[R] questions about optim

[Dean Lee]

Hi Spencer,
Thanks for the reply.

1) When I was playing with optim before sometimes the probabilities came up 
to be negative. I am not sure what I did before, but now it seems to work 
correctly after I specify the lower and upper bounds on the Thetas using the 
L-BFGS-B method in optim.

2) No the break points are not given. But yes, I am trying to estimate a 
multinomial to a normal; sorry I wasn't being clear. What are some of the 
approaches that I can try in this case? Thanks.

Regards,

-Dean





>From: Spencer Graves <spencer.graves at pdf.com>
>To: Dean Lee <deanylee at hotmail.com>
>CC: r-help at stat.math.ethz.ch
>Subject: Re: [R] questions about optim
>Date: Sat, 15 May 2004 13:38:38 -0700
>
>      1.  Have you considered parameterizing the problem in terms of 
>(Theta1, Theta2, Theta3), and then computing Theta4 <- 
>(1-Theta1-Theta2-Theta3) in the function you ask "optim" to optimize?
>
>      2.  Beyond this, I don't understand what you are trying to do.  Do 
>you want to estimate a multinomial approximation to a normal distribution?  
>If yes, are you given the mean and standard deviation of the normal 
>distribution PLUS the break points?  If yes, then what about the following:
>
> > Breaks <- 1:3
> > Mean <- 0
> > Sd <- 1
> > Theta1 <- pnorm((Breaks[1]-Mean)/Sd)
> > Theta2 <- (pnorm((Breaks[2]-Mean)/Sd)-Theta1)
> > Theta3 <- (pnorm((Breaks[3]-Mean)/Sd)-Theta2)
> > Theta4 <- pnorm((Breaks[3]-Mean)/Sd, lower.tail=FALSE)
> > Breaks <- 1:3
> > Mean <- 0
> > Sd <- 1
> > Theta1 <- pnorm((Breaks[1]-Mean)/Sd)
> > Theta2 <- (pnorm((Breaks[2]-Mean)/Sd)-Theta1)
> > Theta3 <- (pnorm((Breaks[3]-Mean)/Sd)-Theta2)
> > Theta4 <- pnorm((Breaks[3]-Mean)/Sd, lower.tail=FALSE)
> > Theta1;Theta2;Theta3;Theta4
>[1] 0.8413447
>[1] 0.1359051
>[1] 0.862745
>[1] 0.001349898
>
>       hope this helps.  spencer graves