[R] Likelihood returning inf values to optim(L-BFGS-B) other options?

[r at micom-solutions.de]

Dear R-help list,

I am working on an optimization with R by evaluating a likelihood  
function that contains lots of Gamma calculations (BGNBD: Hardie Fader  
Lee 2005 Management Science). Since I am forced to implement lower  
bounds for the four parameters included in the model, I chose the  
optim() function mith L-BFGS-B as method. But the likelihood often  
returns inf-values which L-BFGS-B can't deal with.

Are there any other options to implement an optimization algorithm  
with R accounting for lower bounds and a four parameter-space?

Here is the error message I receive (german):
--
> out=optim(c(.1,.1,.1,.1),fn,method="L-BFGS-B",lower=c(.0001,.0001,.0001,.0001,.0001))
Fehler in optim(c(0.1, 0.1, 0.1, 0.1), fn, method = "L-BFGS-B", lower  
= c(1e-04,  :
	L-BFGS-B benötigt endliche Werte von 'fn'
Zusätzlich: Es gab 50 oder mehr Warnungen (Anzeige der ersten 50 mit  
warnings())
--
And this is the likelihood function:
--
fn<-function(p) {
     A1=(gamma(p[1]+x)*p[2]^p[1])/(gamma(p[1]))
     A2=(gamma(p[3]+p[4])*gamma(p[4]+x))/(gamma(p[4])*gamma(p[3]+p[4]+x))
     A3=(1/(p[2]+Tvec))^(p[1]+x)
     A4=(p[3]/(p[4]+x-1))*((1/(p[2]+t_x))^(p[1]+x))
     ll=sum(log(A1*A2*(A3+flag*A4)))
     return(ll)
}

Thank you very much for your help in advance!

Best regards,

Michael