Re: [R] Gradient function in OPTIMX

2011-08-30 Thread Ravi Varadhan
Hi Kathie, The gradient check in optimx checks if the user specified gradient (at starting parameters) is within roughly 1.e-05 * (1 + fval) of the numerically computed gradient. It is likely that you have correctly coded up the gradient, but still there can be significant differences b/w

Re: [R] gradient function in OPTIMX

2011-08-30 Thread Rubén Roa
H. Roa-Ureta, Ph. D. AZTI Tecnalia, Txatxarramendi Ugartea z/g, Sukarrieta, Bizkaia, SPAIN -Original Message- From: r-help-boun...@r-project.org on behalf of Kathie Sent: Mon 8/29/2011 11:10 AM To: r-help@r-project.org Subject: [R] gradient function in OPTIMX Dear R users When I use

Re: [R] gradient function in OPTIMX

2011-08-30 Thread John C Nash
Summer of Code effort. John Nash On 08/30/2011 06:00 AM, r-help-requ...@r-project.org wrote: Message: 10 Date: Mon, 29 Aug 2011 02:10:36 -0700 (PDT) From: Kathie kathryn.lord2...@gmail.com To: r-help@r-project.org Subject: [R] gradient function in OPTIMX Message-ID: 1314609036951-3775791.p

[R] gradient function in OPTIMX

2011-08-29 Thread Kathie
Dear R users When I use OPTIM with BFGS, I've got a significant result without an error message. However, when I use OPTIMX with BFGS( or spg), I've got the following an error message.