[R] Problems using the 'HPloglik' function in the SDE package

Hello all, I am trying to produce the closed-form Ait-Sahalia approximation to the log-likelihood function of a diffusion process but the function arguments I am passing to the function result in NaN being returned. I've checked the 'Transform','S' and 'M' functions and the problem doesn't seem to

[R] Error message when using 'optim' for numerical maximum likelihood

Hello All, I am trying to estimate the parameters of a stochastic differential equation (SDE) using quasi-maximum likelihood methods but I am having trouble with the 'optim' function that I am using to optimise the log-likelihood function. After simulating the SDE I generated samples of the