Diviya Smith wrote on 09/20/2011 01:03:22 PM:
>
> Hello there,
>
> I am using NLS for fitting a complex model to some data to estimate a
couple
> of the missing parameters. The model is -
> y ~
(C+((log(1-r))*exp(-A*d)*(-1+r+exp(d*(A-B)))/(r*(-A*d+d*B+log(1-r)))))
> where A, B and C are unknown.
>
> In order to test the model, I generate data by setting values for all
> parameters and add some noise (C).
>
> A <- 20
> B <- 500
> r <- 0.6881
> d <- (1:1000)/1000
> y ~
> (rnorm(d)*0.005)+(((log(1-r))*exp(-A*d)*(-1+r+exp(d*(A-B)))/(r*(-A*d
> +d*B+log(1-r)))))
>
> I use Deoptim package to pick the optimum starting values. The model
works
> fine in most cases, but every now and again, I get the following error -
> Error in numericDeriv(form[[3L]], names(ind), env) :
> Missing value or an infinity produced when evaluating the model
>
> Any suggestions on how I can resolve this? Can you suggest a better way
for
> picking the starting parameters?
>
> Thanks,
> Diviya
I'm not sure if this is the problem, but if r grows greater than 1,
log(1-r) will be undefined, and you'll get an error. You can impose a
constraint on r by rewriting your formula in terms of a variable that can
take on any real value:
R = log(1-r)
So,
replace log(1-r) in your formula with R,
replace (-1 + r) with -exp(R), and
replace r with 1 - exp(R):
y ~ (C+(R*exp(-A*d)*(-exp(R)+exp(d*(A-B)))/((1 - exp(R))*(-A*d+d*B+R))))
If that doesn't fix the problem, then you are likely getting infinite
values as result of large numbers in your exponents. Without example data
to work through, I can only speculate.
Jean
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