[R] nlme

[Jim Lindsey]

> > I have discovered that nlme is extremely sensitive to starting
> > values. I have never experienced this with any other nonlinear
> > optimization involving nlm.
> 
> I have, much of the time, and not anything like so much with other
> optimizers (such as those now added for the development version).

The above statement is true even for models that I can fit with my
functions as well as nlme.

I am very much looking forward to the new optimizers. But I trust that
the original nlm algorithm will not disappear so that I can still
reproduce older consulting work and results in publications.

> 
> > One of the reasons for some of the weird error messages was that the
> > default value of stepmax for nlm is far too large.
> 
> Well, it is an absolute value, and too large for some problems, too small
> for others. We have changed the logic a bit for 0.99.0 so that nlm makes a
> better job of finding an initial step, and have hopes of improving further.
> nlme should probably set stepmax to ca 10.  The problem stems from the
> assumptions nlm is making about the initial Hessian, without checking them.
> 

I would agree with 10 if it has to be a fixed constant. In my
functions, all arguments to nlm have default values calculated from
the initial estimates supplied by the user, which may partially
explain why I have fewer problems with nlm.
  Jim
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