Re: [R] maximum likelihood estimation of 5 parameters

From: Prof Brian Ripley <>
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,        
Professor of Applied Statistics,
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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