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Re: [Help-gsl] problems with BFGS
From: |
Juan Pablo Amorocho D. |
Subject: |
Re: [Help-gsl] problems with BFGS |
Date: |
Sun, 17 Jun 2012 15:12:03 +0200 |
Hola Claudio,
Without the code and concrete problem is very difficult to say anything
about your question.
Cheers,
Juan Pablo
2012/6/17 Claudio Tablada <address@hidden>
> Hi,
>
> I am trying to maximize a -log likelihood function of a Birnbaum-Saunders
> distribution with two parameters using BFGS and Monte Carlo. I have the
> samples generates using gsl_ran_gaussian_ziggurat and later transforming
> for the Birnbaum-Saunders distribution. The problem is that for some values
> of the sample the algorithm converges and for other values it results in
> NaN. Thanks in advanced.
>
>