[R-SIG-Finance] "Optimx" help

nserdar snes1982 at hotmail.com
Wed Oct 10 09:54:04 CEST 2012


Error Message:

fn is  Linn 
Function has  10  arguments
par[ 1 ]:  0   <? 0   <? 1     In Bounds           
par[ 2 ]:  0   <? 0   <? 1     In Bounds   In Bounds          
par[ 3 ]:  0   <? 0   <? 1     In Bounds   In Bounds   In Bounds         
par[ 4 ]:  -Inf   <? 1.001   <? Inf     In Bounds   In Bounds   In Bounds  
In Bounds        
par[ 5 ]:  -Inf   <? 1.001   <? Inf     In Bounds   In Bounds   In Bounds  
In Bounds   In Bounds       
par[ 6 ]:  -Inf   <? 1.001   <? Inf     In Bounds   In Bounds   In Bounds  
In Bounds   In Bounds   In Bounds      
par[ 7 ]:  -Inf   <? 1.001   <? Inf     In Bounds   In Bounds   In Bounds  
In Bounds   In Bounds   In Bounds   In Bounds     
par[ 8 ]:  -Inf   <? 1   <? Inf     In Bounds   In Bounds   In Bounds   In
Bounds   In Bounds   In Bounds   In Bounds   In Bounds    
par[ 9 ]:  -Inf   <? 1   <? Inf     In Bounds   In Bounds   In Bounds   In
Bounds   In Bounds   In Bounds   In Bounds   In Bounds   In Bounds   
par[ 10 ]:  -Inf   <? 1   <? Inf     In Bounds   In Bounds   In Bounds   In
Bounds   In Bounds   In Bounds   In Bounds   In Bounds   In Bounds   In
Bounds  
Error in optimx(init.par, Linn, gr = NULL, method = "L-BFGS-B", hessian =
TRUE,  : 
  Cannot evaluate function at initial parameters

My function:
 optimx(init.par,Linn,gr=NULL,method= "L-BFGS-B", hessian=TRUE, control =
list(trace=1,factr=1e3),lower=c(0,0,0,-Inf,-Inf,-Inf,-Inf,-Inf,-Inf,-Inf),upper=c(1,1,1,Inf,Inf,Inf,Inf,Inf,Inf,Inf))

How to solve this problem ?

Regards,
Serdar



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