Re: [R] maximum likelihood estimation of 5 parameters

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Fri 05 Jan 2007 - 15:53:42 GMT

On Fri, 5 Jan 2007, francogrex wrote:

[quoting Ingmar Vissar without attribution, contrary to the posting guide.]

> Franco,
> You can provide lower and upper bounds on the parameters if you use optim
> with method="L-BFGS-B".
> Hth, Ingmar
>
> Thanks, but when I use L-BFGS-B it tells me that there is an error in
> optim(start, f, method = method, hessian = TRUE, ...) : L-BFGS-B needs
> finite values of 'fn'

It sounds as if you have ignored the advice to scale the problem via control options 'fnscale' and 'parscale'.

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Received on Sat Jan 06 03:00:22 2007

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