Re: [Rd] nmle: gnls freezes on difficult case

From: Nicholas Lewin-Koh <nikko_at_hailmail.net>
Date: Thu, 18 Oct 2007 11:04:12 -0400

Hi,
Thank you for the pointer, I will make the default in my code optim. As I specified in my last post it may be my installation. In this case the problem is that the third parameter (xmid) goes negative and the log(xmid) fails in the parameterization I am using. For some reason nlminb is not exiting gracefully. I can look more into this later if I get time.

Ideally I should constrain xmid to be strictly positive, how would I use L-BFGS-B in gnls? gnls does not accept a ... argument. In the gnlsControl documentation it says

optimMethod: character - the optimization method to be used with the

          'optim' optimizer. The default is '"BFGS"'.  An alternative
          is '"L-BFGS-B"'.

but there is no obvious way to specify lower and upper. Either an example if there is some scoping trick to do it would be nice, or change that sentence to "optim method 'L-BFGS-B' will not work since there is way to specify the upper and lower constraints"

Thanks

Nicholas

Nicholas

On Thu, 18 Oct 2007 15:46:01 +0100 (BST), "Prof Brian Ripley" <ripley_at_stats.ox.ac.uk> said:
> On Thu, 18 Oct 2007, Nicholas Lewin-Koh wrote:
>
> > Hi,
> > Following up on my own post, if in gnlsControl I specify
> > opt='optim' gnls exits quite nicely, with an error, which
> > is what I would expect. Is this a bug in nlminb?
>
> Possibly, but complex algorithms can loop for non-bug reasons. I don't
> feel motivated to explore it in detail, but if you want/are able to,
> please let us know what you find.
>
> I have always found optim to work better in package nlme than nlminb (and
> I know others who have the same experience).
>
> >
> > Nicholas
> >
> >
> > tt<-gnls(response~SSllogis(conc,A,B,xmid,scal),tdat,start=start,weights=varPower(),verbose=TRUE,control=gnlsControl(opt='optim'))
> > **Iteration 1
> > GLS step: Objective: 29.04254varStruct parameters:
> > power
> > 0.3373206
> >
> > NLS step: RSS = 0
> > model parameters:-0.799941 8.99983 -0.522623 212.314
> > iterations: 2
> >
> > Convergence:
> > params varStruct
> > 1.172208 1.000000
> > Error in optim(c(coef(gnlsSt)), function(gnlsPars) -logLik(gnlsSt,
> > gnlsPars), :
> > initial value in 'vmmin' is not finite
> > In addition: Warning messages:
> > 1: In log(xmid) : NaNs produced
> > 2: In log(xmid) : NaNs produced
> > 3: In log(xmid) : NaNs produced
> >
> > ______________________________________________
> > R-devel_at_r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-devel
> >
>
> --
> Brian D. Ripley, ripley_at_stats.ox.ac.uk
> Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
> University of Oxford, Tel: +44 1865 272861 (self)
> 1 South Parks Road, +44 1865 272866 (PA)
> Oxford OX1 3TG, UK Fax: +44 1865 272595



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