[R] In the OPTIM message....

[Ravi Varadhan]

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'

?optim

Ravi. 


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

 

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-----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.

---------------------------------------------------------------------
$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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