"Line search failed" in lsquares



On Wed, Sep 10, 2008 at 9:44 AM, Jan Ploski <Jan.Ploski at offis.de> wrote:

> I can see by plotting that the initial parameters hit the data pretty well.

Hmm. Really? Looks fairly noisy to me ...

> Can you give me a clue why it fails and what I could do to correct it?

Try dividing all the y values by a large number such as 1e8.

After that I get a = 4.8, b = 0.26 approximately.
I guess you'll have to rescale a.

> Also, what are the meanings of the undocumented "iprint" parameter and
> of the "tol" parameter, which is mentioned, but not explained in the
> documentation?

iprint and tol are parameters which are recognized by the LBFGS
algorithm. ? lbfgs says more about that. Sorry that the documentation
is incomplete.

I am glad to see that you find some use in the lsquares code.
If you have any comments about what would make it more useful,
I would be interested to hear about it.

best

Robert Dodier