Hello,
I'm trying to maximize a likelihood function for a HMM with the optim()
function using the Nelder-Mead Method. The LLF has 20 Parameters which
are to be estimated. We found out that R changes some variables but not
all of them, especially the last 2 parameters aren't changed. I already
checked if I assign this parameters vales within the function but this
is not the case.
Is there a upper limit for the number parameters in optim()? Do you have
any experience with this kind of problem?
Many thanks
Best regards
Rainer Haidinger
