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tp4473408p4473408
2012 Mar 14
2
Maximization problem in the optim function
Dear R Users
I am maximizing a user defined log likelihood function. It includes variance
parameter (sigma). I used R function optim with BFGS maximization method.
However, it stops before the solution saying ?sqrt(sigma): NaNs produced?
Could anybody know a proper transformation for sigma which can be passed in
the function? For the correlation parameter I used Fishers? transformation
so it