On 21/12/2007 12:07 AM, Rebecca Sela wrote: > I am trying to optimize a likelihood function using NLMINB. After running > without a problem for quite a few iterations (enough that my intermediate > output extends further than I can scroll back), it tries a vector of > parameter values NaN. This has happened with multiple Monte Carlo datasets, > and a few different (but very similar) likelihood functions. (They are > complicated, but I can send them to someone if desired.) > > Is this something that can happen with NLMINB, perhaps because of a 0/0 in > the gradient calculations? Or is it unique to my code?
I would say it's a bug. I can't tell if it's a bug in your code or in the nlminb code, but even if it's a problem with your code, it would be nice if nlminb could recognize it and give a error report rather than passing garbage to your function. Can you put together a small enough example to post here? If not, you could send me the full example, but I may not get to it for a couple of weeks. In either case, try to make sure the error occurs on every run by using set.seed() and/or a fixed dataset. If the problem is intermittent even with that, please let us know. Duncan Murdoch ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
