Displaying 1 result from an estimated 1 matches for "minizimed".
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minimized
2011 Aug 16
2
Calibrating the risk free interest rate using nlminb
...00001
$objective
[1] -395.85
$convergence
[1] 0
$iterations
[1] 2
$evaluations
function gradient
3 4
$message
[1] "relative convergence (4)"
# But the risk free interest rate should not be negative, and the objective
function gives an negative values when in should be minizimed to 0.
# I then try adding the following to nlminb, as I understand it to set the
objective function to non-negative
nlminb(start=r, f, control = list(rel.tol=1e-20))
$par
[1] 0.02
$objective
[1] 0
$convergence
[1] 1
$iterations
[1] 0
$evaluations
function gradient
0 0
$messa...