Hola Claudio, Without the code and concrete problem is very difficult to say anything about your question.
Cheers, Juan Pablo 2012/6/17 Claudio Tablada <[email protected]> > Hi, > > I am trying to maximize a -log likelihood function of a Birnbaum-Saunders > distribution with two parameters using BFGS and Monte Carlo. I have the > samples generates using gsl_ran_gaussian_ziggurat and later transforming > for the Birnbaum-Saunders distribution. The problem is that for some values > of the sample the algorithm converges and for other values it results in > NaN. Thanks in advanced. > >
