> As I understand, when mle is given derivatives of the > log-likelihood, it checks the computed derivatives against its > own numerical derivatives at the first iteration. If they are > different, the program reports that there is a difference and > stops. This is a very useful test, but the diagnostic > information could be a bit more helpful. > > Would there be any problem in reporting the computed derivatives > and the numerical derivatives, because this would help the > programmer identify where the error in programming the > derivatives has occurred?

Yes, we could offer some more information; I'll think about how to do that. Our check is by courtesy of the minpack function chkder -- you can read the documentation for that function at