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Re: [Help-gsl] problems with BFGS

From: Claudio Tablada
Subject: Re: [Help-gsl] problems with BFGS
Date: Sun, 17 Jun 2012 13:58:03 -0300
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Thank you for his response. I attach the program in c for details.

El 17/06/12 10:12, Juan Pablo Amorocho D. escribió:
Hola Claudio,

Without the code and concrete problem is very difficult to say anything about your question.


Juan Pablo

2012/6/17 Claudio Tablada <address@hidden <mailto:address@hidden>>


    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.

Attachment: bfgsprog.c
Description: Text Data

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