[R] maximum likelihood estimation of 5 parameters

Prof Brian Ripley ripley at stats.ox.ac.uk
Fri Jan 5 16:53:42 CET 2007


On Fri, 5 Jan 2007, francogrex wrote:

[quoting Ingmar Vissar without attribution, contrary to the posting 
guide.]

> Franco,
> You can provide lower and upper bounds on the parameters if you use optim
> with method="L-BFGS-B".
> Hth, Ingmar
>
> Thanks, but when I use L-BFGS-B it tells me that there is an  error in
> optim(start, f, method = method, hessian = TRUE, ...) : L-BFGS-B needs
> finite values of 'fn'

It sounds as if you have ignored the advice to scale the problem via 
control options 'fnscale' and 'parscale'.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595



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