[R] NaN as a parameter in NLMINB optimization
rsela at stern.nyu.edu
Fri Dec 21 06:07:10 CET 2007
I am trying to optimize a likelihood function using NLMINB. After running without a problem for quite a few iterations (enough that my intermediate output extends further than I can scroll back), it tries a vector of parameter values NaN. This has happened with multiple Monte Carlo datasets, and a few different (but very similar) likelihood functions. (They are complicated, but I can send them to someone if desired.)
Is this something that can happen with NLMINB, perhaps because of a 0/0 in the gradient calculations? Or is it unique to my code?
Thanks in advance!
Stern School of Business
New York University
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