[R] stop criteria when L-BFGS-B needs finite values of 'fn' in optim
Hi all! I'm running some simulations and I need to estimate some paramaters with optim( ), in some cases optim stops with the next message: L-BFGS-B needs finite values of 'fn' I would like to know how to include and if condition when this happen, could it be something like: myfun - optim() # run my function if(myfun == ERROR) . # when the error message is L-BFGS-B needs finite values of 'fn' I've succesfully achieved when, for example convergence is not reached, if(myfun$convergence != 0) but I don't know how to do it in the other case Any help?? Thanks in advance, Dae-Jin -- __ Dae-Jin Lee Despacho: 7.3.J04 Tlfno: 91 624 9175 Fax: 91 624 9430 Departamento de Estadística Av. Universidad 30, Ed. Juan Benet 28911 Leganés (Madrid) Universidad Carlos III de Madrid e-mail: [EMAIL PROTECTED] web: http://www.est.uc3m.es/daejin __ [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] optim(), nlminb() and starting values
Hi all ! I've been trying to maximize a likelihood using optim( ) function, but it seems that the function has several local maxima. I've tried in my algorithm with different starting values and depending on them optim obtains different results... I use the L-BFGS-B method setting the lower values as 1e-06, because my parameters must be strictly positive. Also tried a log() transformation to ensure that my parameters are positive. Don't know if this is useful in this case... (also with notLog and notExp functions of mgcv package) the function nlminb( ) also have the same problems. ¿Is there any thing I'm not considering? I mean other methods instead of L-BFGS-B? How can I do to take a strategy to begin with good starting values? Thanks in advance Dae-Jin PS: I'm trying to fit a mixed model with REML and several random effects, so I maximize over several parameters... [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] R2WinBugs and Compare DIC versus BIC or AIC
Thanks for your answer !
But If I have understood correctly, the procedure is correct and this only
means that I have already generated the initial values
From R. I define a function to generate the initial values as:
inits. - function(){list(sdesp=runif(1),sdhet=runif(1),beta0=runif(1),
beta1=runif(1), b=rnorm(n), phi=rnorm(n))}
then It is not necessary to generate initial values, that why gen.inits() is
greyed out
, is it ok?
Here is what Winbugs show
==
display(log)
check(D:/model.txt)
model is syntactically correct
data(D://data.txt)
data loaded
compile(3)
model compiled
inits(1,D:/inits1.txt)
chain initialized but other chain(s) contain uninitialized variables
inits(2,D:/inits2.txt)
chain initialized but other chain(s) contain uninitialized variables
inits(3,D:/inits3.txt)
model is initialized
gen.inits()
command #Bugs:gen.inits cannot be executed (is greyed out)
thin.updater(1)
update(5000)
==
Thank again in advance
Dae-Jin
2007/1/13, Uwe Ligges [EMAIL PROTECTED] :
Dae-Jin Lee wrote:
Dear All
1)
I'm fitting spatial CAR models
using R2Winbugs and although everything seems to go reasonably well (or
I
think so)
the next message appears from WINBUGS 1.4 window:
gen.inits()
Command #Bugs: gen.inits cannot be executed (is greyed out)
greyed out refers to the corresponding GUI. In this case it could mean
that either your preparations before were not successful or you have
already specified all initial values and no further have to be
generated. But this is a WinBUGS question and not R related.
Perhaps you have transposed some matrix? This is always extremely
confusing ...
The question is if this message means that something is wrong and the
results are consequently wrong, or Can I assume it as a simple warning
message???...
I've tried to fit the model using just WinBugs (not calling form R) and
gen.inits command is available and the results obtain are practically
the
same...
2)
The other question is, once several bayesian CAR models are fitted I use
DIC
to model selection
How can I compare DIC with AIC or BIC obtain for a spatial glm? I mean
for
example:
- DIC of 300 and Pd of 32
versus
- BIC of 220 and Effective dimension (measured of trace of hat matrix)
equal
to 14
* I've read that DIC is intended as a generalisation of Akaike's
Information
Criterion (AIC), but is it possible to compare them simply looking which
is
the lowest???
Well they are intended to be compared (DIC with DIC, AIC with AIC, but
do not mix them!) that way given you are comparing within the same class
of models. And then, there is a bit of fortunetelling with all these
information criterion, at least in my personal opinion (and I know that
others disagree).
Uwe Ligges
Thanks,
Dae-Jin Lee
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R-help@stat.math.ethz.ch mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
[R] R2WinBugs and Compare DIC versus BIC or AIC
Dear All 1) I'm fitting spatial CAR models using R2Winbugs and although everything seems to go reasonably well (or I think so) the next message appears from WINBUGS 1.4 window: gen.inits() Command #Bugs: gen.inits cannot be executed (is greyed out) The question is if this message means that something is wrong and the results are consequently wrong, or Can I assume it as a simple warning message???... I've tried to fit the model using just WinBugs (not calling form R) and gen.inits command is available and the results obtain are practically the same... 2) The other question is, once several bayesian CAR models are fitted I use DIC to model selection How can I compare DIC with AIC or BIC obtain for a spatial glm? I mean for example: - DIC of 300 and Pd of 32 versus - BIC of 220 and Effective dimension (measured of trace of hat matrix) equal to 14 * I've read that DIC is intended as a generalisation of Akaike's Information Criterion (AIC), but is it possible to compare them simply looking which is the lowest??? Thanks, Dae-Jin Lee [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
