Hi, Thank you for your comment. I worked on the code again and was able to make it work. The only problem I am having right now is that nlm depends on the initial value.
When the initial value is 1, I get the following estimates 0.1230414 19.6271029 when it is 2, I get the following 29.46874 20.01679 d<-matrix(c(1,1,0,0,0,0,0,0,2,1,0,0,1,1,0,1,2,2,1,0),nrow=10,ncol=2) h<-matrix(runif(20,0,1),10) delta<-matrix(c(2,1,0,1,0,1,0,0,2,1,0,0,1,1,1,1,0,2,1,0),nrow=10,ncol=2) out<-vector("numeric",length(1:2)) integ<-vector("numeric",length(1:10)) for (k in 1:2){ ll<-function(p){ cmh<-delta[,k]*(h[,k]*log(0.5))+p*log(gamma(1+1/p)) for(s in 1:10){ integrand<-function(x) x^d[s,k]*exp(-x*gamma(1+1/p))^p*p*x^(p-1)*exp(-x*h[s,k]) integ<-integrate(integrand,0,Inf)$value return(integ) } lik<-sum(cmh+log(integ)) -lik } initial<-c(1) t<-nlm(ll,initial) out[k]<-t$estimate } est<-as.vector(out) -- View this message in context: http://r.789695.n4.nabble.com/Error-in-integrate-integrand-0-Inf-non-finite-function-value-tp4646868p4646896.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.