Dear All:
I used optim() to minimise the loglikelihood function for fitting data to
negative binomial distribution. But there initial value of log-likelihood and
iteration 10 value are reasonable. for example:
initial value 1451657.994524
iter 10 value 47297.534905
iter 20 value -623478636.8236478
Then the iter 20 vlaue suddelnly changes to a negative value and in the end the
error mesage is
"non finite finite different [13]"
Has any one have this experience of what the wrong is?
Thanks!
Xin
My function is:
function (parameters,y,x1,x3)
{
alpha<-parameters[1:10];
beta<-parameters[11];
g<-parameters[12];
theta<-parameters[13];
j=x3
p=alpha[j]*(x1^beta)*exp(-g*x1)
ifelse(x1>0,
L<-lgamma(y+p)+p*log(theta)+y*(log(1-theta))-lfactorial(y)-lgamma(p)
,Inf)
L
}
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