On Fri, Jan 21, 2011 at 3:51 AM, kamel gaanoun <kamel.gaan...@gmail.com> wrote: > Hi Everybody, > > My problem is that nlminb doesn't converge, in minimising a logLikelihood > function, with 31*6 parameters(2 weibull parameters+29 regressors repeated 6 > times).
Hmm, the length of the parameter vector shown below is 189, which is neither 31*6 nor 2 + 29*6. I suppose it is possible to do nonlinear optimization with box constraints on such a large number of parameters but you should expect it to take a long time and perhaps a lot of memory. Even if the optimizer converges, it would be optimistic to expect that the parameter value returned is necessarily the global optimum. I would recommend trying to simplify the optimization problem. A method like this is just using the computer as a blunt instrument with which to bludgeon the problem to death (sometimes called the "SAS approach"). > > > I use nlminb like this : > res1<-nlminb(vect, V, lower=c(rep(0.01, 12), rep(0.01, 3), rep(-Inf, n-15)), > upper=c(rep(Inf, 12), rep(0.99, 3), rep(Inf, n-15)), control = > list(maxit=1000) ) > > and that's the result : > > Message d'avis : > In nlminb(vect, V, lower = c(rep(0.01, 12), rep(0.01, 3), rep(-Inf, : > unrecognized control element(s) named `maxit' ignored >> res1 > $par > [1] 2.48843979 4.75209125 2.57199837 16.80712783 3.15211075 > 16.86606178 58.61925499 37.85793462 48.78215699 > [10] 151.64638501 43.60420299 15.14639541 0.58754382 0.76180935 > 0.66191763 -0.26802757 -0.96378197 -0.68369525 > [19] 0.37813096 0.89778593 -10.26471908 -0.87265813 6.43973968 > -1.74417166 12.00193419 0.60638326 -1.66675589 > [28] 1.29312079 1.39846863 -0.48449361 20.14470193 -0.50729841 > -2.15177967 -0.78155345 0.41857810 -0.40863744 > [37] -17.18489562 -1.69140562 1.45236861 -0.23738183 5.47688642 > -0.71546576 9.95015047 -2.16096138 -0.74503151 > [46] -0.66258461 5.38871217 2.53147752 -12.58827379 -0.45669589 > -0.37285088 2.15116198 -2.50414066 -0.99752892 > [55] 4.83972450 -1.16496925 -3.53429528 0.56083677 -9.87490932 > -1.75153657 9.87912224 -0.75783517 -9.95423392 > [64] -0.07530469 -0.73466191 -0.27397382 15.15891548 -0.02489436 > 12.91493065 -4.65335356 0.03524561 0.00000000 > [73] -9.06720312 -0.25413758 -0.18578765 0.53283198 -4.02688497 > -0.50581412 -0.31544940 0.57450848 6.15206152 > [82] 0.08178377 0.82978606 0.39337352 -3.65304712 -0.06833839 > 3.87790848 -1.08017043 3.62779184 -0.14700541 > [91] -13.95610827 -1.50385432 8.05851743 -1.24250013 -0.01249817 > 0.38085483 -4.97064573 -0.98852401 -3.00305183 > [100] 0.35053875 -4.26833889 -0.12463188 16.05828402 0.41736764 > -0.94678922 -0.75813452 2.15378348 0.39586048 > [109] 1.41359441 0.81603207 -4.43963958 -0.79438435 0.49530882 > 0.11197484 -8.43196798 1.00456535 -22.04423030 > [118] -0.11532887 2.58085765 1.41912515 -0.78120889 -1.23850824 > 12.39079062 0.23567444 1.39557879 -2.22993802 > [127] -12.58827379 -0.45669589 -0.37285088 -0.73563805 3.40201735 > 0.58550247 -3.62769828 0.21657740 -7.37785506 > [136] -0.68218180 6.41876225 0.38708385 -0.33009429 -0.25230736 > 3.53672719 1.53676202 3.65074513 0.42623602 > [145] -7.26982010 0.70597611 -23.15198788 -0.36822845 -2.29863267 > 0.70223129 -14.45665129 -0.54094864 -2.17858443 > [154] -0.56501734 2.50032796 -0.45677181 12.04113439 -1.42294094 > -16.16874444 -0.49101846 -6.29724769 -1.38333722 > [163] -14.16552579 1.57502968 5.04329383 0.24857745 -1.69885428 > -0.46757266 4.41795651 -2.41006349 4.61648610 > [172] 0.42235314 -3.22153895 -0.15443857 1.07661101 -0.63653449 > -2.74034265 0.20898466 1.37927183 0.26722477 > [181] -15.09685067 0.87160467 -24.79722150 1.48810684 1.70068893 > -0.22538026 7.63908028 1.60431981 -7.52661064 > > $objective > [1] 1514.691 > > $convergence > [1] 1 > > $message > [1] "iteration limit reached without convergence (9)" > > $iterations > [1] 150 > > $evaluations > function gradient > 176 44935 > > I tried many times to take the res1$par as initial values and retry againe > but still doesn't converge. > > > Any help will save me Thanks > > -- > Kamel Gaanoun > (+33) (0)6.76.04.65.77 > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org 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-help@r-project.org 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.
