Nothing
EL.mle <- function(dat, max.iter = 1){
par <- dat$par
fn0 <- loglik(par, dat)
iter <- 0
while (TRUE) {
if(iter > max.iter){
stop('ucminf fails')
}
sol <- ucminf(par, nloglik, gr = nderiv,
control = list(maxeval = 5000), dat = dat)
if(sol$convergence %in% c(1,2,4) && -sol$value > fn0 && sol$info['maxgradient'] < 1e-5){
J <- -deriv2(sol$par, dat)/dat$n
min.ev <- min(eigen(J)$values)
if(min.ev > 1e-6){
return(list(par = sol$par,
value = sol$value,
msg = sol$message,
info = sol$info))
}
}
par[dat$map$bet] <- runif(1, -.2, .2)
iter <- iter + 1
}
stop('fail to find an estimate')
}
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