No I have not forgotten to use a negative fnscale to optimize, so as you suggest I will post some parts of the code I am running to show you the errors:
> n [1] 3 1 4 54 6 58 20 14 3 14 4 65 1 7 9 10 2 4 66 [20] 5 9 7 12 7 55 105 2 5 10 55 5 28 1 1 6 2 1 30 [39] 6 49 7 21 8 7 > e [1] 21.763201 1.209070 4.836270 32.644798 19.546600 24.584400 30.226700 [8] 6.045340 14.010100 3.113350 21.015100 12.583100 15.826200 19.458401 [15] 3.891690 1.329970 0.241814 3.143580 13.057900 0.725441 18.136000 [22] 2.187660 6.319900 1.701510 29.654900 36.460999 7.292190 1.215370 [29] 3.209070 19.995001 11.972300 3.455920 0.138539 0.113350 1.360200 [36] 1.889170 1.518890 18.226700 4.050380 27.340099 1.181360 16.370300 [43] 20.589399 25.314899 > fr<-function(a1,b1,a2,b2,p){ + + w<-((gamma(a1+n)))/((gamma(a1)*factorial(n))*(1+(e/b1)^a1)*(1+(b1/e)^n)) + z<-((gamma(a2+n)))/((gamma(a2)*factorial(n))*(1+(e/b2)^a2)*(1+(b2/e)^n)) + + sum (log( (p*w)+ ((1-p)*z) )) + + } > > mle((fr), > start=list(a1=0.2,b1=0.1,a2=2,b2=4,p=0.33),method="BFGS",control=list(fnscale=-1)) Error in optim(start, f, method = method, hessian = TRUE, ...) : non-finite finite-difference value [2] And with the L-BFGS-B: Error in optim(start, f, method = method, hessian = TRUE, ...) : L-BFGS-B needs finite values of 'fn' AND WITH NELDER-MEAD it doesn't work either (same error), but when I change intial parameters (though I shouldn't, it gives something very weird (negatives or sometimes huge values). Call: mle(minuslogl = (fr), start = list(a1 = 1, b1 = 1, a2 = 10, b2 = 10, p = 0.9), method = "Nelder-Mead", control = list(fnscale = -1)) Coefficients: a1 b1 a2 b2 p -2.5035823 0.6236359 26.5562988 12.9604112 -0.1383767 Thanks Ravi Varadhan wrote: > > Franco, > Is it possible that you have failed to provide the negative of > loglikelihood > to "optim", since optim, by default, minimizes a function? If you want to > do this withput redefining the log-likelihood, you should set fnscale= -1 > (as hinted by Prof. Ripley). This would turn the problem into a > maximization problem. > > If this doesn't work, you should provide more details (a reproducible code > with actual error message). > > Ravi. > > ---------------------------------------------------------------------------- > ------- > > Ravi Varadhan, Ph.D. > > Assistant Professor, The Center on Aging and Health > > Division of Geriatric Medicine and Gerontology > > Johns Hopkins University > > Ph: (410) 502-2619 > > Fax: (410) 614-9625 > > Email: [EMAIL PROTECTED] > > Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html > > > > ---------------------------------------------------------------------------- > -------- > > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of francogrex > Sent: Friday, January 05, 2007 10:42 AM > To: r-help@stat.math.ethz.ch > Subject: Re: [R] maximum likelihood estimation of 5 parameters > > > > Franco, > 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' > > -- > View this message in context: > http://www.nabble.com/maximum-likelihood-estimation-of-5-parameters-tf292536 > 4.html#a8180120 > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- View this message in context: http://www.nabble.com/maximum-likelihood-estimation-of-5-parameters-tf2925364.html#a8186869 Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.