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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
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:12.0) Gecko/20120430 Thunderbird/12.0.1

Hi,

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.

Cheers,

Juan Pablo

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

    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.



Attachment: bfgsprog.c
Description: Text Data


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