Hi Everybody,
My problem is that nlminb doesn't converge, in minimising a logLikelihood
function, with 31*6 parameters(2 weibull parameters+29 regressors repeated 6
times).
I use nlminb like this :
res1<-nlminb(vect, V, lower=c(rep(0.01, 12), rep(0.01, 3), rep(-Inf, n-15)),
upper=c(rep(Inf, 12), rep(0.99, 3), rep(Inf, n-15)), control =
list(maxit=1000) )
and that's the result :
Message d'avis :
In nlminb(vect, V, lower = c(rep(0.01, 12), rep(0.01, 3), rep(-Inf, :
unrecognized control element(s) named `maxit' ignored
> res1
$par
[1] 2.48843979 4.75209125 2.57199837 16.80712783 3.15211075
16.86606178 58.61925499 37.85793462 48.78215699
[10] 151.64638501 43.60420299 15.14639541 0.58754382 0.76180935
0.66191763 -0.26802757 -0.96378197 -0.68369525
[19] 0.37813096 0.89778593 -10.26471908 -0.87265813 6.43973968
-1.74417166 12.00193419 0.60638326 -1.66675589
[28] 1.29312079 1.39846863 -0.48449361 20.14470193 -0.50729841
-2.15177967 -0.78155345 0.41857810 -0.40863744
[37] -17.18489562 -1.69140562 1.45236861 -0.23738183 5.47688642
-0.71546576 9.95015047 -2.16096138 -0.74503151
[46] -0.66258461 5.38871217 2.53147752 -12.58827379 -0.45669589
-0.37285088 2.15116198 -2.50414066 -0.99752892
[55] 4.83972450 -1.16496925 -3.53429528 0.56083677 -9.87490932
-1.75153657 9.87912224 -0.75783517 -9.95423392
[64] -0.07530469 -0.73466191 -0.27397382 15.15891548 -0.02489436
12.91493065 -4.65335356 0.03524561 0.00000000
[73] -9.06720312 -0.25413758 -0.18578765 0.53283198 -4.02688497
-0.50581412 -0.31544940 0.57450848 6.15206152
[82] 0.08178377 0.82978606 0.39337352 -3.65304712 -0.06833839
3.87790848 -1.08017043 3.62779184 -0.14700541
[91] -13.95610827 -1.50385432 8.05851743 -1.24250013 -0.01249817
0.38085483 -4.97064573 -0.98852401 -3.00305183
[100] 0.35053875 -4.26833889 -0.12463188 16.05828402 0.41736764
-0.94678922 -0.75813452 2.15378348 0.39586048
[109] 1.41359441 0.81603207 -4.43963958 -0.79438435 0.49530882
0.11197484 -8.43196798 1.00456535 -22.04423030
[118] -0.11532887 2.58085765 1.41912515 -0.78120889 -1.23850824
12.39079062 0.23567444 1.39557879 -2.22993802
[127] -12.58827379 -0.45669589 -0.37285088 -0.73563805 3.40201735
0.58550247 -3.62769828 0.21657740 -7.37785506
[136] -0.68218180 6.41876225 0.38708385 -0.33009429 -0.25230736
3.53672719 1.53676202 3.65074513 0.42623602
[145] -7.26982010 0.70597611 -23.15198788 -0.36822845 -2.29863267
0.70223129 -14.45665129 -0.54094864 -2.17858443
[154] -0.56501734 2.50032796 -0.45677181 12.04113439 -1.42294094
-16.16874444 -0.49101846 -6.29724769 -1.38333722
[163] -14.16552579 1.57502968 5.04329383 0.24857745 -1.69885428
-0.46757266 4.41795651 -2.41006349 4.61648610
[172] 0.42235314 -3.22153895 -0.15443857 1.07661101 -0.63653449
-2.74034265 0.20898466 1.37927183 0.26722477
[181] -15.09685067 0.87160467 -24.79722150 1.48810684 1.70068893
-0.22538026 7.63908028 1.60431981 -7.52661064
$objective
[1] 1514.691
$convergence
[1] 1
$message
[1] "iteration limit reached without convergence (9)"
$iterations
[1] 150
$evaluations
function gradient
176 44935
I tried many times to take the res1$par as initial values and retry againe
but still doesn't converge.
Any help will save me Thanks
--
Kamel Gaanoun
(+33) (0)6.76.04.65.77
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