[R] question on optim() fn.

[sharkoil]

Hi Ravi,

Thanks a lot for your informations. I think you are right. Without the
constraints of the parameters, it's easy to get the "NaN Produced" warning
message. The pdfs I worked on are Burr, Lognormal and Inverse Gaussian
distributions. Lognormal distribution is ok, but I always have warning
message to get mle for Burr and Inverse Gaussian. Also I found out that
different initial values make difference. Some will get the valid MLE
without warning message, some will have warning message. Don't why! Probably
I have to try optimx() function. By the way, what is KKT test? Does optim()
function have this output

I did get the MLE with convergence being 0. With your tips, I will assume
that I have got the valid MLE even though I had the warning message. 

Also I tried to use proc nlmixed procedure in sas to estimate the MlE. It
seems the optim() function and proc nlmixed give me the similar MLE. 

Regards
-- 
View this message in context: http://r.789695.n4.nabble.com/question-on-optim-fn-tp3003217p3005004.html
Sent from the R help mailing list archive at Nabble.com.