GAUSS result:
return code = 2
maximum iterations exceeded
Log-likelihood -1.46942E+006
Number of cases 2058
Covariance of the parameters computed by the following method:
ML covariance matrix
The covariance of the parameters failed to invert
Parameters Estimates Gradient
----------------------------------------------
params[1,1] 4.9834 -2412.3665
params[2,1] 0.0211-421828.8940
params[3,1] 0.24092071287.1206
params[4,1] 1.302625480245.6333
Number of iterations 100001
Minutes to convergence 16.96468
600.35536 303382.87 28607.935 352349.92
303382.86 1.5252354e+008 -1407620.5 -17336958.
-20026.871 -3501919.6 25863893. 2.1265951e+008
22858.627 4956390.8 -5551049.8 -83082630.
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does this indicates the possible wrong with the specification of the mm.gradient??
1 Answer
0
accepted
Yes, most likely. To see what is happening, set
struct cmlmtControl c0;
c0.gradCheck = 1;
CMLMT will then check the analytical gradient against the numerical gradient. This will help you to find out if it's computed properly, and if not, which one of the calculations has the problem.
Your Answer
1 Answer
Yes, most likely. To see what is happening, set
struct cmlmtControl c0;
c0.gradCheck = 1;
CMLMT will then check the analytical gradient against the numerical gradient. This will help you to find out if it's computed properly, and if not, which one of the calculations has the problem.