[R] Trouble with optim function

[Prof. John C Nash]

optim really isn't intended for [1D] functions. And if you have a constrained search area, 
it pays to use it. The result you are getting is like the second root of a quadratic that 
you are not interested in.

You may want to be rather careful about the problem to make sure you have the function you 
intend.


> I'm trying to make a little script to determine an "unknown" rate for a 
> number of known exponential trials.
> 
> 
> 
> My Code:
> #Set Trials and generate number
> trials=100
> rand<-runif(1,0,1)
> vector=0
> 
> #Generate vector of 100 random exponentials and sum them
> for (i in 1:100) {
> vector<-rexp(trials,rate=rand)
> }
> sumvect=sum(vector)
> 
> #Create the log likelihood function
> LL<-function(x) {(trials*log(x))-(x*sumvect)}
> 
> optim(1,LL,method="BFGS")
> 
> 
> 
> The "rand" variable should be between 0 and 1 and is what I am trying to 
> approximate. However, as it is I generally get a value in the tens of 
> thousands. I'm sure it's something simple but I can't find my error.

How about?

 > ans2<-optimize(f=LL,interval=c(0,1))
 > ans2
$minimum
[1] 6.610696e-05

$objective
[1] -962.4322

 >

J Nash