Optimization
Bogaso wrote:
Hi all, I need to minimize following function :
dat <- matrix(rnorm(20000), ncol=2)
targetFn <- function(x) {
dat <- as.matrix(dat)
dat1 <- 1*dat[,1] - (x^2)*dat[,2]
return(sd(dat1)) }
i.e. I want ro find for which "x" the value of "targetFn" will be minimum,
depending on current dataset "dat". Is there any optimization routine
available for this type of optimization?
Try the help ??optimization And some mathematics will show that in your particular case x=0 is the optimal value. Berend
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