[R] problem of constrOptim.nl, no hessian and convergence

2011-12-29 Thread Ravi Varadhan
Hi, Use the `auglag' function in alabama if you want to get the Hessian at convergence. This typically tends to perform better than `constrOptim.nl'. Also, `constrOptim.nl' does not compute the Hessian. You should not specify method=L-BFGS-B. The default method BFGS is better in this

[R] problem of constrOptim.nl, no hessian and convergence values

2011-12-28 Thread Sunny2011
Dear Helper, I used constrOptim.nl and got the value of par. The estimations looks good even if the number of iterations is only 16. But the values of hessian and convergence are both NULL. I tested the objective function and gradient function by optim and didn't see any problem there. With