Hi R users, I am using the optim funciton to maximize a log likelihood function. My code is as follows:
p<-optim(c(-0.2392925,0.4653128,-0.8332286, 0.0657, -0.0031, -0.00245, 3.366, 0.5885, -0.00008, 0.0786,-0.00292,-0.00081, 3.266, -0.3632, -0.000049, 0.1856, 0.00394, -0.00193, -0.889, 0.5379, -0.000063, 0.213, 0.00338, -0.00026, -0.8912, -0.3023, -0.000056), f, method ="BFGS", hessian =TRUE, y=y,X=X,W=W) After I ran the code, I got the following results: ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ > p $par [1] 2.235834e-02 1.282826e-01 -3.786014e-01 7.422526e-02 3.037931e-02 -2.570156e-03 3.365872e+00 2.618893e-01 -1.987859e-06 [10] 7.970083e-02 2.878574e-03 -1.391019e-03 3.265966e+00 -4.153697e-01 -3.185684e-03 1.833200e-01 -7.247683e-03 -3.156813e-03 [19] -8.889219e-01 6.208612e-01 2.678643e-04 2.183787e-01 2.715062e-02 2.943905e-04 -8.913260e-01 -5.100482e-01 -3.477559e-04 $value [1] -932.1423 $counts function gradient 1439 100 $convergence [1] 1 $message NULL $hessian ( I omitted the approximation results for the hessian here to save space) ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ The error code 1 for convergence shown above means that the iteration limit maxit had been reached. How can I fix this problem and achieve convergence for my optimization problem? Can I increase the number of maxit so that convergence might occur? Thanks for your help. If more information is needed, please let me know. Maomao [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.