBHHH). For simple econometric models such
    > as probit, Tobit, and evening sample selection models, old
    > and new versions of R work equally well (I write my own
    > programs and do not use ones from AER or
    > sampleSekection). For more complicated models the newer R
    > would converge with not-so-nice gradients while R-3.0.3
    > would still do nicely (good gradient). I use numerical
    > graduent of course. I wonder whether numerical gradient
    > routine were revised at the time of transition from
    > R-3.0.3 to newer. 

As R-core member, particularly interested in numerical accuracy
etc, I'm also interested in learning what's going on here.

I think we (R core) have never heard of anything numerically deteriorating
going from R 3.0.x to R 4.0.x,  and now you are claiming that in
public, you should really post *reproducible* code giving
evidence to your claim.

As was mentioned earlier, the difference may not be in R, but
rather in the versions of the (non-base R, but "extension") R
packages you use;  and you were saying earlier you will check
that (using the old version of the 'maxLik' package with a newer
version of R and vice verso) and tell us about it.

Thank you in advance on being careful and rational about such
findings.

With regards,

Martin Maechler
ETH Zurich  and  R core team

    > Not knowing how different your versions of maxLik are
    > between, I will try as I said I would, that is, use new
    > version of maxLik from old R and vice versa, and see what
    > happens.

    > Sent from my iPhone Beware: My autocorrect is crazy

    >> On Oct 9, 2020, at 4:28 AM, Arne Henningsen
    >> <arne.henningsen at gmail.com> wrote:
    >> 
    >> ?Hi Steven
    >> 
    >> Which optimisation algorithms in maxLik work better under
    >> R-3.0.3 than under the current version of R?
    >> 
    >> /Arne
    >> 
    >>> On Thu, 8 Oct 2020 at 21:05, Steven Yen
    >>> <styen at ntu.edu.tw> wrote:
    >>> 
    >>> Hmm. You raised an interesting point. Actually I am not
    >>> having problems with aod per se?-it is just a supporting
    >>> package I need while using old R. The essential package
    >>> I need, maxLik, simply works better under R-3.0.3, for
    >>> reason I do not understand?specifically the numerical
    >>> gradients of the likelihood function are not evaluated
    >>> as accurately in newer versions of R in my experience,
    >>> which is why I continue to use R-3.0.3. Because I use
    >>> this older version of R, naturally I need to install
    >>> other supporting packages such as aod and AER.
    >>> Certainly, I will install the zip file of the older
    >>> version of maxLik to the latest R and see what
    >>> happens. Thank you.
    >>> 
    >>> I will install the new maxLik in old R, and old maxLik
    >>> in new R, and see what happens.
    >>> 
    >>> Sent from my iPhone Beware: My autocorrect is crazy
    >>> 
    >>>>> On Oct 9, 2020, at 2:17 AM, Richard M. Heiberger
    >>>>> <rmh at temple.edu> wrote:
    >>>> 
    >>>> ?I wonder if you are perhaps trying to solve the wrong
    >>>> problem.
    >>>> 
    >>>> If you like what the older version of the aod package
    >>>> does, but not the current version, then I think the
    >>>> solution is to propose an option to the aod maintainer
    >>>> that would restore your preferred algorithm into the
    >>>> current version, and then use the current R.
    >>>> 
    >>>> A less good, but possibly workable, option is to
    >>>> compile the old version of aod into the current R.

    > ______________________________________________
    > R-help at r-project.org mailing list -- To UNSUBSCRIBE and
    > more, see https://stat.ethz.ch/mailman/listinfo/r-help
    > PLEASE do read the posting guide
    > http://www.R-project.org/posting-guide.html and provide
    > commented, minimal, self-contained, reproducible code.