R-alpha: NA in nlm

Ross Ihaka (ihaka@stat.auckland.ac.nz)
Mon, 18 Nov 1996 11:07:44 +1300 (NZDT)

From: Ross Ihaka <ihaka@stat.auckland.ac.nz>
Date: Mon, 18 Nov 1996 11:07:44 +1300 (NZDT)
Message-Id: <199611172207.LAA13907@stat13.stat.auckland.ac.nz>
To: Philippe Lambert <phlamber@luc.ac.be>
Subject: R-alpha: NA in nlm
In-Reply-To: <9611151224.AA00083@alpha.luc.ac.be>

Philippe Lambert writes:
 > 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.

I have made these changes.

 > Note also that PROC OPTUM in GAUSS is extremely efficient and might
 > suggest some improvement to nlm. Unfortunately, I am not a C user.

I just grabbed the code derived from the book by Dennis & Schnabel
which is archived at netlib.  It appears to be very flexible (at
present we only use a fraction of the flexibility, but more is on the
way - e.g. analytic gradient and hessian specification and a choice
of optimization strategies) and quite stable.

We are consumers of optimization code rather than developers, but if
anyone would care to donate better optimization code we'd be happy to
plug it in.

 > 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?

It appears that you might be missing the -ms macros for troff.  I
guess that we will have to begin distributing pre-formated manual
entries ...
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