# [R] R: optim

Clark Allan Allan at STATS.uct.ac.za
Tue Sep 6 12:53:46 CEST 2005

hi all

i dont understand the error message that is produced by the optim
function. can anybody help???

ie:
[[1]]\$message
[1] "CONVERGENCE: REL_REDUCTION_OF_F <= FACTR*EPSMCH"

can anyone help?

###########################################################################

SK.FIT(XDATA=a,XDATAname="a",PHI1=1,v=5,vlo=2,vhi=300,phi2lo=.01)
[[1]]
[[1]]\$par
[1]  -0.01377906   0.83859445   0.34675230 300.00000000

[[1]]\$value
[1] 90.59185

[[1]]\$counts
53       53

[[1]]\$convergence
[1] 0

[[1]]\$message
[1] "CONVERGENCE: REL_REDUCTION_OF_F <= FACTR*EPSMCH"

#################################################################################

i ghave included the function used in the optim call:

SKEWMLE=function(l,DATA=XDATA,...)
{
#alpha = l[1]
#beta = l[2]
#phi2 = l[3]
#v= l[4]
phi1=PHI1

DATA<-as.matrix(DATA)

fnew<-function(x,y,l,...)
{
#when we do not estimate phi1
t1=(1+((y-l[1]-l[2]*x)^2)/(l[4]*l[3]^2))^(-0.5*(1+l[4]))
t2=(1+(x^2)/l[4])^(-0.5*(1+l[4]))
t3=2*((gamma(0.5*(1+l[4]))/(gamma(0.5*l[4])*sqrt(l[4]*pi)))^2)/l[3]

t1*t2*t3
}

a<-double(length(DATA))
y=DATA
a=apply(y,1,function(q)
log(integrate(fnew,lower=0,upper=Inf,y=q,l=l)\$value))
-sum(a)
}