[R] Using "optim" with exponential power distribution
Ronald Bialozyt
bialozyt at staff.uni-marburg.de
Fri Jan 16 17:19:42 CET 2009
Hello,
I am trying to fit a exponential power distribution
y = b/(2*pi*a^2*gamma(2/b))*exp(-(x/a)^b)
to a bunch of data for x and y I have in a table.
> data
x y
1 25 27
2 75 59
3 125 219
...
259 12925 1
260 12975 0
I know "optim" should do a minimisation, therefor I used as the
optimisation function
opt.power <- function(val, x, y) {
a <- val[1];
b <- val[2];
sum(y - b/(2*pi*a^2*gamma(2/b))*exp(-(x/a)^b));
}
I call: (with xm and ym the data from the table)
a1 <- c(0.2, 100)
opt <- optim(a1, opt.power, method="BFGS", x=xm, y=ym)
but no optimisation of the parameter in a1 takes place.
Any ideas?
--
Ciao
Ronald
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