I am trying to run the following code:
+ Ex<-theta/theta+(x0-theta/theta)*exp(-theta*t) + Vx<-theta^2*(1-exp(-2*theta*t))/(2*theta) + dnorm(x,mean=Ex,sd=sqrt(Vx),log=log) + }
+ n<-length(X) + dt<-deltat(X) + ~sum(dcOU(X[2:n],dt,X[1:(n-1)],c(theta1,theta2,theta3),log=TRUE)) + }
Loading required package: sde Loading required package: MASS Loading required package: fda Loading required package: splines Loading required package: zoo
To check the errata corrige of the book, type vignette("sde.errata")
Attaching package: 'sde'
The following object(s) are masked _by_ '.GlobalEnv':
T set to = 1000.000000
+ method="L-BFGS-B",lower=c(-Inf,0,0))->fit Error in optim(start, f, method = method, hessian = TRUE, ...) : 'pairlist' object cannot be coerced to type 'double'
but there appears to be a problem with the optimisation process? Unfortunately it's not clear to me from the error message what is going wrong?
Can someone please advise.
-- View this message in context: http://r.789695.n4.nabble.com/Problem-with-MLE-tp3529445p3529445.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.Received on Tue 17 May 2011 - 15:08:02 GMT
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