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From: | Claudio Tablada |
Subject: | [Help-gsl] problems with BFGS |
Date: | Sun, 17 Jun 2012 09:59:56 -0300 |
User-agent: | Mozilla/5.0 (X11; Linux x86_64; rv:12.0) Gecko/20120430 Thunderbird/12.0.1 |
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.
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