"Fminunc cannot continue" Error with gamma function

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Yasin Simsek
Yasin Simsek 2019-8-21
评论： Yasin Simsek 2019-8-21
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?

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David Goodmanson
David Goodmanson 2019-8-21
Hi Yasin,
You can use the gammaln function which is tailor made for this situation.

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