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>
> ### test numeric methods, in particular handling of unequal
> ### function lengths
> library(maxLik)
Loading required package: miscTools
Please cite the 'maxLik' package as:
Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1.
If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site:
https://r-forge.r-project.org/projects/maxlik/
>
> f <- function(x) {
+ if(x[1] <= 0)
+ return(NA)
+ # support of x[1] is (0, Inf)
+ return(c(log(x[1]),x[2]))
+ }
>
> ng <- numericGradient(f, c(0.01,1), eps=0.1)
Warning message:
In numericGradient(f, c(0.01, 1), eps = 0.1) : Function value at
-0.04 1.00
=
NA
(length 1) does not conform with the length at original value 2
Component 1 set to NA
>
> nh <- try(numericHessian(f, t0=c(0.01,1), eps=0.1))
There were 13 warnings (use warnings() to see them)
>
> proc.time()
user system elapsed
0.188 0.016 0.192
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