Hi R users,

I am using the optim funciton to maximize a log likelihood function.  My
code is as follows:

p<-optim(c(-0.2392925,0.4653128,-0.8332286,     0.0657, -0.0031, -0.00245,
3.366, 0.5885, -0.00008,
           0.0786,-0.00292,-0.00081, 3.266, -0.3632, -0.000049,    0.1856,
0.00394, -0.00193, -0.889, 0.5379, -0.000063,
           0.213, 0.00338, -0.00026, -0.8912, -0.3023, -0.000056), f, method
="BFGS", hessian =TRUE, y=y,X=X,W=W)
After I ran the code, I got the following results:
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
> p
$par
 [1]  2.235834e-02  1.282826e-01 -3.786014e-01  7.422526e-02  3.037931e-02
-2.570156e-03  3.365872e+00  2.618893e-01 -1.987859e-06
[10]  7.970083e-02  2.878574e-03 -1.391019e-03  3.265966e+00 -4.153697e-01
-3.185684e-03  1.833200e-01 -7.247683e-03 -3.156813e-03
[19] -8.889219e-01  6.208612e-01  2.678643e-04  2.183787e-01  2.715062e-02
2.943905e-04 -8.913260e-01 -5.100482e-01 -3.477559e-04

$value
[1] -932.1423

$counts
function gradient
    1439      100

$convergence
[1] 1
$message
NULL

$hessian  ( I omitted the approximation results for the hessian here to save
space)
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

The error code 1 for convergence shown above means that the iteration limit
maxit had been reached.  How can I fix this problem and achieve convergence
for my optimization problem?  Can I increase the number of maxit so that
convergence might occur?

Thanks for your help.  If more information is needed, please let me know.

Maomao

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