Hi Brandy, The `vmmin' refers to a variable metric algorithm, which is a quasi-Newton method for optimization. This algorithm is used when `method="BFGS"' in the optim() call. The quasi-Newton methods iteratively build an approopriate Hessian matrix, which is of dimension p x p, where p is the problem size. In your case the hessian matrix is 4000 x 4000, which "BFGS" isi unable to handle.
If the code for the function lnam() and dependent functions is entirely in R, you can try a different algorithm than BFGS. For example, you can try "CG", which can handle high-dimensional optimization. However, before doing that I would make sure that "CG" works well and gives same answer as "BFGS" on smaller problems. If "CG" doesn't cut it, then I would try the spg() function in the "BB" package. If the code for lnam() is not in R, then I would contact the package author to help you out with incorporating other optimizers for your high-dimensional problem. Hope this helps, 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: rvarad...@jhmi.edu Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h tml ---------------------------------------------------------------------------- -------- -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Brandy Lee Aven Sent: Thursday, July 09, 2009 11:11 PM To: r-help@r-project.org Subject: [R] error: optim(rho, n2ll.rho, method = method, control = control, beta = parm$beta, : initial value in 'vmmin' is not finite I am trying to use the lnam autocorrelation model from the SNA package. I have it running for smaller adjacency matrices (<1,500) it works just fine but when my matrices are bigger 4000+. I get the error: > lnam1_01.adj<- lnam(data01$adopt,x01,ec2001.csr) Error in optim(rho, n2ll.rho, method = method, control = control, beta = parm$beta, : initial value in 'vmmin' is not finite I have looked at the lnam code and cant even figure out what vmmin is. Is there anyway around this? Am I doing something wrong? What makes me think that its about the size of the adjacency matrix is that I can run the same command on similar objects that are just smaller and it works fine. please help! >sessionInfo() R version 2.9.1 (2009-06-26) x86_64-pc-linux-gnu locale: C attached base packages: [1] stats graphics grDevices utils datasets methods base other attached packages: [1] numDeriv_2009.2-1 sna_2.0-1 loaded via a namespace (and not attached): [1] tools_2.9.1 > class(data01$adopt) #This is the response vector y [1] "integer" >data01$adopt[1:10] # Its just a binary outcome for all vertices [1] 0 0 0 0 0 0 0 0 0 0 ......until 4,003 > class(x01) #X01 is a matrix of my six covariates for all vertices [1] "matrix" #here is the an example of the data >x01[1:10,1:6] on01 indegree outdegree between eigen numalters01 1 1 0 0 0 1 1 19 1 0 1 0 0 1 123 1 0 1 0 0 1 140 1 0 1 0 0 1 169 1 0 1 0 0 1 189 1 0 1 0 0 1 195 1 0 1 0 0 2 204 1 0 1 0 0 1 231 1 0 2 0 0 1 252 1 0 3 0 0 4 # this is the adjacency matrix (in Sparse matrix format) that causes the error. I have another that is 10,500 and does the same thing. >dim(ec2001.csr) [1] 4003 4003 >class(ec2001.csr) [1] "matrix.csr" attr(,"package") [1] "SparseM" >ec2001.csr[1:10,1:10] #here is what it looks like 1 19 123 140 169 189 195 204 231 252 1 1 0 0 0 0 0 0 0 0 0 19 0 0 0 1 0 0 0 0 0 0 123 0 0 0 0 0 0 0 0 0 0 140 0 0 0 0 0 0 0 0 0 0 169 0 0 0 0 0 0 0 0 0 0 189 0 0 1 0 0 0 0 0 0 0 195 0 0 0 0 0 0 0 0 0 0 204 0 0 0 0 0 0 0 0 0 0 231 0 0 0 0 0 0 0 0 0 0 252 0 0 0 0 0 0 0 0 0 0 #There are also no infinite values in the objects. >is.infinite(x01) [1] FALSE ..... N >is.infinite(data01$adopt) [1] FALSE .....N >is.infinite(ec2001.csr) [1] FALSE ______________________________________________ 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.
