Displaying 2 results from an estimated 2 matches for "mmar86".
2012 Nov 05
1
Error message in nmkb()
Hallo together,
I am trying to use the nmkb() optimizer and I have problems using the
function, as it causes the following error message
Fehler (error)* in while (nf < maxfeval & restarts < restarts.max & dist >
ftol & :
Fehlender Wert (missing value)* , wo (where)* TRUE/FALSE n?tig ist (is
required)*
*translation
Do I need to adjust the control ?
2012 Nov 04
1
Struggeling with nlminb...
Hallo together,
I am trying to estimate parameters by means of QMLE using the nlminb
optimizer for a tree-structured GARCH model. I face two problems.
First, the optimizer returns error[8] false convergence if I estimate the
functions below. I have estimated the model at first with nlm without any
problems, but then I needed to add some constraints so i choose nlminb.