Message-ID: <354443.40411198213630658.JavaMail.root@calliope.stern.nyu.edu>
Date: 2007-12-21T05:07:10Z
From: Rebecca Sela
Subject: NaN as a parameter in NLMINB optimization
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.)
Is this something that can happen with NLMINB, perhaps because of a 0/0 in the gradient calculations? Or is it unique to my code?
Thanks in advance!
Rebecca
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Rebecca Sela
Statistics Department/IOMS
Stern School of Business
New York University