[R] optim
Martin Maechler
maechler at stat.math.ethz.ch
Sat Nov 26 17:13:52 CET 2005
Further note, that the standard package 'stats4' has a
function mle() which was written exactly for problems like
yours {and mle() internally calls optim() !}.
But are we sure we are not solving your homework assignment here?
>>>>> "Sundar" == Sundar Dorai-Raj <sundar.dorai-raj at pdf.com>
>>>>> on Fri, 25 Nov 2005 07:37:42 -0600 writes:
Sundar> Adrienne Gret-Regamey wrote:
>> Hello:
>>
>> I am trying to use optim() to estimate the maximum
>> likelihood of a function a*x^b = y. Unfortunately, I
>> always get the error, that there is no default value for
>> b.
>>
>> Could you give me an example, on how to correctly
>> optimize this function with input data x<-c(1,3,11,14).
>>
>> Thanks a lot,
>>
>> Adrienne
>>>>> "Sundar" == Sundar Dorai-Raj <sundar.dorai-raj at pdf.com>
>>>>> on Fri, 25 Nov 2005 07:37:42 -0600 writes:
Sundar> Adrienne Gret-Regamey wrote:
>> Hello:
>>
>> I am trying to use optim() to estimate the maximum likelihood of a
>> function a*x^b = y.
>> Unfortunately, I always get the error, that there is no default value for b.
>>
>> Could you give me an example, on how to correctly optimize this function
>> with input data x<-c(1,3,11,14).
>>
>> Thanks a lot,
>>
>> Adrienne
Sundar> Problems such as these will have more meaningful responses if you post
Sundar> an example (see the posting guide). What's being parameterized here? a
Sundar> or b or both? If just 'a', then fix 'b' at the desired value. If both,
Sundar> then give optim a starting value. And what is 'y'?
Sundar> fn <- function(par, y, x) {
Sundar> a <- par[1]
Sundar> b <- par[2]
Sundar> sum((y - a * x^b)^2)
Sundar> }
Sundar> x <- c(1, 3, 11, 14)
Sundar> y <- exp(rnorm(length(x)))
Sundar> ## y ~ a * x^b
Sundar> ## log(y) ~ log(a) + b * log(x)
Sundar> v <- coef(lm(log(y) ~ log(x)))
Sundar> optim(c(exp(v[1]), v[2]), fn, y = y, x = x)
Sundar> Again, I may be way off. Please provide an example if this doesn't cover
Sundar> what you need. And define all the variables need to run your script.
Sundar> --sundar
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