[R-sig-ME] [R] NLMINB() produces NaN!

Ravi Varadhan RVaradhan at jhmi.edu
Wed May 6 20:59:14 CEST 2009


Can you provide a little more information about your problem?

If you are trying to find a local maximum of "maxphi", then you need to tell
that to optim(),.  It tries to find a local minimum by default.  You can do
this via the `fnscale' control parameter (control = list(fnscale = -1)).

If this still does not work, try the function spg() in the "BB" package.



Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html



-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of H c
Sent: Wednesday, May 06, 2009 2:19 PM
To: r-sig-mixed-models at r-project.org; r-help at r-project.org
Subject: [R] NLMINB() produces NaN!

I am having the same problem as one Rebecca Sela(see bellow).

On 21/12/2007 12:07 AM, Rebecca Sela wrote:
>* I am trying to optimize a likelihood function using NLMINB.  After 
>running without a problem for quite a few iterations (enough that my 
>intermediate output extends further than I can scroll back), it tries a 
>vector of parameter values NaN.  This has happened with multiple Monte 
>Carlo datasets, and a few different (but very similar) likelihood 
>functions.  (They are complicated, but I can send them to someone if 

Instead I try to use optim() for my optimization needs but it fails when
finding the 0/0:


Error in optim(c(phi[, k]), maxphi, lower = 0.01, upper = 0.99, method =
"L-BFGS-B") :
  L-BFGS-B needs finite values of 'fn'
In addition: There were 50 or more warnings (use warnings() to see the first


Any suggestions?

Harlan Campbell

McGIll University

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