**From:** roger koenker (*rkoenker@uiuc.edu*)

**Date:** Fri 07 May 2004 - 08:03:33 EST

**Next message:**Göran Broström: "Re: [R] Explaining Survival difference between Stata and R"**Previous message:**Prof Brian Ripley: "Re: [R] recover should send messages to stderr, not stdout"**In reply to:**Leonard assis: "RE: [R] sporadic errors with nlrq() / optim()"

Message-id: <3770069A-9FA9-11D8-9352-000A95A7E3AA@uiuc.edu>

I've recently updated nlrq to get rid of these warnings. Peter's diagnosis

of the optim problem seems entirely consistent with the evidence: my mac

running R-devel was Jim's source on the error free case. And my solaris

machine (running 1.9.0 unpatched) does eventually have a problem with

optim:

140

141

142

Error in optim(par = 1, fn = model.step, method = "L-BFGS-B", lower =

0, :

non-finite value supplied by optim

In addition: There were 50 or more warnings (use warnings() to see the

first 50)

* > traceback()
*

3: optim(par = 1, fn = model.step, method = "L-BFGS-B", lower = 0,

upper = 1, Step = Step, model = model, pars = Pars, control =

optim.ctrl)

2: nlrq.calc(m, ctrl, trace)

1: nlrq(y ~ SSfpl(x, A, B, xmid, scal), data = test)

Roger

url: www.econ.uiuc.edu/~roger Roger Koenker

email rkoenker@uiuc.edu Department of Economics

vox: 217-333-4558 University of Illinois

fax: 217-244-6678 Champaign, IL 61820

On May 6, 2004, at 4:50 PM, Leonard assis wrote:

*>
*

*> Only theese: :(
*

*>
*

*>
*

*> 495
*

*> 496
*

*> 497
*

*> 498
*

*> 499
*

*> There were 50 or more warnings (use warnings() to see the first 50)
*

*>>
*

*>> warnings()
*

*> Warning messages:
*

*> 1: multi-argument returns are deprecated in: return(coef, w)
*

*> 2: multi-argument returns are deprecated in: return(coef, w)
*

*> 3: multi-argument returns are deprecated in: return(coef, w)
*

*> 4: multi-argument returns are deprecated in: return(coef, w)
*

*> 5: multi-argument returns are deprecated in: return(coef, w)
*

*> 6: multi-argument returns are deprecated in: return(coef, w)
*

*> 7: multi-argument returns are deprecated in: return(coef, w)
*

*> 8: multi-argument returns are deprecated in: return(coef, w)
*

*> 9: multi-argument returns are deprecated in: return(coef, w)
*

*> 10: multi-argument returns are deprecated in: return(coef, w)
*

*> ...
*

*> 50: multi-argument returns are deprecated in: return(coef, w)
*

*> []s
*

*> Leonard Assis
*

*> Estatístico / CONFE 7439
*

*> UIN : 41-764-523 / Skype : lmassis / msn : lmassis@msn.com
*

*>
*

*> -----Original Message-----
*

*> From: r-help-bounces@stat.math.ethz.ch
*

*> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Leonard assis
*

*> Sent: Thursday, May 06, 2004 6:42 PM
*

*> To: 'Peter Dalgaard'; 'Rogers, James A [PGRD Groton]'
*

*> Cc: r-help@stat.math.ethz.ch
*

*> Subject: RE: [R] sporadic errors with nlrq() / optim()
*

*>
*

*> In my computer, there's no error
*

*>
*

*> WIN XP
*

*> PENTIUM4 1.67GHz
*

*> 1GB RAM
*

*> R 1.9.0 Patched
*

*>
*

*>
*

*> []s
*

*> Leonard Assis
*

*> Estatístico / CONFE 7439
*

*> UIN : 41-764-523 / Skype : lmassis / msn : lmassis@msn.com
*

*>
*

*> -----Original Message-----
*

*> From: r-help-bounces@stat.math.ethz.ch
*

*> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Peter Dalgaard
*

*> Sent: Thursday, May 06, 2004 6:21 PM
*

*> To: Rogers, James A [PGRD Groton]
*

*> Cc: 'r-help@stat.math.ethz.ch'
*

*> Subject: Re: [R] sporadic errors with nlrq() / optim()
*

*>
*

*> "Rogers, James A [PGRD Groton]" <James_A_Rogers@groton.pfizer.com>
*

*> writes:
*

*>
*

*>> Dear List,
*

*>>
*

*>> Apologies if this is a known problem ... I wasn't able to find it on
*

*>> the bug list, but it is a problem that does not seem to occur with a
*

*>> MAC build of R 2.0, so perhaps this problem has already been addressed
*

*>> for
*

*> the future.
*

*>>
*

*>> I am getting *sporadic* errors when refitting the same model to the
*

*>> same data set, using nlrq() in the nlrq package. The algorithm is not
*

*>> stochastic, so I would expect to get errors either every time, or
*

*>> never.
*

*>>
*

*>> ###
*

*>>
*

*>> library(stats) # or library(nls) if using R < 1.9.0
*

*>> library(nlrq)
*

*>>
*

*>> test <- data.frame(x = c(7.60090245954208, 6.90775527898214,
*

*>> 6.21460809842219, 5.52146091786225, 4.60517018598809,
*

*>> 3.91202300542815,
*

*>> 3.2188758248682 , 2.52572864430826, 1.83258146374831,
*

*>> 7.60090245954208, 6.90775527898214, 6.21460809842219,
*

*>> 5.52146091786225, 4.60517018598809, 3.91202300542815, 3.2188758248682
*

*>> , 2.52572864430826, 1.83258146374831, 6.21460809842219,
*

*>> 6.21460809842219),
*

*>> y = c( 11.0161506644269, 9.84267541313937,
*

*>> 8.66146668057266, 7.48099216286952, 6.50578406012823,
*

*>> 6.24027584517077, 5.63121178182137, 5.71702770140622,
*

*>> 5.64190707093811, 10.8983676287705, 9.91857318995417,
*

*>> 8.74608021735751, 7.58120982619635, 6.361302477573 , 5.91889385427315,
*

*>> 5.63835466933375 , 5.80211837537706, 5.64897423816121,
*

*>> 8.6195692580331 , 8.70367275835886)
*

*>> )
*

*>>
*

*>> i <- 1
*

*>> while(i < 500) { # I usually hit an error within 50 iterations
*

*>> cat(i, "\n")
*

*>> nlrq(y ~ SSfpl(x, A, B, xmid, scal), data = test)
*

*>> i <- i + 1
*

*>> }
*

*>>
*

*>> ###
*

*>>
*

*>> Errors occur with version 1.8.1 and 1.9.0 on both Windows (two
*

*>> different
*

*>> machines) and UNIX, but not on version 2.0 on a MAC (these are the
*

*>> only R version - OS permutations I was able to get reports on easily).
*

*>>
*

*>> Anyone understand what is happening here?
*

*>
*

*> There's no "version 2.0", only "2.0.0 Under development (unstable)".
*

*> If you look at the NEWS file for that version (or for 1.9.0-patched)
*

*> under
*

*> 1.9.1 changes, you'll find
*

*>
*

*> o The L-BFGS-B option of optim() apparently needs part of its
*

*> workspace zeroed. (PR#6720)
*

*>
*

*> which gave problems of the sort you experiences.
*

*>
*

*> --
*

*> O__ ---- Peter Dalgaard Blegdamsvej 3
*

*> c/ /'_ --- Dept. of Biostatistics 2200 Cph. N
*

*> (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
*

*> ~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk) FAX: (+45) 35327907
*

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**Next message:**Göran Broström: "Re: [R] Explaining Survival difference between Stata and R"**Previous message:**Prof Brian Ripley: "Re: [R] recover should send messages to stderr, not stdout"**In reply to:**Leonard assis: "RE: [R] sporadic errors with nlrq() / optim()"

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