On 21/12/2007 12:07 AM, Rebecca Sela wrote:> I am trying to optimize a likelihood function using NLMINB. After running
without a problem for quite a few iterations (enough that my intermediate output
extends further than I can scroll back), it tries a vector of parameter values
NaN. This has happened with multiple Monte Carlo datasets, and a few different
(but very similar) likelihood functions. (They are complicated, but I can send
them to someone if desired.)
>
> Is this something that can happen with NLMINB, perhaps because of a 0/0 in
the gradient calculations? Or is it unique to my code?
I would say it's a bug. I can't tell if it's a bug in your code or
in
the nlminb code, but even if it's a problem with your code, it would be
nice if nlminb could recognize it and give a error report rather than
passing garbage to your function.
Can you put together a small enough example to post here? If not, you
could send me the full example, but I may not get to it for a couple of
weeks. In either case, try to make sure the error occurs on every run
by using set.seed() and/or a fixed dataset. If the problem is
intermittent even with that, please let us know.
Duncan Murdoch