Prof. Nash,
awesome! This sounds promising.
Thank you for the explanation,
Jean
2015-05-08 14:16 GMT-07:00 Prof J C Nash (U30A) :
> Your problem is saying (on my machine) that it cannot compute the
> gradient. Since it does this numerically, my guess is that the step to
> evaluate the gradient
Thanks for the advice! I will continue to monitor the optimizer behaviour.
Jean
2015-05-07 17:03 GMT-07:00 William Dunlap :
> Your immediate problem may be solved, but the exact value of that limiting
> value
> affects the parameter estimates a fair bit. I have not really looked at
> your functi
Your immediate problem may be solved, but the exact value of that limiting
value
affects the parameter estimates a fair bit. I have not really looked at
your function,
but the ledge around it puts a kink (discontinuous first derivative) into
it, which can
mess up optimizers.
Bill Dunlap
TIBCO Sof
Yes, indeed! Problem solved!
Thanks a lot!
Jean
2015-05-07 14:06 GMT-07:00 William Dunlap :
> Your nLL function returns 1e+308 in near-boundary cases. Since 1e+308 is so
> close to machine infinity, it is easy to get into Inf-Inf (=NaN) or Inf/Inf
> (=NaN)
> situations when working with it. Tr
Your nLL function returns 1e+308 in near-boundary cases. Since 1e+308 is so
close to machine infinity, it is easy to get into Inf-Inf (=NaN) or Inf/Inf
(=NaN)
situations when working with it. Try making that limiting value something
smaller,
like 1e+30, and you may have better luck.
Bill Dunlap
A follow-up to my yesterday's email.
I was able to make a reproducible example. All you will have to do is
load the .RData file that you can download here:
https://drive.google.com/file/d/0B0DKwRjF11x4dG1uRWhwb1pfQ2s/view?usp=sharing
and run this line of code:
nlminb(start=sv, objective = nLL, l
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