[R] probl with optimization
fc502 at york.ac.uk
fc502 at york.ac.uk
Sun Apr 29 17:54:00 CEST 2007
hi everyone!
i've got a problem in optimizing the following function
fun <- function(theta){
theta <- rbind(beta,lambda)
fun <- sum(exp(h(beta)%*%lambda))
fun
}
where h(beta) is
h <- function(beta,...){
g1 <- matrix(0,b,M)
g2 <- matrix(0,b,M)
h1 <- matrix(0,b,1)
h2 <- matrix(0,b,1)
for(f in 1:M){
for(F in 1:b){
g1[F,f] <- exp(mu-beta*(z1[F,f]+z2[F,f])+3*z2[F,f])-1
g2[F,f] <- z2[F,f]*(exp(mu-beta*(z1[F,f]+z2[F,f])+3*z2[F,f])-1)
}
}
for(q in 1:b){
h1[q] <- (1/M)*sum(g1[q,])
h2[q] <- (1/M)*sum(g2[q,])
}
h <- matrix(0, b,2)
h[,1] <- h1
h[,2] <- h2
h
}
i tried to optimize fun with optim and nlminb but i get an error:
Error in beta * (z1[F, f] + z2[F, f]) :
non-numeric argument to binary operator
any help will be extremely appreciated
best
federico
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