[R] Error in integrate(integrand, 0, Inf) : non-finite function value

[Jeff Newmiller]

That is an intrinsic part of nonlinear optimization. Choose your starting point wisely.
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Sent from my phone. Please excuse my brevity.

stats12 <skarmv at gmail.com> wrote:

>Hi,
>
>Thank you for your comment. I worked on the code again and was able to
>make
>it work. The only problem I am having right now is that nlm depends on
>the
>initial value.  
>
>When the initial value is 1, I get the following estimates
>0.1230414 19.6271029
>
>when it is 2, I get the following
>29.46874 20.01679
>
>
>
>d<-matrix(c(1,1,0,0,0,0,0,0,2,1,0,0,1,1,0,1,2,2,1,0),nrow=10,ncol=2) 
>h<-matrix(runif(20,0,1),10) 
>delta<-matrix(c(2,1,0,1,0,1,0,0,2,1,0,0,1,1,1,1,0,2,1,0),nrow=10,ncol=2)
>
>
>out<-vector("numeric",length(1:2)) 
>integ<-vector("numeric",length(1:10)) 
>
>for (k in 1:2){ 
>ll<-function(p){ 
>cmh<-delta[,k]*(h[,k]*log(0.5))+p*log(gamma(1+1/p)) 
>for(s in 1:10){ 
>integrand<-function(x)
>x^d[s,k]*exp(-x*gamma(1+1/p))^p*p*x^(p-1)*exp(-x*h[s,k]) 
>integ<-integrate(integrand,0,Inf)$value 
>return(integ)
>}
>
>lik<-sum(cmh+log(integ)) 
>-lik 
>} 
>initial<-c(1) 
>t<-nlm(ll,initial) 
>out[k]<-t$estimate 
>} 
>
>est<-as.vector(out)
>
>
>
>
>
>
>
>
>--
>View this message in context:
>http://r.789695.n4.nabble.com/Error-in-integrate-integrand-0-Inf-non-finite-function-value-tp4646868p4646896.html
>Sent from the R help mailing list archive at Nabble.com.
>
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