On 29-11-2009, at 18:06, Allin Cottrell wrote:
;-) This is a subtle bug (if it's a bug; I'm not sure) with an
easy workaround. With the initialization
scalar alpha = 0.4
scalar beta = 0
The "check" condition -- alpha>0 && beta>0 -- is violated on the
first iteration. Therefore the formula for "ll" comes down to
ll = NA
This generates a scalar value, which is not allowed in the mle
context. The fix is to initialize such that the check is
satisfied on the first round, e.g.
scalar beta = 0.001
I should have seen that.
I don't think you can call this a bug.
But a different error message (got scalar, expected <...> for likelihood in mle )
would be nice.
Berend