On Sun, 29 Nov 2009, Berend Hasselman wrote:
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.
Agreed, I'll do that.
Allin.