[R] sporadic errors with nlrq() / optim()

[Leonard assis]

In my computer, there's no error

WIN XP
PENTIUM4 1.67GHz
1GB RAM
R 1.9.0 Patched 


[]s
Leonard Assis
Estatístico /  CONFE 7439
UIN : 41-764-523 /  Skype : lmassis /  msn : lmassis at msn.com

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Peter Dalgaard
Sent: Thursday, May 06, 2004 6:21 PM
To: Rogers, James A [PGRD Groton]
Cc: 'r-help at stat.math.ethz.ch'
Subject: Re: [R] sporadic errors with nlrq() / optim()

"Rogers, James A [PGRD Groton]" <James_A_Rogers at groton.pfizer.com> writes:

> Dear List,
> 
> Apologies if this is a known problem ... I wasn't able to find it on 
> the bug list, but it is a problem that does not seem to occur with a 
> MAC build of R 2.0, so perhaps this problem has already been addressed for
the future.
> 
> I am getting *sporadic* errors when refitting the same model to the 
> same data set, using nlrq() in the nlrq package. The algorithm is not 
> stochastic, so I would expect to get errors either every time, or never.
> 
> ###
> 
> library(stats) # or library(nls) if using R < 1.9.0
> library(nlrq)
> 
> test <- data.frame(x = c(7.60090245954208, 6.90775527898214, 
> 6.21460809842219, 5.52146091786225, 4.60517018598809, 
> 3.91202300542815,
> 3.2188758248682 , 2.52572864430826, 1.83258146374831, 
> 7.60090245954208, 6.90775527898214, 6.21460809842219, 
> 5.52146091786225, 4.60517018598809, 3.91202300542815, 3.2188758248682 
> , 2.52572864430826, 1.83258146374831, 6.21460809842219, 6.21460809842219),
>                    y = c( 11.0161506644269, 9.84267541313937, 
> 8.66146668057266, 7.48099216286952, 6.50578406012823, 
> 6.24027584517077, 5.63121178182137, 5.71702770140622, 
> 5.64190707093811, 10.8983676287705, 9.91857318995417, 
> 8.74608021735751, 7.58120982619635, 6.361302477573 , 5.91889385427315, 
> 5.63835466933375 , 5.80211837537706, 5.64897423816121,
> 8.6195692580331 , 8.70367275835886)
>                    )
> 
> i <- 1
> while(i < 500) {    # I usually hit an error within 50 iterations
>   cat(i, "\n")
>   nlrq(y ~ SSfpl(x, A, B, xmid, scal), data = test)
>   i <- i + 1
> }
> 
> ###
> 
> Errors occur with version 1.8.1 and 1.9.0 on both Windows (two 
> different
> machines) and UNIX, but not on version 2.0 on a MAC (these are the 
> only R version - OS permutations I was able to get reports on easily).
> 
> Anyone understand what is happening here?

There's no "version 2.0", only "2.0.0 Under development (unstable)". 
If you look at the NEWS file for that version (or for 1.9.0-patched) under
1.9.1 changes, you'll find

   o   The L-BFGS-B option of optim() apparently needs part of its
        workspace zeroed.  (PR#6720)

which gave problems of the sort you experiences.

-- 
   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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