[R] nlm is

From: Hiba Baroud <hiba.baroud_at_hotmail.com>
Date: Tue, 15 Jun 2010 20:31:51 +0300


I am trying to compute MLE for non-Gaussian AR(1). The error term follows a difference poisson distribution. This distribution has one parameter (vector[2]).

So in total I want to estimate two parameters: the AR(1) paramter (vector[1]) and the distribution parameter.

My function is the negative loglikelihood derived from a mixing operator.  

f=function(vector) -sum(log((vector[1]*data$I)+((1-vector[1])*((exp(-2*vector[2]))*besselI(2*vector[2],data$PC)))))  


Error in nlm(f, p = c(-0.2354, 3.269e-05)) :   non-finite value supplied by 'nlm'

In addition: There were 50 or more warnings (use warnings() to see the first 50)  

Warning messages:

1: In besselI(2 * vector[2], data$PC) : value out of range in 'bessel_i'                           # all warnings are the same



I would like to know what are the possible ways to avoid having non-finite value.  

Thank you very much.  


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