[R] NaN as a parameter in NLMINB optimization

[Rebecca Sela]

I am trying to optimize a likelihood function using NLMINB.  After running without a problem for quite a few iterations (enough that my intermediate output extends further than I can scroll back), it tries a vector of parameter values NaN.  This has happened with multiple Monte Carlo datasets, and a few different (but very similar) likelihood functions.  (They are complicated, but I can send them to someone if desired.)

Is this something that can happen with NLMINB, perhaps because of a 0/0 in the gradient calculations?  Or is it unique to my code?

Thanks in advance!

Rebecca

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Rebecca Sela
Statistics Department/IOMS
Stern School of Business
New York University