Optim.jl --- Do all Methods Allow Box Constraints? Should all Work Without Them?

[Yifan_Liu]

Optim DomainError

I am fitting U.S. Kerosene daily price percentage change with Heston Nandi GARCH model. I use the Optim.optimize function for my MLE but got a domain error. My code using RData, Optim function LoadData() return load("Sample.RData")["Sample"] end function HNGARCH(param, sample = Sample) lambda = param[1] omega = param[2] beta = param[3] alpha = param[4] gamma = param[5] delta = param[6] y = sample[:log_return] r = sample[:rf_r…

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