ving.
Cheers,
Cristián Montes.
-Mensaje original-
De: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] En
nombre de Zhang,Yanwei
Enviado el: Jueves, 09 de Septiembre de 2010 02:54 p.m.
Para: r-help@r-project.org
Asunto: [R] Help on simple problem with optim
Dear all,
I ran
It is indeed a negative value for sigma that causes the issue.
You can check this by inserting this line
if(sigma <= 0 ) cat("Negative sigma=",sigma,"\n")
after the line
mu <- x %*% beta
in function llk.mar
Negative values for sigma can be avoided with the use of a transforma
e you call optim().
Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com
> -Original Message-
> From: r-help-boun...@r-project.org
> [mailto:r-help-boun...@r-project.org] On Behalf Of Zhang,Yanwei
> Sent: Thursday, September 09, 2010 11:54 AM
> To: r-help@r-project.org
> Su
Yanwei!!!
Have you tried to write the likelihood function using log-normal directly?
if you haven't so, you may want to check ?rlnorm
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This is only a guess because I don't have your data:
sigma is must be positive in the dnorm function. My guess is that optim may
attempt an iteration with a negative sigma.
You may want to see help(optim) for dealing with this constraint.
Specifically see the lower argument.
If you specify th
Dear all,
I ran into problems with the function "optim" when I tried to do an mle
estimation of a simple lognormal regression. Some warning message poped up
saying NANs have been produced in the optimization process. But I could not
figure out which part of my code has caused this. I wonder if
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