Re: [R] optimx and follow.on=TRUE... does not follow

"follow-on" is one of the main reasons I stopped work on optimx and refactored to optimr/optimrx, where I separated this functionality into the polyopt() function. optimr has just a few solvers, while optimrx is used to add them as I get round to doing it, but it's on R-forge. Mainly a matter of

[R] optimx and follow.on=TRUE... does not follow

Hi, I would like to know if some of you have a solution for this problem: I use optimx (from package optimx) to fit the parameters of a model (complex model based on several imbricated exponential functions). I use the two methods : method = c("Nelder-Mead", "BFGS") with the options: control

[R] optimx parameter scale warning

Hi all, I'm using optimx (version 2013.8.7) to perform parameter estimation with the nelder-mead method, and received a warning that the parameters are on different scales, which can hurt optimization performance on derivative free methods. This warning is accurate as some parameters are small (b

Re: [R] OPTIMX: non-finite finite-difference value [26] and scaling problem

... but unless there is an outright error in the code, the problem is due to the specific data and starting values, which means they cannot be easily reproduced. More than likely, the optimizer has run into numerical problems. After all, it is wandering around in 37 dimensional space and the max/m

Re: [R] OPTIMX: non-finite finite-difference value [26] and scaling problem

It is quite unlikely that anyone can help you without a reproducible example. [1] You should be aware that sending emails to this list in HTML format is likely to yield scrambled mails received. Please make your email client send email in plain text. [1] http://stackoverflow.com/questions/5

[R] OPTIMX: non-finite finite-difference value [26] and scaling problem

Hello,I am running a nonlinear GMM using the optimx wrapper. I am trying to estimate 37 variables however and my code for the optimx is: nlgmm = optimx(par=b0, fn=obj,method = "BFGS", itnmax=1, control=list(follow.on = TRUE,kkt=FALSE,starttests=TRUE,save.failures=TRUE, trace=0)) My staring

[R] optimx: Cannot evaluate function at initial parameters

Hello,I am estimating a system of nonlinear GMM. the following are my objective function, the gradient function and the optimx code for the optimization.  I actually worked out the gradient and hessian by hand before inputing the code into r. However, I did get the following error message in my

Re: [R] optimx

Glenn Schultz me.com> writes: > > Hello All, > I need some help with optimx, mostly due to my apparent lack of > imagination than optimx itself. Below is the pertinent code for > which I have a question. I am fitting to the term structure of swap > rates per Cox, Ingersoll, and Ross. As you

[R] optimx

Hello All, I need some help with optimx, mostly due to my apparent lack of imagination than optimx itself. Below is the pertinent code for which I have a question. I am fitting to the term structure of swap rates per Cox, Ingersoll, and Ross. As you can see the objective function is CIRTune.

Re: [R] "Optimx Package" Error

Sorry but I don't understand what your opinion. "Also try this initial values : ( 0.5, 0.5, 0.5, 1 ,1,1,1,1,1,1) Then I got same error. Regards, Serdar -- View this message in context: http://r.789695.n4.nabble.com/Optimx-Package-Error-tp4645669p4645673.html Sent from the R help mailing li

Re: [R] "Optimx Package" Error

This is operator error. Do not attempt to optimize over an infinite range. --- Jeff NewmillerThe . . Go Live... DCN:Basics: ##.#. ##.#. Live Go...

[R] "Optimx Package" Error

estimate<- optimx(init.par,Linn,gr=NULL,method= "L-BFGS-B", hessian=TRUE, control = list(trace=1),lower=c(0,0,0,-Inf,-Inf,-Inf,-Inf,-Inf,-Inf,-Inf),upper=c(1,1,1,Inf,Inf,Inf,Inf,Inf,Inf,Inf)) fn is Linn Function has 10 arguments par[ 1 ]: 0 http://r.789695.n4.nabble.com/Optimx-Package-Error-