Displaying 1 result from an estimated 1 matches for "obtimised".
2003 Jun 21
1
optim with contraints
...t I have come across cases
(for suitable data X and y) where the constraint on the last component
is ignored; that means that a call is made to sn.dev with
cp = -1.3546 0.4645 3.1741
so the third component exceeds 0.99527, and the program stops
because of a check in the function to be obtimised.
The call just before was to the gradient function
sn.dev.gh: gradient = 219013 -312643 441647332
which has rather large values.
To make the problem more interesting, it shows up on a Linux
(Debian) installation, but it works fine on MS-windows.
In both cases, R is 1.7.0.
Perhaps this sor...