[R] In the OPTIM message....

Ravi Varadhan RVaradhan at jhmi.edu
Fri Oct 3 00:16:40 CEST 2008

Yes, the estimates are reliable when you get that messsage.  If you want a
more rigorous convergence, you can decrease "factr", whose default is 1e07.
However, I am not sure why you need this.  

Read the help for `optim'




Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html



-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of kathie
Sent: Thursday, October 02, 2008 3:32 PM
To: r-help at r-project.org
Subject: [R] In the OPTIM message....

Dear all

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

[1] 0.176166426835580

[1] 1322.17600079332

function gradient 
       8        8 

[1] 0


[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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