[R] initial value in 'vmmin' is not finite

[Prof Brian Ripley]

On Wed, 28 Jan 2009, June Wong wrote:

>
> Dear r helpers
>
> I run the following code for nested logit and got a message that
>
> Error in optim(c(0, 0, 0, 0, 0.1, -2, -0.2), fr, hessian = TRUE, method = "BFGS") :   initial value in 'vmmin' is not finite
> What does this mean? and how can I correct it?

It means that your function at your starting values is evaluating to a 
non-finite value (+/-Inf, NA, NaN).

Your example is unreadable, and we don't have the file so cannot help 
you debug this.

>
> Thank you
> June
>
>> yogurt = read.table("yogurtnp.csv", header=F,sep=",")> attach(yogurt)> dim(yogurt)[1] 12784    25> choice = yogurt[,2:5]> price=yogurt[,14:17]> feature=yogurt[,6:9]> n = nrow(yogurt)> constant = rep(1,each=n)> yop=cbind(constant,feature[,1],price[,1])> dan=cbind(constant,feature[,2],price[,2])> hil=cbind(constant,feature[,3],price[,3])> wt=cbind(feature[,4],price[,4])> > fr <- function(x) { + x1 = x[1]+ x2 = x[2]+ x3 = x[3]+ x4 = x[4]+ x5 = x[5]+ x6 = x[6]+ x7 = x[7]+ con1 = rbind(x[1],x[5],x[6])+ con2 = rbind(x[2],x[5],x[6])+ con3 = rbind(x[3],x[5],x[6])+ con4 = rbind(x[5],x[6])+ rho=exp(x[7])/(1+exp(x[7]))+ ey = exp((yop%*%con1)/rho)+ ed = exp((dan%*%con2)/rho)+ eh = exp((hil%*%con3)/rho)+ ew = exp((wt%*%con4)/rho)+ ev = ey+ed+eh+ew+ den=(ey+ed+eh+ew)+ iv = rho*log(den)+ pp=exp(x[4]+iv)/(1+exp(x[4]+iv))+ pr1 =pp* ey/den+ pr2 =pp* ed/den+ pr3 =pp* eh/den+ pr4 =pp* ew/den+ pnp=1/(1+exp(x[4]+iv))+ likelihood = (pnp*yogurt[,1])+(pr1*yogurt[,2])+(pr2*yogurt[,3])+(pr3*yogurt[!
 ,!
> 4])+(pr4*yogurt[,4])+ lsum = log(likelihood)+ return(-colSums(lsum))+ }> p = optim(c(0,0,0,0,0.1,-2,-0.2),fr, hessian = TRUE, method = "BFGS")Error in optim(c(0, 0, 0, 0, 0.1, -2, -0.2), fr, hessian = TRUE, method = "BFGS") :   initial value in 'vmmin' is not finite
>
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-- 
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)
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