[R] How to optimize function parameters?

Jonathan P Daily jdaily at usgs.gov
Mon Dec 20 16:51:09 CET 2010

Without an example, I'm not sure how much help I can be. Does your 
Variogram calculation return a single value that could be minimized? Or 
could it be coerced to be so?

I would suggest, if you haven't done so, a look at ?nlm and ?nlminb.
Alternatively, the CRAN package 'optimx' serves as a wrapper to many 
optimization algorithms and offers methods to compare them side-by-side.

Good luck,
Jonathan P. Daily
Technician - USGS Leetown Science Center
11649 Leetown Road
Kearneysville WV, 25430
(304) 724-4480
"Is the room still a room when its empty? Does the room,
 the thing itself have purpose? Or do we, what's the word... imbue it."
     - Jubal Early, Firefly

r-help-bounces at r-project.org wrote on 12/20/2010 09:39:49 AM:

> [image removed] 
> [R] How to optimize function parameters?
> zbynek.janoska at gmail.com 
> to:
> r-help
> 12/20/2010 10:43 AM
> Sent by:
> r-help-bounces at r-project.org
> Hi,
> I have a dataset and I want to fit a function to it.
> The function is variogram model (http://en.wikipedia.org/wiki/Variogram)
> The variogram model is defined by three parameters and I want them to be
> automatically optimized for real time data.
> I tried to use gafit {gafit} for this, but there are some data
> configuration, where optimal results given by gafit() are negative, 
which is
> not correct and cannot be used for further calculating. gafit() does not
> enable me to set a range of possible results (at least I did not 
succeded in
> doing so), therefore I am looking for another solution (Powell´s 
> descent possibly?).
> Can anyone give me a hint where to look?
> Thanks
> Zbynek
> -- 
> View this message in context: http://r.789695.n4.nabble.com/How-to-
> optimize-function-parameters-tp3095603p3095603.html
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> and provide commented, minimal, self-contained, reproducible code.

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