[R] Confidence interval on parameters from optim function

[Arun.stat]

Regrading your second question, I guess somehow you get undefined value like
logarithm of zero of your target function for some unfortunate parameter
values in the parameter space.



Devred, Emmanuel wrote:
> 
> Hi everyone,
> 
> I have two questions:
> 
> I would like to get confidence intervals on the coefficients derived
> from the optim() function.
> I apply optim() to a given function f
>> res <-
> optim(c(0.08,0.04,1.),f,NULL,method="L-BFGS-B",lower=c(0.,0.,0.))
> And I would like to get the p-value and confidence intervals associated
> with 
>> res$par
> 
> My second question deals with error message. I am doing a loop with the
> optim() function in it, when I get an error message like below, the loop
> is stopped, however I would like to change my initial values to avoid
> this error message and keep the loop going, so if it crashes when I am
> away the program can still run, any idea ?
> 
> Error in optim(c(0.08, 0.04, 1), f, NULL, method = "L-BFGS-B", lower =
> c(0,  : 
>   L-BFGS-B needs finite values of 'fn'
> 
> Thank you for any information on these two problems.
> 
>   Emmanuel
> 
> -------------------------------------------
> Dr. Emmanuel Devred
> Bedford Institute of Oceanography,
> 1 Challenger Drive,
> Dartmouth, Nova Scotia, B2Y 4A2,
> Canada
> 
> Ph:  (1) 902 426-4681
> Fax: (1) 902 426-9388
> 
> devrede at mar.dfo-mpo.gc.ca
> 
> http://myweb.dal.ca/edevred/
> -------------------------------------------
> 
> 
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
> 

-- 
View this message in context: http://www.nabble.com/Confidence-interval-on-parameters-from-optim-function-tp25044388p25046772.html
Sent from the R help mailing list archive at Nabble.com.