Optim function & Hessian matrix
On Nov 19, 2013, at 12:09 PM, sofeira taajobian wrote:
Dear R Users Hi, I have very emergency problems in my programming about finding MLE with optim command. I reproduced it with real data. I guess that my function object in optim is very sensitive because it has power function . Then optim give me lower or initial values for estimates with these warnings for Hessian matrix computation: 1: In log(B2 * (C2^(y + v))) : NaNs produced 2: In log(B3 * C3^(x + u1)) : NaNs produced 3: In log(B4 * C4^(y + u2)) : NaNs produced 4: In log(B1 * (C1^(x + v))) : NaNs produced But I have in result a hessian matrix with only first (2*2) block and other values are zero. It would not be the problem of code lead to this. plz check the code and data, I attach them with this email. hope it can reduce some workload as copying and pasting. what may lead to this and any possible way to solve it? any suggestion are appreciated. Plz help me as soon as possible because I don?t have enough time. <data4.txt>
Only the txt file made it throuhg. If you attached a .R file it would have been scrubbed. You need to rename it <something>.txt so you mailer sends it as MIME-text rather than "unknown"-type.
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