[R] maximum likelihood estimation of 5 parameters
Prof Brian Ripley
ripley at stats.ox.ac.uk
Fri Jan 5 16:53:42 CET 2007
On Fri, 5 Jan 2007, francogrex wrote:
[quoting Ingmar Vissar without attribution, contrary to the posting
> You can provide lower and upper bounds on the parameters if you use optim
> with method="L-BFGS-B".
> Hth, Ingmar
> Thanks, but when I use L-BFGS-B it tells me that there is an error in
> optim(start, f, method = method, hessian = TRUE, ...) : L-BFGS-B needs
> finite values of 'fn'
It sounds as if you have ignored the advice to scale the problem via
control options 'fnscale' and 'parscale'.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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