[R] Re: Is there a minimization function?
Thomas Lumley
tlumley at u.washington.edu
Sat Nov 24 22:11:46 CET 2001
On Sat, 24 Nov 2001, Bernardo Ribeiro wrote:
> I was trying to minimize this function but got this error:
>
> > L_function(alfa,beta,sigma2){
> + -1* (-n/2*log(sigma2))+0.5*sum((y-g(alfa,beta))^2)/sigma2
> + }
> > inic_c(0.3893,0.507,0.00228)
> > optim(inic,L)
> Error in log(sigma2) : Argument "sigma2" is missing, with no default
>
> Any clues?
In help(optim)
fn: A function to be minimized (or maximized), with first
argument the vector of parameters over which minimization is
to take place. It should return a scalar result.
Optimisation is only done over the first argument for fixed values of the
others. If you want to optimise over three parameters put them in a vector
L <- function(theta){
alfa <- theta[1]
beta <- theta[2]
sigma2 <- theta[3]
-1* (-n/2*log(sigma2))+0.5*sum((y-g(alfa,beta))^2)/sigma2
}
or if you want to optimise alfa for fixed values of the other two
parameters you need to supply them
eg
optim(inic, L, alfa=1, sigma2=1)
-thomas
Thomas Lumley Asst. Professor, Biostatistics
tlumley at u.washington.edu University of Washington, Seattle
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