[R] Optim function in the loop

[Uwe Ligges]

Hard to say without seeing Linn() and maybe other relevant data.

Uwe Ligges


Rstarer wrote:
> Thanks for the reply. 
> 
> optim(initpar,Linn,NULL,method="BFGS",hessian=TRUE,control=list(trace=1,REPORT=1,maxit=300))
> 
> The optim is to minimize the negative likelihood function which is performed
> in function "Linn",
> Every time the code stops right after optim, for example, the output looks
> like:
> 
> "
> iter  16 value 42.818394
> iter  16 value 42.818394
> final  value 42.818394 
> converged
> "
> It seems from the code that the loop should continue to run, at least
> calculate "u" values... but it does not...
> 
> Thank you.
> 
> 
> Hi all, 
> I wrote the following lines of codes try to do some iterations to find the
> global optimal values, but the function does not execute properly. Every
> time codes stop after one iteration right after executing the optim()
> function. Does anyone could have me to take a look? Thanks.
> if (count>0){
> 
> k=k+0.05;
> 
> mu0=c(83+k,0,0)
> 
> Sigma0= diag(0.4,3)
> 
> initpar=c(.1+10*k,10*k,10*k,10*k) # initial parameters for Phi[1,1], the 2
> Q’s and R
> 
> est=optim(initpar,Linn,NULL,method="BFGS",hessian=TRUE,control=list(trace=1,REPORT=1,maxit=300))
> 
> stderr=sqrt(diag(solve(est$hessian)))
> 
> estimate=est$par
> 
> u=cbind(estimate,stderr)
> 
> if (u[1]>0 & u[2]>0 & u[3]>0 & u[4]>0){
> 
> print("mu0=");print(mu0);
> 
> print("initpar=");print(initpar)
> 
> #break
> 
> } else {count=-1;
> 
> }
> 
> }
> 
> 
>