Hi, You are doing the right thing by being concerned about the warning messages. The warning message of `NaN' usually arises due to illegal arithmetic operations (in the real number field) such as logarithm or square root of a negative number. This could happen during the intermediate stages of an iterative procedure. If you do not like these warnings, or are concerned about the solutions, you should try and set bounds on the parameters based on your knowledge about the statistical model. Then you would use a box-constrained optimization algorithm. If you have more complicated constraints, you may need more specialized optimization algorithms.
It is hard to tell whether your solution is valid or not without seeing your model and the output from optim. If your convergence indicator is 0, this usually (but not necessarily) means that you have a valid solution, although I would still check the first and second order KKT optimality conditions. You can also use `optimx' package, which provides a test of KKT conditions, and also allows the use of other optimizers in R. Ravi. -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of sharkoil Sent: Tuesday, October 19, 2010 11:55 PM To: r-help@r-project.org Subject: [R] question on optim() fn. i am trying to use optim() fn in R to estimate mle of my pdf. even though I am able to get the results, but there are always warning message, which says that NaN produced. I am not very sure if I should ignore these warning message since I have got solution without error message. I am wondering if these message is an indicator of bad mle. How I can debug to get rid of these warning message? thanks a lot. -- View this message in context: http://r.789695.n4.nabble.com/question-on-optim-fn-tp3003217p3003217.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org 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@r-project.org 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.
