Bug 8099 - bug in L-BFGS-B?
Summary: bug in L-BFGS-B?
Status: NEW
Alias: None
Product: R
Classification: Unclassified
Component: Analyses (show other bugs)
Version: old
Hardware: All Linux
: P5 normal
Assignee: Jitterbug compatibility account
URL:
Depends on:
Blocks:
 
Reported: 2005-08-27 19:10 UTC by Jitterbug compatibility account
Modified: 2005-08-27 19:10 UTC (History)
0 users

See Also:


Attachments
(1.45 KB, text/plain)
2005-08-27 19:10 UTC, Jitterbug compatibility account
Details

Note You need to log in before you can comment on or make changes to this bug.
Description Jitterbug compatibility account 2005-08-27 19:10:04 UTC
From: Berwin A Turlach <berwin@maths.uwa.edu.au>
PARTS: 3
G'day all,

I believe that this is related to PR#1717 (filed under
not-reproducible) which was reported for a version of R that is a
quite a bit older than the ones used in for this report.  But I
noticed this behaviour under R 2.1.1 and R 2.2.0 on my linux box and
under R 2.0.1 and R 2.1.1 on my Windows box.

I recently ran the examples for fitdistr in the MASS library and on my
linux machine I get the following results:

> library(MASS)
>      set.seed(123)
>      x <- rgamma(100, shape = 5, rate = 0.1)
>      fitdistr(x, "gamma")
     shape         rate   
  6.45947303   0.13593172 
 (0.89052006) (0.01948648)
>      fitdistr(x, dgamma, list(shape = 1, rate = 0.1), lower = 0.01)
      shape         rate    
  2.156761461   0.010000000 
 (0.277607887) (0.001433778)

I find the second result quite extraordinary.  O.k., the likelihood
that is maximised is quite flat along a certain direction, but I don't
think that it is so flat that it should fool the underlying
optimisation routine into believing that it has converged.

Moreover:

>      fitdistr(x, dgamma, list(shape = 1, rate = 0.1), lower = 0.001)
     shape         rate   
  6.48686551   0.13651012 
 (0.89438949) (0.01956818)

As far as I can tell, the problem is with L-BFGS-B hitting the lower
bound and stopping, the same problem as reported in #1717.

I tried the same comments on my Windows box and the result is as
attached below (together with the system information that bug.report
produces on that machine).  Looking at the output given on the Windows
machine, I am actually amazed that my Linux box didn't give me any of
those warning messages --- the R input/output given above is cut and
paste.  I am not aware of any fiddling with ptions regarding warning
messages by any configurations files anywhere on my linux system; and I
ran the same commands using `R --vanilla' on the linux box and did not
get any warning messages.

Cheers,

        Berwin


(Attached 'Bug.txt' of type 'text/plain')

--please do not edit the information below--

Version:
 platform = i686-pc-linux-gnu
 arch = i686
 os = linux-gnu
 system = i686, linux-gnu
 status = Under development (unstable)
 major = 2
 minor = 2.0
 year = 2005
 month = 08
 day = 26
 svn rev = 35424
 language = R

Locale:
C

Search Path:
 .GlobalEnv, package:methods, package:stats, package:graphics, package:grDevices, package:utils, package:datasets, Autoloads, package:base

**END
Comment 1 Jitterbug compatibility account 2005-08-27 19:10:04 UTC
Created attachment 934 [details]
Comment 2 Jitterbug compatibility account 2005-08-31 16:47:57 UTC
Audit (from Jitterbug):
Wed Aug 31 11:47:57 2005	ripley	moved from incoming to Analyses