Dear John, thank you very much for your answer. I take a look at these packages (Rvmmin and Rcgmin). That sounds very interesting.
For the example: The method relies on data which I always try to avoid to send on the r-help list - not that my data is confidential - but it becomes even more cumbersome when sending datasets over the list. I made the experience, that in such case answers are rare. Maybe you have a suggestion if and how users should send data with their code. I am interested in your opinion and thankful for sharing it. Best Simon On Sep 2, 2013, at 4:42 PM, Prof J C Nash (U30A) <nas...@uottawa.ca> wrote: > This may be one of the many mysteries of the internals of L-BFGS-B, which I > have found fails from time to time. That is one of the reasons for Rvmmin and > Rcgmin (and hopefully sooner rather than later Rtn - a truncated Newton > method, currently working for unconstrained problems, but still glitchy for > bounds constraints). These are all-R codes so that users and developers can > get inside to control special situations. > > If you have a test problem -- the infamous reproducible example -- there are > several of us who can likely help to sort out your troubles. > > JN > > > On 13-09-02 06:00 AM, r-help-requ...@r-project.org wrote: >> Message: 10 >> Date: Sun, 1 Sep 2013 17:09:35 +0200 >> From: Simon Zehnder<szehn...@uni-bonn.de> >> To: R-help help<r-help@r-project.org> >> Subject: [R] How to catch errors regarding the hessian in 'optim' >> Message-ID:<eb37670e-8544-4c89-9172-245eb6cc5...@uni-bonn.de> >> Content-Type: text/plain; charset=us-ascii >> >> Dear R-Users and R-Developers, >> >> in a comparison between two different estimation approaches I would like to >> catch errors from optim regarding the hessian matrix. >> >> I use optim with method = "L-BFGS-B" thereby relying on numerical >> differentiation for the hessian matrix. I do know, that the estimation >> approach that uses numerical optimization has sometimes problems with >> singular hessian matrices and I consider it as one of its disadvantages of >> this method. To show the frequency of such problems in my simulation study I >> have to set 'hessian = TRUE' and to collect the errors from optim regarding >> the hessian. >> >> Now I am a little stucked how I could catch specifically errors from the >> hessian matrix in 'optim'. I do know that such errors are thrown most >> certainly from function 'La_solve' in Lapack.c. Does anyone has an idea how >> I could solve this task (clearly with tryCatch but how to choose only errors >> for the hessian)? >> >> >> Best >> >> Simon ______________________________________________ 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.
