[R] invalid function value in 'nlm' optimizer

Bert Gunter gunter.berton at gene.com
Tue Apr 28 09:19:33 CEST 2015


Why are you doing this instead of using the survival package?

Bert

On Tuesday, April 28, 2015, Hanze Zhang <kevin511511 at gmail.com> wrote:

> Hi, R users,
>
>
> I am using nlm function to get the MLE of parameter alpha and lambda from a
>  parametric survival model (Weibull distribution). However, this message
> always came out: ' invalid function value in 'nlm' optimizer'. Could anyone
> help me? Code is
>
> project<-read.table(file="C://data.txt", header=T, as.is=T)
> names(project)
> attach(project)
>
> x<-time
> delta<-ind
>
>
> # -log likelihood
> #alpha<-theta[1]
> #lambda<-theta[2]
> ln<-function(theta)
>   {
>
>
>  -sum(delta)*log(theta[1]*theta[2])-sum(delta)*(theta[1]-1)*log(x[delta==1])+theta[2]*sum(x^theta[1])
> }
>
> #MLE
> nlm(ln,theta<-c(1,1),hessian=TRUE)
>
>
> Thanks!
>
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>
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-- 

Bert Gunter
Genentech Nonclinical Biostatistics
(650) 467-7374

"Data is not information. Information is not knowledge. And knowledge is
certainly not wisdom."
Clifford Stoll

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