tony
tony

Reputation: 93

nls convergence message in R

I am looking for a definition of the convergence messages from nls in R. In particular, what is the difference between relative convergence (4) and both X-convergence and relative convergence (5).

Upvotes: 1

Views: 1905

Answers (1)

Hack-R
Hack-R

Reputation: 23210

If you check out the source of nls, nlminb, optimx, and others using the PORT algorithm you'll see it references the PORT Fortran documentation for these convergence codes.

The documentation of optimx is even so good as to provide a URL. Like the URL on the webpage for the Fortran library, it is unfortunately broken.

This didn't dissuade me. I tried the link on the good 'ole WayBack Machine (Internet Archive) and found where the .pdf documentation was scraped in 2007:

https://web.archive.org/web/20070203144320/http://netlib.bell-labs.com/cm/cs/cstr/153.pdf

The "Favorable Returns" codes on page 4 go into a more detail than in R and additional details are available throughout the document. I believe this should answer your question.

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Upvotes: 6

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