Adelchi, R is a volunteer project, and we would need a volunteer to look at this. `The developers of optim' (who are R-core) used published code for this method. Since you are getting different answers on different platforms this might be a bug in your compiler or run-time rather than R.
Please submit a reproducible bug report to R-bugs. As you will see some bugs don't get fixed very fast (including one I submitted from Padua in 2001). Brian On Sat, 21 Jun 2003, Adelchi Azzalini wrote: > > There seems to exist peculiar cases where optim does not take care > of constraints on the parameters to be optimized over. The call to > optim is of the form > > opt <- optim(cp, fn=sn.dev, gr=sn.dev.gh, method="L-BFGS-B", > lower=c(-Inf, 1e-10, -0.99527), > upper=c( Inf, Inf, 0.99527), > control=control, X=X, y=y, hessian=FALSE) > > The code has worked fine many times, but I have come across cases > (for suitable data X and y) where the constraint on the last component > is ignored; that means that a call is made to sn.dev with > cp = -1.3546 0.4645 3.1741 > so the third component exceeds 0.99527, and the program stops > because of a check in the function to be obtimised. > > The call just before was to the gradient function > sn.dev.gh: gradient = 219013 -312643 441647332 > which has rather large values. > > To make the problem more interesting, it shows up on a Linux > (Debian) installation, but it works fine on MS-windows. > In both cases, R is 1.7.0. > > Perhaps this sort of question should not be directed to the R-help > list, rather to the developer(s) of optim. Please instruct me on this > point. Also, I appreciate that the above is not a reproducible example; > this would be longish in text, and I though to ask first to whom > it is appropriate that I direct my question. > > > Best wishes, > > Adelchi Azzalini > > > -- Brian D. Ripley, [EMAIL PROTECTED] 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 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
