Displaying 1 result from an estimated 1 matches for "neg2loglikelihood".
2011 Aug 14
2
Scaling problem in optim()
...the function optim and I get the error message ABNORMAL_TERMINATION_IN_LNSRCH. Reason for this could be a scaling problem. Thus, I used parscale in order to scale the parameters. But I still have the error message. For example, with parscale=c(rep(1,n), 0.01,1,0.01):
return(optim(c(mu1,b,k,phi), neg2loglikelihood, method = "L-BFGS-B",
lower=c(rep(-1,n),1e-5,1e-5,1e5)
,upper=c(rep(5,n),1.29,100,1.9),control=list(parscale=c(rep(1,n), 0.01,1,0.01))
)
)
>$par
[1] 0.9684324 0.9618763 0.9632684 0.9667272 0.9596587 0.9661914
[7] 0.9731076 0.9684477 0....