similar to: nlminb: names of parameter vector not passed to objective function

Hello I want to use the nlminb function but I have the objective function like characters. I can summarize the problem using the first example in the nlminb documentation. x <- rnbinom(100, mu = 10, size = 10) hdev <- function(par) -sum(dnbinom(x, mu = par[1], size = par[2], log = TRUE)) nlminb(c(9, 12), objective=hdev) With the last instructions we obtain appropriate results. If I have

Hi, dear R experts , I am new. I met this problem when I am trying to learn how to use the nlminb() function. I tried the example which the document provides ( as the following code ) and R gives no response . I don't know whether it is running or not and it takes a very long time but still output nothing so I just close the session window. my question is is there any method

Dear R developers, I recently observed a NOTE on several MaxOS X package checks: sh: line 1: gs: command not found !!! Error: Closing Ghostscript (exit status: 127)! /usr/bin/texi2dvi: thumbpdf exited with bad status, quitting. See for details: http://www.r-project.org/nosvn/R.check/r-release-macosx-ix86/simecol-00check.html or

Hello, I wonder why the control parameter REPORT is not supported by method SANN. Looking into optim.c I found an internal constant: #define STEPS 100 ... and decreasing this to 10 helped me fine-tuning the annealing parameters in an actual problem. Is there any reason why not passing nREPORT to samin and setting something like: STEPS = nREPORT / tmax Thomas P. -- Thomas Petzoldt

Dear R developers, we have currently a 'mysterious' test problem with one package that successfully passed the tests on all platforms, with the only exception of Solaris x86 where obviously one of our help examples breaks the CRAN test. As we don't own such a machine I want to ask about a possibility to run a few tests on such a system: r-patched-solaris-x86 An even more recent

Dear R developers, I observed that the html help page index entry "Read overview or browse directory" for package vignettes is missing in recent R-devel. This happened on two independent computers (WinXP Prof. SP3, German) with R-devel compiled from sources svn rev. 48125 resp. 48128 It's the same for my own and also for more prominent packages as well (e.g. grid). The

Dear R developers, some of our packages come with additional programming examples in a directory called "/examples" which is created from "/inst/examples". This directory is linked from the docs (e.g. in inst/doc/index.html): <dl> <dt><a href="../examples/">examples</a>: <dd>Source code of examples </dl> Given, that we have a

Hello, when testing packages under R version 2.6.0 Under development (unstable), in order to discover future compatibility issues, I recently get numerous "possible problem notes" for different (own and other contributed) packages containing Tcl/Tk code, e.g.: * checking R code for possible problems ... NOTE sEdit : editVec : build: no visible global function definition

This is a follow-up question for PR#15052 <http://bugs.r-project.org/bugzilla3/show_bug.cgi?id=15052> There is another thing I 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

Dear useRs, a new and completely re-worked version of the "simecol" package SIMulatiion of ECOLogical (and other) dynamic systems is now available on CRAN. Compared to the S3 based 0.2-x versions an improved object model using S4 classes was employed. Please ask me for assistance in case of incompatibility. Comments are welcome, Thomas Petzoldt

Dear useRs, a new and completely re-worked version of the "simecol" package SIMulatiion of ECOLogical (and other) dynamic systems is now available on CRAN. Compared to the S3 based 0.2-x versions an improved object model using S4 classes was employed. Please ask me for assistance in case of incompatibility. Comments are welcome, Thomas Petzoldt

#optim package estimate<-optim(init.par,Linn,hessian=TRUE, method=c("L-BFGS-B"),control = list(trace=1,abstol=0.001),lower=c(0,0,0,0,-Inf,-Inf,-Inf,-Inf,-Inf,-Inf,-Inf,-Inf,-Inf),upper=c(1,1,1,1,Inf,Inf,Inf,Inf,Inf,Inf,Inf,Inf,Inf)) #nlminb package estimate<-nlminb(init.par,Linn,gr=NULL,hessian=TRUE,control =

Dear R community, I'm fitting a complex mixed-effects model that requires numerous iterations and function evaluations. I note that nlminb accepts a list of control parameters, including eval.max. Is there a way to change the default eval.max value for nlminb when it is being called from lme? Thanks for any thoughts, Andrew -- Andrew Robinson Department of Mathematics and Statistics

I'm trying to estimate the parameters for GARCH(1,1) process. Here's my code: loglikelihood <-function(theta) { h=((r[1]-theta[1])^2) p=0 for (t in 2:length(r)) { h=c(h,theta[2]+theta[3]*((r[t-1]-theta[1])^2)+theta[4]*h[t-1]) p=c(p,dnorm(r[t],theta[1],sqrt(h[t]),log=TRUE)) } -sum(p) } Then I use nlminb to minimize the function loglikelihood: nlminb(

Hi Everybody, My problem is that nlminb doesn't converge, in minimising a logLikelihood function, with 31*6 parameters(2 weibull parameters+29 regressors repeated 6 times). I use nlminb like this : res1<-nlminb(vect, V, lower=c(rep(0.01, 12), rep(0.01, 3), rep(-Inf, n-15)), upper=c(rep(Inf, 12), rep(0.99, 3), rep(Inf, n-15)), control = list(maxit=1000) ) and that's the result :

Dear R-users I am trying to find a value for the risk free rate minimizing the difference between a BS call value with impl. volatilities minus the market price of a call (assuming this is just the average bid ask price) Here is my data: http://r.789695.n4.nabble.com/file/n3747509/S%26P_500_calls%2C_jan-jun_2010.csv S%26P_500_calls%2C_jan-jun_2010.csv S0 <- 1136.03 q <- 0.02145608 S0

I am trying to optimize a likelihood function using NLMINB. After running without a problem for quite a few iterations (enough that my intermediate output extends further than I can scroll back), it tries a vector of parameter values NaN. This has happened with multiple Monte Carlo datasets, and a few different (but very similar) likelihood functions. (They are complicated, but I can send them

I won't add to the quite long discussion about the vagaries of nlminb, but will note that over a long period of software work in this optimization area I've found a number of programs and packages that do strange things when the objective is a function of a single parameter. Some methods quite explicitly throw an error when n<2. It seems nlminb does not, but that does not mean that

Dear R developers, if one uses package.skeleton() to create a new package, then a file anRpackage.Rd with the following entries is prepared: \name{anRpackage-package} \alias{anRpackage-package} \alias{anRpackage} \docType{package} Packages created this way have a definite entry or overview page, so: ?anRpackage gives new users of a certain package a pointer where to start reading. This is

All, I have been able to successfully use the optim( ) function with "L-BFGS-B" to find reasonable parameters for a one-compartment open pharmacokinetic model. My loss function in this case was squared error, and I made no assumptions about the distribution of the plasma values. The model appeared to fit pretty well. Out of curiosity, I decided to try to use nlminb( ) applied to a