[R] ipop (kernlab) gives pars < lower bound ?

Alexis Diamond alexisjdiamond at gmail.com
Wed Oct 19 05:18:07 CEST 2005


hi everyone,

ipop very quickly and accurately identifies the correct parameters in
a toy dataset i built, but when i use ipop on the real dataset i get
values for the parameters  " primal(res) "  that are less than zero,
even though i specify zero for the lower bound :  l = rep(0,
length(c)) , where length(c) is the number of parameters i'm trying to
identify.

the parameters are not A LOT less than zero-- they're close to zero,
but still too large a problem to ignore. (eg., i get a value X1 =
-0.006 -- it wouldn't be a problem if X1 was btw -1 e-5 and zero, but
it's not.)
can anyone suggest a remedy?

i'm wondering if this could be caused by where i've set my "range" and
my "bound".  i've played a little with range, but it hasn't helped.  i
don't know how to use "bound"-- i don't understand the info on "bound"
on the ipop Rhelp page.
"sigf" is at default 7 sig figs, and the negative numbers are not
within that threshold of zero.

i'm also wondering if this problem could be related to the warning
messages i receive when i run ipop :

Warning:
number of columns of result
       not a multiple of vector length (arg 2) in: rbind(rho, tau, alpha, nu)

i get this warning message in both the toy dataset and the real
dataset, though as i mentioned i only get negative (illegal) parameter
values with the real dataset.
i don't know why i get this message, or what to do about it.

any advice is very much appreciated!

alexis




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