[R] optimization setup
threshold
r.kozarski at gmail.com
Tue Apr 22 20:40:01 CEST 2008
Hi, here comes my problem, say I have the following functions (example case)
#------------------------------------------------------------
function1 <- function (x, theta)
{a <- theta[1] ( 1 - exp(-theta[2]) ) * theta[3] )
b <- x * theta[1] / theta[3]^2
return( list( a = a, b = b )) }
#-----------------------------------------------------------
function2<-function (x, theta)
{P <- function1(x, theta)
c <- P$a * x * exp(-theta[2])
d <- P$b * exp(x)
q <- theta[1] / theta[3]
res <- c + d + q; res}
# Function to be optimized
function3 <- function(theta1,theta2,theta3) {
n <- length(data)
-sum( function2(x = data[2:n], theta = c(theta1, theta2, theta3) ))}
# 'data' is my input ts class object
#--------------------------------------------------------------------------------------
Then I want to maximize function3 with respect to theta(s) (given some
starting values)
fit<-optim(par=c(theta1=1, theta2=1.2, theta3=.2), fn=function3)
I get the following:
Error in function1(x, theta) :
argument "theta2" is missing, with no default
Where I made a mistake? I will appreciate any help ...
r
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