[R] a bug and a question

Peter Dalgaard BSA p.dalgaard at biostat.ku.dk
Wed Jan 13 11:15:00 CET 1999


Jim Lindsey <jlindsey at alpha.luc.ac.be> writes:

> The question: I am getting various reports that R under MS-Windows and
> X-Windows/Linux on the same machine behaves very differently for nlm
> convergence in my libraries. Under Linux, convergence is easy with
> many starting values, but under MS they have to be very close to the
> MLE. Does anyone have experience with this and or an explanation?
> Is the math used different in the two systems?
>   Jim

Not entirely unlikely. The FPU should be the same of course, but the C
and math libraries link to a Microsoft DLL, which I have heard people
speak badly about before. 

Particularly the IEEE exception handling could be causing trouble if
an iterative method wanders near the boundary of a functions domain.
That is pure speculation, though, I suppose Guido and Brian will know
more.

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907
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