Optim function in the loop
Hi,
It is not clear to me what you are trying to do, but you should try `while' instead of `if':
count <- 1
while (count > 0) {
.
. # yuor code here
.
}
Ravi.
____________________________________________________________________
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvaradhan at jhmi.edu
----- Original Message -----
From: Rstarer <bozhao86 at hotmail.com>
Date: Sunday, May 3, 2009 5:01 am
Subject: [R] Optim function in the loop
To: r-help at r-project.org
Hi all,
I wrote the following lines of codes try to do some iterations to
find the
global optimal values, but the function does not execute properly. Every
time codes stop after one iteration right after executing the optim()
function. Does anyone could have me to take a look? Thanks.
if (count>0){
k=k+0.05;
mu0=c(83+k,0,0)
Sigma0= diag(0.4,3)
initpar=c(.1+10*k,10*k,10*k,10*k) # initial parameters for Phi[1,1],
the 2
Q?s and R
est=optim(initpar,Linn,NULL,method="BFGS",hessian=TRUE,control=list(trace=1,REPORT=1,maxit=300))
stderr=sqrt(diag(solve(est$hessian)))
estimate=est$par
u=cbind(estimate,stderr)
if (u[1]>0 & u[2]>0 & u[3]>0 & u[4]>0){
print("mu0=");print(mu0);
print("initpar=");print(initpar)
#break
} else {count=-1;
}
}
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