[R] scaling problems in "optim"

kathie kathryn.lord2000 at gmail.com
Sun Mar 23 08:27:50 CET 2008


Dear R users,

I am trying to figure out the control parameter in "optim,"  especially,
"fnscale" and "parscale."

In the R docu.,

------------------------------------------------------
fnscale

    An overall scaling to be applied to the value of fn and gr during
optimization. If negative, turns the problem into a maximization problem.
Optimization is performed on fn(par)/fnscale.

parscale

    A vector of scaling values for the parameters. Optimization is performed
on par/parscale and these should be comparable in the sense that a unit
change in any element produces about a unit change in the scaled value.
------------------------------------------------------

I cannot understand these two statements.

"Optimization is performed on fn(par)/fnscale." and

"Optimization is performed on par/parscale and these should be comparable in
the sense that a unit change in any element produces about a unit change in
the scaled value."

Would you please explain these things?  

Thank you in advance.

Kathryn Lord




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