Hello to all,
I have been using an optim with the following call:
optim(param_ini,fun_errores2,Precio_mercado=Precio,anos_pagosE2=anos_pagos,control=list(maxit=10000,reltol=1e-16))
depending on the intial values I'm getting the same solution but once I get
the convergence message=10 (no convergence) and for the others I get
convergence message = 0
Solution1:
$par
beta1 beta2 beta3 lambda
beta1 0.06537061 0.001474821 -0.0759236 0.5
$e2
[1] 74.84273
$conv
[1] 0
$v
[1] 74.84273
Solution2:
$par
beta1 beta2 beta3 lambda
1 0.06537061 0.001474822 -0.0759236 0.5
$e2
[1] 74.84273
$conv
[1] 10
$v
[1] 74.84273
My intuition tells me the correct solution is no convergence. Does anybody
know why this might be happening.
Thank you
Felipe Parra
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