search for: argmax

Dear R-help list, I am working on an optimization with R by evaluating a likelihood function that contains lots of Gamma calculations (BGNBD: Hardie Fader Lee 2005 Management Science). Since I am forced to implement lower bounds for the four parameters included in the model, I chose the optim() function mith L-BFGS-B as method. But the likelihood often returns inf-values which L-BFGS-B

...nual flows drop in 1898 ## because the first Ashwan dam was built data("Nile") plot(Nile) ## test the null hypothesis that the annual flow remains constant ## over the years fs.nile <- Fstats(Nile ~ 1) plot(fs.nile, alpha=0.05) sctest(fs.nile) ## visualize the breakpoint implied by the argmax of the F statistics plot(Nile) lines(breakpoints(fs.nile)) In the second example, the authors state the presence of "at least" two breakpoints. When plotting the F-statistics using the following code, we see indeed two peaks in the F-statistics, that coincides with the dates given by th...

...ut here-------------------------------- kern.ostype: FreeBSD kern.osrelease: 6.1-RC kern.osrevision: 199506 kern.version: FreeBSD 6.1-RC #0: Tue Apr 11 07:26:47 UTC 2006 root@demi.projectbillboard.org:/usr/obj/usr/src/sys/DEMI kern.maxvnodes: 100000 kern.maxproc: 6164 kern.maxfiles: 12328 kern.argmax: 262144 kern.securelevel: -1 kern.hostname: blue.alerce.com kern.hostid: 0 kern.clockrate: { hz = 1000, tick = 1000, profhz = 666, stathz = 133 } kern.posix1version: 200112 kern.ngroups: 16 kern.job_control: 1 kern.saved_ids: 0 kern.boottime: { sec = 1144920666, usec = 903723 } Thu Apr 13 09:31:06...