R-alpha: NA in nlm

Philippe Lambert (phlamber@luc.ac.be)
Fri, 15 Nov 1996 13:24:44 +0100 (MET)


From: Philippe Lambert <phlamber@luc.ac.be>
Message-Id: <9611151224.AA00083@alpha.luc.ac.be>
Subject: R-alpha: NA in nlm
To: r-testers@stat.math.ethz.ch
Date: Fri, 15 Nov 1996 13:24:44 +0100 (MET)

I would like to confirm the remark made recently by Jim Lindsey on
nlm. I am currently working on the implementation of a glm like
routine for non-symmetric stable distributions. I have to use the nlm
routine to compute MLEs. I have been fighting with this for a few days
because I was not able to obtain a deviance as small as what PROC
OPTMUM on GAUSS was able to provide. I first thought that this was
caused by unappropriate initial conditions. But it finally turned out
that it was caused by ("invisible") NA's (probably in lnsrch()).
What I do now is just testing for NA in my R deviance function,
but I guess this slows down the whole process. 
Therefore I find the idea of Jim to test for NA WITHIN the (C-code)
quite appealing.
Note also that PROC OPTUM in GAUSS is extremely efficient and might
suggest some improvement to nlm. Unfortunately, I am not a C user.

Finally, just a word to mention that I get an error message like
   macros s missing
when I try to format the help (I work with Linux 1.2.13, ELF).
Any experience with this?

	Philippe Lambert
	phlamber@luc.ac.be

=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
r-testers mailing list -- To (un)subscribe, send
subscribe	or	unsubscribe
(in the "body", not the subject !)  To: r-testers-request@stat.math.ethz.ch
=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-