From: Jim Lindsey <jlindsey@luc.ac.be> Message-Id: <9609020945.AA06445@alpha.luc.ac.be> Subject: R-alpha: optimization To: r-testers@stat.math.ethz.ch Date: Mon, 2 Sep 1996 11:45:55 +0200 (MET DST) The optimization routine can get into an infinite loop if NAs are generated in the function to be optimized. For example, the mean of a Poisson distribution fed negative values during search. This did not happen with the Fortran version. This occurs in the function lnsrch (maximize.c). A quick hack is to add the line if(*fpls==NA_REAL)*fpls=1e+20; after the called to fcn, the function to be optimized. For some reason, optimization is definitely 15% slower than the original Fortran passed through f2c. As well, it is much more sensitive to the initial values provided (although the above hack seems to help a bit in the relevant cases). Following Douglas Bates' error in dqrsl.c, I have realized that solve() will not invert a 1x1 matrix but now gives the error, Error: nonpositive extents to matrix. This can easily be handled by R coding for each case, but it would be nice if it could be corrected in the function itself. Jim =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=- 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 =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-