Displaying 2 results from an estimated 2 matches for "aeaamit".
2019 Jan 31
1
nlminb with constraints failing on some platforms
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5th Year FPM (Ph.D.) in Finance and Accounting Area
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On Thu, Jan 31, 2019 at 7:22 PM ProfJCNash <profjcnash at gmail.com> wrote:
> This is not about th...
2019 Jan 28
8
nlminb with constraints failing on some platforms
I've noticed unstable behavior of nlminb on some Linux systems. The problem can be reproduced by compiling R-3.5.2 using gcc-8.2 and running the following snippet:
f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 )
opt <- nlminb(rep(0, 10), f, lower=-1, upper=3)
xhat <- rep(1, 10)
abs( opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE
The example works perfectly when