Yes, the estimates are reliable when you get that messsage. If you want a more rigorous convergence, you can decrease "factr", whose default is 1e07. However, I am not sure why you need this.
Read the help for `optim' ?optim Ravi. ---------------------------------------------------------------------------- ------- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: [EMAIL PROTECTED] Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html ---------------------------------------------------------------------------- -------- -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of kathie Sent: Thursday, October 02, 2008 3:32 PM To: r-help@r-project.org Subject: [R] In the OPTIM message.... Dear all When I used the method, L-BFGS-B, in OPTIM, I've got the following message. --------------------------------------------------------------------- $par [1] 0.176166426835580 $value [1] 1322.17600079332 $counts function gradient 8 8 $convergence [1] 0 $message [1] "CONVERGENCE: REL_REDUCTION_OF_F <= FACTR*EPSMCH" $hessian [,1] [1,] 46300.3853279247 --------------------------------------------------------------------- First, what does that message, "CONVERGENCE: REL_REDUCTION_OF_F <= FACTR*EPSMCH", mean? and I am wondering if the estimates are reliable. Any comments will be greatly appreciated. Kathryn Lord -- View this message in context: http://www.nabble.com/In-the-OPTIM-message....-tp19786082p19786082.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
