This is the code that was attached. I arrived in the copy sent to my email address:
#------------------ L1=function(X){ B1=X[1] C1=X[2] B2=X[3] C2=X[4] mu=X[5] S=-(B1*(C1^x)*((C1^v)-1)/log(C1)) +(d2*log(B1*(C1^(x+v)))) -(B2*(C2^y)*((C2^v)-1)/log(C2)) +(d1*log(B2*(C2^(y+v)))) -(v*mu) +(d3*log(mu)) return(sum(S)) } L2=function(X){ B3=X[1] C3=X[2] sum(-(B3*(C3^(x+u1)-C3^(x))) + h1*log(B3*C3^(x+u1))) } L3=function(X){ B4=X[1] C4=X[2] sum(-(B4*(C4^(y+u2)-C4^(y))) + h2*log(B4*C4^(y+u2))) } L=function(X){ B1=X[1] C1=X[2] B2=X[3] C2=X[4] mu=X[5] B3=X[6] C3=X[7] B4=X[8] C4=X[9] L=L1(c(B1,C1,B2,C2,mu)) +L2(c(B3,C3)) +L3(c(B4,C4)) -L } Sol=nlminb(c(7.741*10^(-7),1.155,2.422*10^(-5),1.0889,.001307,2.51*10^(-5),1.0712,3.7654*10^(-4),1.0561),L, lower=c(7.000*10^(-7),1.055,2.122*10^(-5),1.0689,.001107,2.13*10^(-5),1.0088,3.5437*10^(-4),1.0612), upper=c(1.0299*10^(-6),1.214,2.822*10^(-5),1.0989,.015407,2.77*10^(-5),1.1888,3.8737*10^(-4),1.0812),control=list(iter.max=1500)) par=Sol$par optim(par,L,method="L-BFGS-B", lower=c(7.000*10^(-7),1.055,2.122*10^(-5),1.0689,.001107,2.13*10^(-5),1.0088,3.5437*10^(-4),1.0612), upper=c(1.0299*10^(-6),1.214,2.822*10^(-5),1.0989,.015407,2.77*10^(-5),1.0888,3.8737*10^(-4),1.0712),control=list(maxit=1500,pgtol=10^(-7)),hessian=TRUE) -- David. On Nov 19, 2013, at 12:09 PM, sofeira taajobian wrote: > Dear R Users > Hi, > > > I have very emergency problems in my programming about finding MLE > with optim command. I reproduced it with real data. I guess that my > function object in optim is very sensitive because it has power > function . > Then optim give me lower or initial values for estimates with these > warnings for Hessian matrix computation: > 1: In log(B2 * (C2^(y + v))) : NaNs produced > 2: In log(B3 * C3^(x + u1)) : NaNs produced > 3: In log(B4 * C4^(y + u2)) : NaNs produced > 4: In log(B1 * (C1^(x + v))) : NaNs produced > But I have in result a hessian matrix with only first (2*2) block and > other values are zero. > It would not be the problem of code lead to this. plz check the code > and data, I attach them with this email. hope it can reduce some > workload as copying and pasting. > > > what may lead to this and any possible way to solve it? any suggestion > are appreciated. Plz help me as soon as possible because I don’t have > enough time. > <data4.txt>______________________________________________ > 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. David Winsemius Alameda, CA, USA ______________________________________________ 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.