Re: [R] Struggeling with nlminb...

Try optimx() in the "optimx" package with the control option `all.methods=TRUE'. Ravi Ravi Varadhan, Ph.D. Assistant Professor The Center on Aging and Health Division of Geriatric Medicine & Gerontology Johns Hopkins University rvarad...@jhmi.edu 410-502-2619

[R] Struggeling with nlminb...

Hallo together, I am trying to estimate parameters by means of QMLE using the nlminb optimizer for a tree-structured GARCH model. I face two problems. First, the optimizer returns error[8] false convergence if I estimate the functions below. I have estimated the model at first with nlm without an