[R] Optim():Error in solve.default(crossprod(hm, xm), crossprod(hm, ym))

Dear members; I am stuck trying to find optimal parameters using optim() function. I would be veryy gateful if you could help me on this: I have the following equation: Rp,t+1 = rf+ beta*rt+1 (1) Rp,t+1= the return of the portfolio , fr = free risk rate ,

Re: [R] Optim error: initial value in 'vmmin' is not finite

SnowManPaddington gmail.com> writes: > > > Error in optim(method = "BFGS", c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, : > initial value in 'vmmin' is not finite > > I am running a logit model with latent class segments. I successfully got > estimates for 2 segments. However when I tried to incr

[R] Optim error: initial value in 'vmmin' is not finite

Error in optim(method = "BFGS", c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, : initial value in 'vmmin' is not finite I am running a logit model with latent class segments. I successfully got estimates for 2 segments. However when I tried to increase the no. of segments, I got this error message at

Re: [R] optim error - repost

gmail.com> writes: > > Here is a clean version. I did this with nls and it works (see below), but > I need to do it with optim. Keun-Hyung Great that you got it to work! Just curious if there is any reason why one should use optim when nls works fine? If this should be on a reviewer's reques

Re: [R] optim error

[EMAIL PROTECTED]: > p0<- c(f=0.87, b=0.1, c=150) > f<-p[1]; b<-p[2]; c<-p[3] Do *not* redefine the meaning of the function c() to 150, or to p[3]. If you do, very few things in R will continue to work properly! -- Karl Ove Hufthammer __ R-help@r-pro

Re: [R] optim error - repost

try: vol <- rep(c(0.03, 0.5, 2, 4, 8, 16, 32), 3) time <- rep(c(2,4,8),each=7) p.mated <- c(0.47, 0.48, 0.43, 0.43, 0.26, 0.23, NA, 0.68, 0.62, 0.64, 0.58, 0.53, 0.47, 0.24, 0.8, 0.79, 0.71, 0.56, 0.74, 0.8, 0.47) eury <- data.frame(vol=vol, time=time, p.mated=p.mated) eury <- na.omit(eury) p0 <-

[R] optim error - repost

Here is a clean version. I did this with nls and it works (see below), but I need to do it with optim. Keun-Hyung # optim vol<-rep(c(0.03, 0.5, 2, 4, 8, 16, 32), 3) time<-rep(c(2,4,8),each=7) p.mated<-c(0.47, 0.48, 0.43, 0.43, 0.26, 0.23, NA, 0.68, 0.62, 0.64, 0.58, 0.53, 0.47, 0.24, 0.8, 0.79,

Re: [R] optim error

gmail.com> writes: > > I saw a similar question but I still don't fully understand how to implement > optim. > > > vol<-rep(c(0.03, 0.5, 2, 4, 8, 16, 32), 3) > > time<-rep(c(2,4,8),each=7) > > p.mated<-c(0.47, 0.48, 0.43, 0.43, 0.26, 0.23, "null", 0.68, 0.62, 0.64, > 0.58, 0.53, 0.47, > + 0.24

[R] optim error

I saw a similar question but I still don't fully understand how to implement optim. Can someone help me out with this? Thanks. Keun-Hyung > vol<-rep(c(0.03, 0.5, 2, 4, 8, 16, 32), 3) > time<-rep(c(2,4,8),each=7) > p.mated<-c(0.47, 0.48, 0.43, 0.43, 0.26, 0.23, "null", 0.68, 0.62, 0.64, 0.58, 0.53,