On 17 June 2012 17:58, Claudio Tablada <[email protected]> wrote: > Thank you for his response. I attach the program in c for details.
As I suspected; you're not checking your domains... The optimiser doesn't know that your functions are only defined for positive values and is naively passing it negative values. You need to put a couple of lines into your code when this isn't the case; i.e. return GSL_NAN from the likelihood function and an "appropriate error code" for derivatives (NaN also works for me, but not sure what this is supposed to be and the manual doesn't make it clear what appropriate is!). Hope that helps, Sam
