Reputation: 93
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
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.
Upvotes: 6