NLMINB() produces NaN!

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).

* 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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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?

I think you have a different problem to the original poster.

It looks like your function cannot be calculated for some values that
optim passes to it. This can easily happen. Some optimisers (eg nlm) seem
to cope with this, but produce lots of annoying warnings. My solution is
to check at the end of the likelihood function for finite or NAN and
replace with the maximum real value. eg

if (is.nan(ll) || is.infinite(ll)) ll <- .Machine$double.xmax

Ken