What distribution's log-likelihood are you using? If sigma is supposed to be square-rooted, you may have to put a constraint or use of abs() might suffice -- though, admittedly I'm not sure what that will do to convergence behavior -- but it's hard to help without seeing the function at hand.
Michael On Wed, Mar 14, 2012 at 6:57 PM, Niroshan <wnnpe...@ucalgary.ca> wrote: > 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. ______________________________________________ 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.
