[R] NaN produced from log() with positive input

[Maram Salem]

Dear Arne,
Will do. Thanks for helping.
Maram

Sent from my iPhone

> On Jul 12, 2015, at 8:23 AM, Arne Henningsen <arne.henningsen at gmail.com> wrote:
> 
> Dear Maram
> 
>> On 8 July 2015 at 17:52, Maram Salem <marammagdysalem at gmx.com> wrote:
>> Dear Arne,
>> 
>> On a second thought, as per your mail "the warning messages occur each time,
>> when maxLik() tries to calculate
>> the logLik value for theta[1] <= 0, theta[1] + theta[2] <= 0, theta[3] <= 0
>> or something similar."
>> 
>> The component of the theta vector are all indeed strictly positive, and the
>> initial values I used are c(40,50,2). and this means that " theta[1] > 0,
>> theta[1] + theta[2] > 0, and theta[3] > 0 ".  These initial values are the
>> parameter values that were used for generating the data (the C and T
>> vectors). That's why I don't know why the warnings occur in the first place
>> and why the estimates are far away from the initial values.a
>> Any suggestions?
> 
> - don't send your messages twice;
> 
> - do what I suggested in my previous e-mail;
> 
> - increase the number of observations;
> 
> - check your log-likelihood function;
> 
> - use an optimisation algorithm that does not use derivatives;
> 
> - use numeric derivatives in the optimisation;
> 
> - check your function for returning the derivatives of the
> log-likelihood function, e.g. with compareDerivatives();
> 
> - check the data generating process
> 
> Best regards,
> Arne
> 
> -- 
> Arne Henningsen
> http://www.arne-henningsen.name