[R] In the OPTIM message....

kathie kathryn.lord2000 at gmail.com
Thu Oct 2 21:32:03 CEST 2008


Dear all

When I used the method, L-BFGS-B, in OPTIM, I've got the following message.

---------------------------------------------------------------------
$par
[1] 0.176166426835580

$value
[1] 1322.17600079332

$counts
function gradient 
       8        8 

$convergence
[1] 0

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

$hessian
                 [,1]
[1,] 46300.3853279247

---------------------------------------------------------------------


First, what does that message, "CONVERGENCE: REL_REDUCTION_OF_F <=
FACTR*EPSMCH",  mean? and I am wondering if the estimates are reliable.

Any comments will be greatly appreciated.

Kathryn Lord
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