search for: r60789

...would like to discuss wrt how nlminb() should proceed with NAs. The question is: What would be a successful way to deal with an evaluation point of the objective function where the gradient and the hessian are not well defined? If the gradient and the hessian both return NA values (assuming R < r60789, e.g. R 2.15.1), and also if both return +Inf values, nlminb steps to an NA parameter vector. Here is a really artificial one-dimensional example for demonstration: f <- function (x) { cat("evaluating f(", x, ")\n") if(is.na(x)) {Inf # to prevent an infinite loop for R...