Without the data / script, I'm guessing that it is likely an attempt to evaluate the loss
function at an inadmissible point e.g., at the constraint where there is a log(0).
Different optimization tools handle things differently, and there are a couple of us
working (very slowly due to other things) on trying to provide a nice wrapper to catch
these exceptions so that they can be handled better.
JN
Message: 56
Date: Sun, 6 Dec 2009 17:32:54 -0800 (PST)
From: Steven <ytste...@gmail.com>
Subject: Re: [R] optim with constraints
To: r-help@r-project.org
Message-ID:
<88d5c01d-c30c-4e91-900c-2b825d5e3...@z4g2000prh.googlegroups.com>
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Hi, Prof Nash
Thanks for your comment!
I modified my code to be (added an extra parametr):
optim(c(1.14,0.25,0.06), weibull.like, mydata=mydata, method="L-BFGS-
B", hessian = TRUE, lower = c(0, 0, 0), upper = c(Inf, Inf, 1))
But I had the following error:
Error in optim(c(1.14, 0.25, 0.06), weibull.like, mydata = mydata,
method = "L-BFGS-B", :
non-finite finite-difference value [2]
What does that mean? Much appreciate your help!
Steven
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