Dear All:

    I used optim() to minimise the loglikelihood function for fitting data to negative binomial distribution. But there initial value of log-likelihood and iteration 10 value are reasonable. for example:
initial value 1451657.994524
iter 10 value 47297.534905
iter 20 value -623478636.8236478

Then the iter 20 vlaue suddelnly changes to a negative value and in the end the error mesage is 
"non finite finite different [13]"

   Has any one have this experience of what the wrong is?

  Thanks!

   Xin

My function is:

function (parameters,y,x1,x3)
{

alpha<-parameters[1:10];
beta<-parameters[11];
g<-parameters[12];
theta<-parameters[13];

j=x3

p=alpha[j]*(x1^beta)*exp(-g*x1)

ifelse(x1>0,

L<-lgamma(y+p)+p*log(theta)+y*(log(1-theta))-lfactorial(y)-lgamma(p)

,Inf)

L

}

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