R-alpha: Optimize
Philippe Lambert
phlamber@luc.ac.be
Wed, 12 Nov 1997 10:44:32 +0100 (MET)
The function optimize returns the opposite value of the objective
when maximizing:
> f <- function(x) -x**2+1
> optimize(f,c(-5,5),maximum=TRUE)
$maximum
[1] 0
$objective
[1] -1
> f(0)
[1] 1
What should be corrected:
> optimize
function (f, interval, lower = min(interval), upper = max(interval),
maximum = FALSE, tol = .Machine$double.eps^0.25, ...)
{
if (maximum) {
val <- .Internal(fmin(function(arg) -f(arg, ...),
lower, upper, tol))
list(maximum = val, objective = -f(val,...)
^^^
SHOULD BE +f(val,...) <-------------------------|
Philippe
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