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question about optim
3 messages · chirine wolley, Ben Bolker
chirine wolley <wolley.chirine <at> hotmail.com> writes:
Dear R-users, I would like to use optim( ) to minimize a function which depends on 4 parameters: 2 vectors, a scalar, and a matrix. And I have a hard to define the parameters at the beginning of the function, and then to call optim. Indeed, all the examples I have seen dont treat cases where parameters are not all real. Here is my code, it doesnt work but its just to show you where is exactly my problem:
suppose the dimensions of X are (Xc,Xr) and the dimensions of x3 (I can't easily figure out what they should be) are (m,n)
g=function(x,matrice)
{
x1 = x[1:Xc] # 1st parameter x1 is a vector
x2 = x[Xc+1] # 2nd parameter x2 is real
x3 <- matrix(x[(Xc+2):(Xc+1+m*n)],nrow=m,ncol=n) ## be careful about column- vs row-encoding, possibly use byrow=TRUE x4 <- x[(Xc+1+m*n+1):length(x)] #4th paramater is a vector
res1=rep(0,nrow(X))
res2=matrix(0,nrow=nrow(X),ncol=ncol(Y))
for (i in 1:nrow(X))
{
res1[i]=log(1/(1+exp(-t(x1)%*%X[i,]-x2)))
for (t in 1:ncol(Y))
{
res2[i,t]=log(((1+exp(-t(x3[,t])%*%X[i,]-x4[t]))/(sqrt(2*pi)))*
(exp(-0.5*((1+exp(-t(x3[,t])%*%X[i,]-x4[t]))*(1-Y[i,t]))^(2))))
}
}
sum(res1)+sum(res2) # the function to minimize
}
to call optim(), concatenate reasonable initial guesses for your parameters. (I have no idea what 'c' is in your code below ...)
opt=optim(c(alpha[,c+1],beta[c+1],w,gamma),g) ### and how can we call optim ???
1 day later
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