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[Help-gsl] problems with BFGS


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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