clotting <- data.frame(u = c(5,10,15,20,30,40,60,80,100), lot1
c(118,58,42,35,27,25,21,19,18), lot2 = c(69,35,26,21,18,16,13,12,12));
lot=c(clotting$lot1,clotting$lot2);
uu=c(clotting$u,clotting$u);
x=uu;
y=lot;
n=length(y);
x=cbind(rep(1,n),x);
c=2;
neg_loglikehood=function(theta){
-1*(c*sum(log(x%*%theta))+(c-1)*sum(log(y))-c*sum(y*(x%*%theta)));
}
g=glm(lot ~ log(uu), family=Gamma);
optimization=optim(g$coef,neg_loglikehood)
and got the warning message:
Warning messages:
1: In log(x %*% theta) : NaNs produced
2: In log(x %*% theta) : NaNs produced
3: In log(x %*% theta) : NaNs produced
4: In log(x %*% theta) : NaNs produced
5: In log(x %*% theta) : NaNs produced
6: In log(x %*% theta) : NaNs produced
7: In log(x %*% theta) : NaNs produced
8: In log(x %*% theta) : NaNs produced
However, everything in the x %*% theta matrix is positive:
x %*% theta
[,1]
[1,] 0.01515921
[2,] 0.01909599
[3,] 0.02303277
[4,] 0.02696955
[5,] 0.03484312
[6,] 0.04271668
[7,] 0.05846380
[8,] 0.07421093
[9,] 0.08995805
[10,] 0.01515921
[11,] 0.01909599
[12,] 0.02303277
[13,] 0.02696955
[14,] 0.03484312
[15,] 0.04271668
[16,] 0.05846380
[17,] 0.07421093
[18,] 0.08995805
and it also gave me the minimizer below:
theta=optimization$par
theta
(Intercept) log(uu)
0.0112224301 0.0007873562
Can anyone tell me why the I that warning message?
Thank you very much.
93354504 wrote:> clotting <- data.frame(u = c(5,10,15,20,30,40,60,80,100), lot1 > c(118,58,42,35,27,25,21,19,18), lot2 = c(69,35,26,21,18,16,13,12,12)); > lot=c(clotting$lot1,clotting$lot2); > uu=c(clotting$u,clotting$u); > x=uu; > y=lot; > n=length(y); > x=cbind(rep(1,n),x); > c=2; > neg_loglikehood=function(theta){ > -1*(c*sum(log(x%*%theta))+(c-1)*sum(log(y))-c*sum(y*(x%*%theta))); > } > g=glm(lot ~ log(uu), family=Gamma); > optimization=optim(g$coef,neg_loglikehood) > > > > > and got the warning message: > > Warning messages: > 1: In log(x %*% theta) : NaNs produced > 2: In log(x %*% theta) : NaNs produced > 3: In log(x %*% theta) : NaNs produced > 4: In log(x %*% theta) : NaNs produced > 5: In log(x %*% theta) : NaNs produced > 6: In log(x %*% theta) : NaNs produced > 7: In log(x %*% theta) : NaNs produced > 8: In log(x %*% theta) : NaNs producedThe functions evaluates to negative or zero values during the iterations of your optimization. Uwe Ligges> > However, everything in the x %*% theta matrix is positive: > > x %*% theta > [,1] > [1,] 0.01515921 > [2,] 0.01909599 > [3,] 0.02303277 > [4,] 0.02696955 > [5,] 0.03484312 > [6,] 0.04271668 > [7,] 0.05846380 > [8,] 0.07421093 > [9,] 0.08995805 > [10,] 0.01515921 > [11,] 0.01909599 > [12,] 0.02303277 > [13,] 0.02696955 > [14,] 0.03484312 > [15,] 0.04271668 > [16,] 0.05846380 > [17,] 0.07421093 > [18,] 0.08995805 > > and it also gave me the minimizer below: > > theta=optimization$par > theta > (Intercept) log(uu) > 0.0112224301 0.0007873562 > > Can anyone tell me why the I that warning message? > Thank you very much. > > ______________________________________________ > R-help at r-project.org mailing list > stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.