[R] using near-zero probabilities in optimization
Benedikt Gehr
benedikt.gehr at ieu.uzh.ch
Tue Mar 9 16:21:56 CET 2010
Hi there
I am using mle2 for a multinomial likelihood optimization problem. My
function works fine when I'm using simulated data, however my cell
probabilities of the true data for the multinomial likelihood are
sometimes very small (in some cases <0.00...) and the estimated point
estimates fit the true vlaues quite poorly. Is there a way how to handle
near zero probabilities in maximum likelihood optimization?
Thanks a lot for the help
best wishes
Benedikt
More information about the R-help
mailing list