[Depmix-commits] r282 - pkg/depmix/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jul 8 16:06:54 CEST 2009
Author: ingmarvisser
Date: 2009-07-08 16:06:54 +0200 (Wed, 08 Jul 2009)
New Revision: 282
Modified:
pkg/depmix/R/depmix.R
Log:
Changed the call to npsol code, which now uses an option file for setting iteration limit and other optional control parameters.
Modified: pkg/depmix/R/depmix.R
===================================================================
--- pkg/depmix/R/depmix.R 2009-07-08 11:45:10 UTC (rev 281)
+++ pkg/depmix/R/depmix.R 2009-07-08 14:06:54 UTC (rev 282)
@@ -86,9 +86,9 @@
}
}
- initLogl=loglike(dat=dat,dmm=xgmod,tdcov=tdcov,print=0,set=FALSE)$logl
- if(is.nan(initLogl) || is.infinite(initLogl)) stop("Initial model inadmissible, better starting values needed?!\n")
- if(printlevel>0) cat("Initial loglikelihood: ", initLogl, " \n")
+ initLogl=loglike(dat=dat,dmm=xgmod,tdcov=tdcov,print=0,set=FALSE)$logl
+ if(is.nan(initLogl) || is.infinite(initLogl)) stop("Initial model inadmissible, better starting values needed?!\n")
+ if(printlevel>0) cat("Initial loglikelihood: ", initLogl, " \n")
timeUsed=0
@@ -196,21 +196,21 @@
} # else nothing to do, bl and bu are already defined
## npsol optimization options
- itlim=paste(c("Iteration Limit = ", iterlim , " "), collapse=" ")
- npopts=c(itlim,
- "Print level = 20 ",
- "Minor print level = 10",
- "Derivative level = 0 ",
- "Hessian = No ",
- "Verify level = 0 ")
+# itlim=paste(c("Iteration Limit = ", iterlim , " "), collapse=" ")
+# npopts=c(itlim,
+# "Print level = 20 ",
+# "Minor print level = 10",
+# "Derivative level = 0 ",
+# "Hessian = No ",
+# "Verify level = 0 ")
# "Optimality tolerance = 1.0e-12 ")
# verify options: 0 is good for standard markovian and latent class models
# verify level should be 3 for new types of models, ie with new distributions etc.
- optset=lapply(npopts,FUN=optfor <- function(opt) {.Fortran("npoptn",as.character(opt),PACKAGE="depmix") } )
+# optset=lapply(npopts,FUN=optfor <- function(opt) {.Fortran("npoptn",as.character(opt),PACKAGE="depmix") } )
# optfile can be used to read in an optionsfile called npoptn from the working directory
- optfile=0 # using this will override above specified default options
+ optfile=1 # using this will override above specified default options
derivatives=der # are derivatives to be used or not
cj=1 # non linear constraints are not supported yet, hence cj=1
maxnpcalls=1 # maxnpcalls is not used at the moment
@@ -314,7 +314,7 @@
## call optim or nlm to optimize the model
if(method=="optim" || method=="nlm") {
- vfactor=15
+# vfactor=15
# reparametrize for optim and nlm
noptpars=length(fitpars)
# un-constrained pars
@@ -612,10 +612,10 @@
warning("gradients not available for items other than multinomial and gaussian.")
}
- if(hess) {
- warning("Hessian not implemented (yet).\n")
- hess=0
- }
+ if(hess) {
+ warning("Hessian not implemented (yet).\n")
+ hess=0
+ }
if(tdcov) {
pars=xgmod$pars
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