Dear R users,
I am using the nlm function for minimization of the very non-linear function of four
parameters. I am running 100 simulations and almost always I get the convergence code
=2 (Successive iterates within tolerance. Current iterate is probably solution.)
[about 75 times of 100].
Frequently, 3 of 4 relative gradients are close to zero and the fourth is huge but
there are also cases where all four gradients are far from zero. Interestingly, that
the estimates are close enough to the true values in most of cases. I tried to change
the optional parameters in the nlm call but this does not help to achieve code=1. What
may be a reason for such situation? Could I think that the obtained estimates are
what I am looking for?
I am using R 1.9.1:
nlm(N.Loglik,initial.values,fscale=1,print.level = 1, gradtol = 1e-6,steptol =
1e-6,iterlim = 500,y=y)
Much thanks,
Victoria.
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