similar to: Error message when using 'optim' for numerical maximum likelihood

Hello all, I am trying to produce the closed-form Ait-Sahalia approximation to the log-likelihood function of a diffusion process but the function arguments I am passing to the function result in NaN being returned. I've checked the 'Transform','S' and 'M' functions and the problem doesn't seem to be with these. Does anyone have any ideas why this isn't working?

Dear mailing list, I would like to use the optim() command in order to maximize the logged likelihood of the following function, where p is the parameter of interest and should be constrained between 0 and positive infinity. y = 1/2 * ((te - x)/(te - tc))^p x and y are given by x <- c(5.18, 6.28, 7.00, 7.08, 7.54, 7.90, 8.24, 8.64, 12.17, 12.89, 14.27, 15.38, 15.80, 16.46, 20.41, 21.27,

Hello, I am trying to plot confidence bands on the mean and prediction bands for the following nonlinear regression, using maximum likelihood via optim. A toy example with data and code of what I am trying to accomplish is: VOL<-c(0.01591475, 1.19147935 ,6.34102460, 53.68809287, 91.90143074, 116.21397007, 146.41843056, 215.64535337, 256.53149673, 315.73609232) Age <-c(1.622222, 2.833333

Dear all, I wanted to let you know about four phylogenetic comparative methods (PCM) packages that have become available on (3 on CRAN and 1 on GitHub) recently that hopefully will be interesting to somebody. Three of them go significantly beyond the Brownian motion (BM) and Ornstein-Uhlenbeck (OU) processes. 1) There is a new version of mvSLOUCH available. The most important change is that the

Dear all, I wanted to let you know about four phylogenetic comparative methods (PCM) packages that have become available on (3 on CRAN and 1 on GitHub) recently that hopefully will be interesting to somebody. Three of them go significantly beyond the Brownian motion (BM) and Ornstein-Uhlenbeck (OU) processes. 1) There is a new version of mvSLOUCH available. The most important change is that the

We have a 3TB external USB drive that I am trying to attach to some CentOS5 servers. I have tried an older Dell PE1950 and a newer R310 but neither one seems to be able to read the drive. It works no problem on windows servers/workstations and I was able to format with NTFS. I know there are different methods for formatting large disks but this one doesn't even seem to show up as a /dev/

we have CENTOS 5.5 on X86. I tried to create a "raw partition" (NOT FS) on a disk and it continue to show "ext3". How can I get ride of it? === procedures===== # parted /dev/sde GNU Parted 1.8.1 Using /dev/sde Welcome to GNU Parted! Type 'help' to view a list of commands. (parted) p Model: DELL PERC

Hi, WARNING: Long post ahead I have an issue when starting multipathd. The kernel complains about "blk_cloned_rq_check_limits: over max segments limit". The server in question is configured for KVM hosting. It boots via iBFT to an iSCSI volume. Target is COMSTAR and underlying that is a ZFS volume (100GB). The server also has two infiniband cards providing four (4) more paths over SRP

On Thu, Aug 16, 2012 at 10:37 AM, Carl Norum <carl at lytro.com> wrote: > > On Aug 15, 2012, at 11:56 PM, Eli Friedman wrote: > >> On Wed, Aug 15, 2012 at 10:17 PM, Carl Norum <carl at lytro.com> wrote: >>>> -march=mips32r2 >>>> -mtune=4kem >>>> -msoft-float >>>> -EL >>>> >>>> -Xclang

I get the following error: Error in backSpline.npolySpline(sp) : spline must be monotone Has anyone had this error before? any ideas on a workaround? > > vols=read.csv(file="C:/Documents and Settings/Hugh/My > Documents/PhD/Swaption vols.csv" + , header=TRUE, sep=",") > X<-ts(vols[,2]) > #X > > > dcOU<-function(x,t,x0,theta,log=FALSE){ +

Hi there, I am trying to run the following code: > dcOU<-function(x,t,x0,theta,log=FALSE){ + Ex<-theta[1]/theta[2]+(x0-theta[1]/theta[2])*exp(-theta[2]*t) + Vx<-theta[3]^2*(1-exp(-2*theta[2]*t))/(2*theta[2]) + dnorm(x,mean=Ex,sd=sqrt(Vx),log=log) + } > OU.lik<-function(theta1,theta2,theta3){ + n<-length(X) + dt<-deltat(X) +

I did some additional testing - I stopped Kafka on the host, and kicked off a disk check, and it ran at the expected speed overnight. I started kafka this morning, and the raid check's speed immediately dropped down to ~2000K/Sec. I then enabled the write-back cache on the drives (hdparm -W1 /dev/sd*). The raid check is now running between 100000K/Sec and 200000K/Sec, and has been for several

Sincerely, Jeffrey Todd Lins Executive Director Quantitative Analysis Saxo Bank A/S (Sent from my BlackBerry) ----- Original Message ----- From: r-sig-finance-bounces at stat.math.ethz.ch <r-sig-finance-bounces at stat.math.ethz.ch> To: r-help <R-help at stat.math.ethz.ch>; r-sig-finance at stat.math.ethz.ch <r-sig-finance at stat.math.ethz.ch> Sent: Wed Apr 02 06:49:54 2008

On Aug 15, 2012, at 11:56 PM, Eli Friedman wrote: > On Wed, Aug 15, 2012 at 10:17 PM, Carl Norum <carl at lytro.com> wrote: >>> -march=mips32r2 >>> -mtune=4kem >>> -msoft-float >>> -EL >>> >>> -Xclang -triple -Xclang mipsel-sde-elf >>> -Xclang -mrelocation-model -Xclang static >>> >>>

greetings one and all. when attempting to install centos 6.8 to an i386 mid tower, during setup of hard disk partitions, selection is for /dev/sde. if continued, after reboot, error is displayed after 'welcome to centos'. lines read: Checking filesystem fsck.ext4: no such file or directory while trying to open /dev/sda3 /dev/sda3: The superblock could not be read or does not describe a

Hi, i have a system with /dev/sda - System Hard Drive /dev/md0 - SoftwareRaid 5 for Data with /dev/sdb /dev/sdc /dev/sdd Now i have one more in a removeable frame for Backup /dev/sde /dev/md0 is forwarded to an Samba-Domain for Data service in the network. What''s the best way to sync the data from /dev/md0 to /dev/sde ? is a domain hotplug able ? So when i plug in /dev/sde,

Is there an equivalent to MPlus's Full Information Maximum Likelihood (FIML) missing data estimator for R? If so, is there a way to take covariance structures produced by such a package and perform multiple regression with these? If you are unfamiliar with Mplus' FIML below is a link to their manual. Their estimation technology is discussed on page 25. I have asked the developer of the

Hello, I'm trying to calculate the Maximum likelihood estimators for a dataset which contains censored data. I started by using the function "nlm", but isn't there a separate method for doing this for e.g. the "weibull" and the "log-normal" distribution? Thanks, Olivia [[alternative HTML version deleted]]

I'm trying to estimate the parameters for GARCH(1,1) process. Here's my code: loglikelihood <-function(theta) { h=((r[1]-theta[1])^2) p=0 for (t in 2:length(r)) { h=c(h,theta[2]+theta[3]*((r[t-1]-theta[1])^2)+theta[4]*h[t-1]) p=c(p,dnorm(r[t],theta[1],sqrt(h[t]),log=TRUE)) } -sum(p) } Then I use nlminb to minimize the function loglikelihood: nlminb(

Have a look at ?optim. I don't think it has the BHHH algorithm as an option, though. =========================================== David Barron Jesus College University of Oxford -----Original Message----- From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Harold Doran Sent: 10 July 2003 15:43 To: Fohr, Marc [AM]; R-help at stat.math.ethz.ch