Dear R Users
I am maximizing a user defined log likelihood function. It includes variance parameter (sigma). I used R function optim with BFGS maximization method. However, it stops before the solution saying “sqrt(sigma): NaNs produced” Could anybody know a proper transformation for sigma which can be passed in the function? For the correlation parameter I used Fishers’ transformation so it didn’t give any problems. I know we can use ‘L-BFGS-B’ method instead of ‘BFGS’. However, it produces some non sensible estimates. Thanks for taking time -- View this message in context: http://r.789695.n4.nabble.com/Maximization-problem-in-the-optim-function-tp4473408p4473408.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.
