Hi,
When using the 'fit_reml_levy' function (using the OU and EB model) I receive the following warning message:
'Warning messages:
1: Maximum number of dual iterations reached.
2: function evaluation limit reached without convergence (9)'
When I increase the 'maxfun' parameter to 2,000,000 and the maxiter to 1,000,000, the warning message disappears. But, when I check the number of 'funevals' and 'iterations' actually performed, the number is quite low (less than 50 for both parameters).
Why does this message appear if the number of evaluations and iterations is so low?
Thanks,
Yasmin
Hi,
When using the 'fit_reml_levy' function (using the OU and EB model) I receive the following warning message:
'Warning messages:
1: Maximum number of dual iterations reached.
2: function evaluation limit reached without convergence (9)'
When I increase the 'maxfun' parameter to 2,000,000 and the maxiter to 1,000,000, the warning message disappears. But, when I check the number of 'funevals' and 'iterations' actually performed, the number is quite low (less than 50 for both parameters).
Why does this message appear if the number of evaluations and iterations is so low?
Thanks,
Yasmin