Displaying 2 results from an estimated 2 matches for "log_arg".
2019 Feb 04
2
nlminb with constraints failing on some platforms
...2 : n ) {
+?????????????? result <- result + log( (x[i] - x[i-1])^2 + 0.01 ) + (x[1] - 1.0)^2
+?????? }
+?????? result
+ }
> g??? <- function(x) {
+?????? result <- rep(0.0, n)
+?????? for( i in 2 : n ) {
+?????????????? result[1]?? <- result[1] + 2.0 * (x[1] - 1.0)
+?????????????? log_arg???? <- ( x[i] - x[i-1] )^2 + 0.01
+?????????????? log_arg_i?? <- 2.0 * (x[i] - x[i-1])
+?????????????? result[i]?? <- result[i]?? + log_arg_i / log_arg
+?????????????? result[i-1] <- result[i-1] - log_arg_i / log_arg
+?????? }
+?????? result
+ }
> xstart <- rep(0.0, n)
> opt?...
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