On 19/01/14 06:20, peter dalgaard wrote:
Offhand, I'd say that the issue isn't so much the starting values as the risk of
hitting the upper bound on gamma. If you get gamma set to min(x) at any point during
the iteration, the density at the corresponding point is zero, the log-likelihood is
-Inf, and <poof>, the magic smoke escapes.
Perhaps try min(x)-1e-7 or so?
Yep, that did it. Thanks Peter.
(Actually I used min(x) - eps where I set eps equal to
sqrt(.Machine$double.eps) --- which seems to be a kind of standard
construction for a small-but-not-too-small number.)
cheers,
Rolf
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