[R] optimize integer function parameters

Enrico Schumann es at enricoschumann.net
Tue Jul 23 13:20:04 CEST 2013


On Tue, 23 Jul 2013, Christof Kluß <ckluss at email.uni-kiel.de> writes:

>
> I have "observations" obs <- (11455, 11536, 11582, 11825, 11900,  ...)
>
> and a simulation function f(A,B,C,D,E,F), so sim <- f(A,B,C,D,E,F)
>
> e.g. sim = c(11464, 11554, 11603, 11831, 11907, ...)
>
> now I would like to fit A,B,C,D,E,F such that "obs" and f(A,B,C,D,E,F)
> match as well as possible. A,..,F should be integers and have bounds.
>
> How would you solve this problem without bruteforce in an acceptable time?
>


That depends on what your "simulation function" looks like.  Could you
post a (small) self-contained example?


-- 
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net



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