Aptech Systems, Inc. Worldwide Headquarters
Aptech Systems, Inc.
2350 East Germann Road, Suite #21
Chandler, AZ 85286
Ready to Get Started?
For Pricing and Distribution
Training & Events
Step-by-step, informative lessons for those who want to dive into GAUSS and achieve their goals, fast.
Have a Specific Question?
Q&A: Register and Login
Premier Support and Platinum Premier Support are annually renewable membership programs that provide you with important benefits including technical support, product maintenance, and substantial cost-saving features for your GAUSS System or the GAUSS Engine.
Join our community to see why our users are considered some of the most active and helpful in the industry!
Where to Buy
Available across the globe, you can have access to GAUSS no matter where you are.
Recent Tagsapplications character vectors CMLMT Constrained Optimization covariance matrix datasets dates dlibrary dllcall error error codes errors Excel FANPACMT file i/o floating network GAUSS Engine graphics GUI hotkeys installation Java API license licensing linux loading data loops matrices matrix manipulation Maxlik MLMT operators OPMT optimization Optmum PQG graphics procs random numbers simgauss string functions strings structures threading Time Series writing data
Time Series 2.0 MT
Find out more now
Time Series MT 2.1
feasible step length in constrained maximum likelihood produces problems with gamma function
I’m using Constrained Maximum Likelihood (CML) and want to optimize a function which involves that the parameter is plugged into a gamma function. I have constraints in place that force the coefficients to be larger than 0 (using cml_bounds). Now, as soon as I get the message “no feasible step length found” either GAUSS crashes (this is what is happening with version12) or I get a message saying that gamma function got a non-postive parameter supplied and the program terminates (when trying it out with an earlier version). Could someone please explain what exactly happens when no feasible step is found and maybe also how to tackle the problem.
First, try setting the parameter constraint in _cml_bounds to a larger value, that is, set it further away from the constraint boundary. Next, try other descent methods, and other line search methods as well.