I'm maximising a reasonably complex function using nlme (version
3.1-65, have also tried 3.1-66) and am having trouble with fixed
parameter estimates slightly away from the maximum of the log
likelihood. I have profiled the log likelihood and it is a parabola
but with sum dips. Interestingly changing the parameterisation moves
the dips around slightly. Unfortunately the PNLS step is finding a
maximum at the dips rather than the mle. I have tried using starting
values for the fixed parameters without change. Any ideas ?
Ken,
you should not use nlme for "maximising a complex function",
because it's a
rather specialized tool for mixed-model statistical analysis. Try
to use optim
directly, which has quite a few methods to choose from, and one of
them might
work for your problem.
Dieter