[R] ipop (kernlab) gives pars < lower bound ?

From: Alexis Diamond <alexisjdiamond_at_gmail.com>
Date: Wed 19 Oct 2005 - 13:18:07 EST


hi everyone,

ipop very quickly and accurately identifies the correct parameters in a toy dataset i built, but when i use ipop on the real dataset i get values for the parameters " primal(res) " that are less than zero, even though i specify zero for the lower bound : l = rep(0, length(c)) , where length(c) is the number of parameters i'm trying to identify.

the parameters are not A LOT less than zero-- they're close to zero, but still too large a problem to ignore. (eg., i get a value X1 = -0.006 -- it wouldn't be a problem if X1 was btw -1 e-5 and zero, but it's not.)
can anyone suggest a remedy?

i'm wondering if this could be caused by where i've set my "range" and my "bound". i've played a little with range, but it hasn't helped. i don't know how to use "bound"-- i don't understand the info on "bound" on the ipop Rhelp page.
"sigf" is at default 7 sig figs, and the negative numbers are not within that threshold of zero.

i'm also wondering if this problem could be related to the warning messages i receive when i run ipop :

Warning:
number of columns of result

       not a multiple of vector length (arg 2) in: rbind(rho, tau, alpha, nu)

i get this warning message in both the toy dataset and the real dataset, though as i mentioned i only get negative (illegal) parameter values with the real dataset.
i don't know why i get this message, or what to do about it.

any advice is very much appreciated!

alexis



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