[R] invalid function value in 'nlm' optimizer

Hanze Zhang kevin511511 at gmail.com
Tue Apr 28 08:43:31 CEST 2015


Hi, R users,


I am using nlm function to get the MLE of parameter alpha and lambda from a
 parametric survival model (Weibull distribution). However, this message
always came out: ' invalid function value in 'nlm' optimizer'. Could anyone
help me? Code is

project<-read.table(file="C://data.txt", header=T, as.is=T)
names(project)
attach(project)

x<-time
delta<-ind


# -log likelihood
#alpha<-theta[1]
#lambda<-theta[2]
ln<-function(theta)
  {

 -sum(delta)*log(theta[1]*theta[2])-sum(delta)*(theta[1]-1)*log(x[delta==1])+theta[2]*sum(x^theta[1])
}

#MLE
nlm(ln,theta<-c(1,1),hessian=TRUE)


Thanks!

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