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2007 Mar 06
1
optim(), nlminb() and starting values
...obtains different results... I use the "L-BFGS-B" method setting the lower values as 1e-06, because my parameters must be strictly positive. Also tried a log() transformation to ensure that my parameters are positive. Don't know if this is useful in this case... (also with notLog and notExp functions of mgcv package) the function nlminb( ) also have the same problems. ¿Is there any thing I'm not considering? I mean other methods instead of "L-BFGS-B"? How can I do to take a strategy to begin with "good" starting values? Thanks in advance Dae-Jin PS: I...