,
Cristián Montes.
-Mensaje original-
De: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] En
nombre de Zhang,Yanwei
Enviado el: Jueves, 09 de Septiembre de 2010 02:54 p.m.
Para: r-help@r-project.org
Asunto: [R] Help on simple problem with optim
Dear all,
I ran into problems
It is indeed a negative value for sigma that causes the issue.
You can check this by inserting this line
if(sigma = 0 ) cat(Negative sigma=,sigma,\n)
after the line
mu - x %*% beta
in function llk.mar
Negative values for sigma can be avoided with the use of a transformation
Dear all,
I ran into problems with the function optim when I tried to do an mle
estimation of a simple lognormal regression. Some warning message poped up
saying NANs have been produced in the optimization process. But I could not
figure out which part of my code has caused this. I wonder if
This is only a guess because I don't have your data:
sigma is must be positive in the dnorm function. My guess is that optim may
attempt an iteration with a negative sigma.
You may want to see help(optim) for dealing with this constraint.
Specifically see the lower argument.
If you specify
Yanwei!!!
Have you tried to write the likelihood function using log-normal directly?
if you haven't so, you may want to check ?rlnorm
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From: r-help-boun...@r-project.org
[mailto:r-help-boun...@r-project.org] On Behalf Of Zhang,Yanwei
Sent: Thursday, September 09, 2010 11:54 AM
To: r-help@r-project.org
Subject: [R] Help on simple problem with optim
Dear all,
I ran into problems with the function optim when I tried
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