[R] Optim():Error in solve.default(crossprod(hm, xm), crossprod(hm, ym))

Dear members; I am stuck trying to find optimal parameters using optim() function. I would be veryy gateful if you could help me on this: I have the following equation: Rp,t+1 = rf+ beta*rt+1 (1) Rp,t+1= the return of the portfolio , fr = free risk rate

[R] Optim error: initial value in 'vmmin' is not finite

Error in optim(method = BFGS, c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, : initial value in 'vmmin' is not finite I am running a logit model with latent class segments. I successfully got estimates for 2 segments. However when I tried to increase the no. of segments, I got this error message at

Re: [R] Optim error: initial value in 'vmmin' is not finite

SnowManPaddington wiwiana at gmail.com writes: Error in optim(method = BFGS, c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, : initial value in 'vmmin' is not finite I am running a logit model with latent class segments. I successfully got estimates for 2 segments. However when I tried to

Re: [R] optim error

[EMAIL PROTECTED]: p0- c(f=0.87, b=0.1, c=150) f-p[1]; b-p[2]; c-p[3] Do *not* redefine the meaning of the function c() to 150, or to p[3]. If you do, very few things in R will continue to work properly! -- Karl Ove Hufthammer __

Re: [R] optim error - repost

keunhchoi at gmail.com writes: Here is a clean version. I did this with nls and it works (see below), but I need to do it with optim. Keun-Hyung Great that you got it to work! Just curious if there is any reason why one should use optim when nls works fine? If this should be on a

Re: [R] optim error

keunhchoi at gmail.com writes: I saw a similar question but I still don't fully understand how to implement optim. vol-rep(c(0.03, 0.5, 2, 4, 8, 16, 32), 3) time-rep(c(2,4,8),each=7) p.mated-c(0.47, 0.48, 0.43, 0.43, 0.26, 0.23, null, 0.68, 0.62, 0.64, 0.58, 0.53, 0.47, + 0.24,

[R] optim error - repost

Here is a clean version. I did this with nls and it works (see below), but I need to do it with optim. Keun-Hyung # optim vol-rep(c(0.03, 0.5, 2, 4, 8, 16, 32), 3) time-rep(c(2,4,8),each=7) p.mated-c(0.47, 0.48, 0.43, 0.43, 0.26, 0.23, NA, 0.68, 0.62, 0.64, 0.58, 0.53, 0.47, 0.24, 0.8, 0.79,

Re: [R] optim error - repost

try: vol - rep(c(0.03, 0.5, 2, 4, 8, 16, 32), 3) time - rep(c(2,4,8),each=7) p.mated - c(0.47, 0.48, 0.43, 0.43, 0.26, 0.23, NA, 0.68, 0.62, 0.64, 0.58, 0.53, 0.47, 0.24, 0.8, 0.79, 0.71, 0.56, 0.74, 0.8, 0.47) eury - data.frame(vol=vol, time=time, p.mated=p.mated) eury - na.omit(eury) p0 -

[R] optim error

I saw a similar question but I still don't fully understand how to implement optim. Can someone help me out with this? Thanks. Keun-Hyung vol-rep(c(0.03, 0.5, 2, 4, 8, 16, 32), 3) time-rep(c(2,4,8),each=7) p.mated-c(0.47, 0.48, 0.43, 0.43, 0.26, 0.23, null, 0.68, 0.62, 0.64, 0.58, 0.53, 0.47,