initial gradient and vmmin not finite
Hi June: As don't have your data (yogurtnp.csv), I cannot replicate your problem. What does fr( c(0,0,0,1,0,-25,-0.2) ) return? Arne
On Monday, 2. March 2009 11:55:56, June Wong wrote:
Dear Rhelpers I have the problem with initial values, could you please tell me how to solve it? Thank you June
p = summary(maxLik(fr,start=c(0,0,0,1,0,-25,-0.2)))
Error in maxRoutine(fn = logLik, grad = grad, hess = hess, start = start, : NA in the initial gradient
p = summary(maxLik(fr,start=c(0,0,0,1,0,-25,-0.2),method="BFGS"))
Error in optim(start, func, gr = gradient, control = control, method =
"BFGS", :
initial value in 'vmmin' is not finite
The codes are as follows
yogurt = read.table("yogurtnp.csv", header=F,sep=",")
attach(yogurt)
dim(yogurt)
choice = yogurt[,2:5]
price=yogurt[,14:17]
feature=yogurt[,6:9]
n = nrow(yogurt)
constant = rep(1,n)
yop=cbind(constant,feature[,1],price[,1])
dan=cbind(constant,feature[,2],price[,2])
hil=cbind(constant,feature[,3],price[,3])
wt=cbind(feature[,4],price[,4])
library(maxLik)
fr <- function(x) {
con1 = rbind(x[1],x[5],x[6])
con2 = rbind(x[2],x[5],x[6])
con3 = rbind(x[3],x[5],x[6])
con4 = rbind(x[5],x[6])
rho = exp(x[7])/(1+exp(x[7]))
ey = exp((yop%*%con1)/rho)
ed = exp((dan%*%con2)/rho)
eh = exp((hil%*%con3)/rho)
ew = exp((wt%*%con4)/rho)
ev = ey+ed+eh+ew
den=(ey+ed+eh+ew)
iv = rho*log(den)
pp=exp(x[4]+iv)/(1+exp(x[4]+iv))
pr1 =pp*(ey/den)
pr2 =pp*(ed/den)
pr3 =pp*(eh/den)
pr4 =pp*(ew/den)
pnp=1/(1+exp(x[4]+iv))
likelihood =
(pnp*yogurt[,1])+(pr1*yogurt[,2])+(pr2*yogurt[,3])+(pr3*yogurt[,4])+(pr4*yo
gurt[,4]) lsum = log(likelihood)
return(colSums(lsum))
}
p = summary(maxLik(fr,start=c(0,0,0,1,0,-25,-0.2)))
p
_________________________________________________________________ cns!503D1D86EBB2B53C!2285.entry?ocid=TXT_TAGLM_WL_UGC_Contacts_032009 [[alternative HTML version deleted]] ______________________________________________ R-help at 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.
Arne Henningsen http://www.arne-henningsen.name/