Hello,
It's impossible to tell what is happening without the function and the
values for the other variables (including the initial parameters) but
your setting of reltol is too small. Try using the default. It's
sqrt(.Machine$double.eps), about 1e-8, you are using 1e-16.
Hope this helps,
Rui Barradas
Em 15-05-2013 17:02, Luis Felipe Parra escreveu:
Hello to all,
I have been using an optim with the following call:
optim(param_ini,fun_errores2,Precio_mercado=Precio,anos_pagosE2=anos_pagos,control=list(maxit=10000,reltol=1e-16))
depending on the intial values I'm getting the same solution but once I get
the convergence message=10 (no convergence) and for the others I get
convergence message = 0
Solution1:
$par
beta1 beta2 beta3 lambda
beta1 0.06537061 0.001474821 -0.0759236 0.5
$e2
[1] 74.84273
$conv
[1] 0
$v
[1] 74.84273
Solution2:
$par
beta1 beta2 beta3 lambda
1 0.06537061 0.001474822 -0.0759236 0.5
$e2
[1] 74.84273
$conv
[1] 10
$v
[1] 74.84273
My intuition tells me the correct solution is no convergence. Does anybody
know why this might be happening.
Thank you
Felipe Parra
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