[R] NLMINB() produces NaN!

[Ravi Varadhan]

Hi,

Can you provide a little more information about your problem?

If you are trying to find a local maximum of "maxphi", then you need to tell
that to optim(),.  It tries to find a local minimum by default.  You can do
this via the `fnscale' control parameter (control = list(fnscale = -1)).

If this still does not work, try the function spg() in the "BB" package.

Ravi.

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Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html

 

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-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of H c
Sent: Wednesday, May 06, 2009 2:19 PM
To: r-sig-mixed-models at r-project.org; r-help at r-project.org
Subject: [R] NLMINB() produces NaN!

I am having the same problem as one Rebecca Sela(see bellow).


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.)*

Instead I try to use optim() for my optimization needs but it fails when
finding the 0/0:

"

Error in optim(c(phi[, k]), maxphi, lower = 0.01, upper = 0.99, method =
"L-BFGS-B") :
  L-BFGS-B needs finite values of 'fn'
In addition: There were 50 or more warnings (use warnings() to see the first
50)

"


Any suggestions?

Harlan Campbell

McGIll University

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