Why does this script return NaN?

[stevencarlislewalker]

Currently this script returns NaN from an objective function produced by TMB. Please run this script from the root directory of the McMasterPandemic project.

I'm not sure if this is a bug, but it is something that I would like to explain.

Importantly it doesn't cause a problem yet because the nlminb optimizer seems to be able to overcome NaNs that are encountered for particular parameter vectors along the path to finding the optimal parameter vector.

[stevencarlislewalker]

By clamping the simulated values to a tolerance, just before they are used in the objective function, I can eliminate the NaNs for this and in another example from @wzmli. In particular I have done this:

Type clamping_tolerance = 1e-12;
Type clamped_simulated;
...
clamped_simulated = CppAD::CondExpLt(
          simulated,
          clamping_tolerance,
          clamping_tolerance,
          simulated
        );

I'm not sure if this is a good idea because this will absolutely mess up the automatic derivatives ... the question is whether this will matter in practice??

[stevencarlislewalker]

I'm not seeing NaNs anymore with 14f6bf0

[stevencarlislewalker]

Fixed with this stuff