[R] Problem with nlm() function.

[Rolf Turner]

A couple of people have expressed an interest in having a look at the  
problematic
code/package which led my cri de coeur posted yesterday.

I have therefore made the package accessible by putting it up on my  
UNB web page:

	http://www.math.unb.ca/~rolf

Click on ``Hidden generalized linear Markov model package.''

The package includes a file ``scr.test'' in the ``inst'' directory.   
(It shows up in the
hglmm directory in your library when you install the package.)

In the script ``UA'' and ``CA'' are set equal to false.   Hence the  
nlm() based procedure runs,
giving a sensible answer and one warning message about ``Inf/NA''.

If you set UA to be TRUE (and leave CA FALSE) the procedure runs but  
converges to a
silly answer and gives very many warning messages.

If you set both of these to be TRUE the procedure falls over  
immediately, saying that there
is a coding problem with the ``analytic'' hessian.

Thanks to anyone who is willing to take a look at the package and  
perhaps give me a hint
as to what is going wrong when the analytic hessian is used.

				cheers,

					Rolf

######################################################################
Attention:\ This e-mail message is privileged and confidenti...{{dropped}}