[R] Maximization problem in the optim function

[Niroshan]

Dear R Users


I am maximizing a user defined log likelihood function. It includes variance
parameter (sigma). I used R function optim with BFGS maximization method.
However, it stops before the solution saying “sqrt(sigma): NaNs produced”
Could anybody know a proper transformation for sigma which can be passed in
the function?  For the correlation parameter I used Fishers’ transformation
so it didn’t give any problems. I know we can use ‘L-BFGS-B’ method instead
of ‘BFGS’. However, it produces some non sensible estimates.

Thanks for taking time


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