"Fminunc cannot continue" Error with gamma function
1 visualización (últimos 30 días)
Mostrar comentarios más antiguos
Yasin Simsek
el 21 de Ag. de 2019
Comentada: Yasin Simsek
el 21 de Ag. de 2019
I am trying to minimize minus likelihood function for the ML estimation. I get the following error: "Objective function is undefined at initial point. Fminunc cannot continue."
Part of my code is that,
likelihoods(i) = - R2(i)/(2*K(i)*sigma^2) - (v0 + v1*K(i)) + V(i)*log(v0 + v1*K(i))/c - ...
log(2*K(i)*sigma^2)/2 - log(gamma(V(i)/c + 1));
The problem is coming from the part " gamma(..) " because it is about factorials and the array V contains bigger numbers matlab compute it as infinity. So it gave me above error. I deal with this difficulty by scaling the array V by 10^-9. Is there any way to handle with this trouble?
0 comentarios
Respuesta aceptada
David Goodmanson
el 21 de Ag. de 2019
Hi Yasin,
You can use the gammaln function which is tailor made for this situation.
Más respuestas (0)
Ver también
Categorías
Más información sobre Global Optimization Toolbox en Help Center y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!