[R] optimization

[Dennis Murphy]

> There are lots of errors in your code. In particular, the optimization
> routines do not like functions that ignore the parameters.

I would like to nominate this delicious riposte as a fortune
candidate. Anyone to second the motion?

Dennis

On Sat, Nov 16, 2013 at 1:26 PM, Prof J C Nash (U30A) <nashjc at uottawa.ca> wrote:
> There are lots of errors in your code. In particular, the optimization
> routines do not like functions that ignore the parameters.
>
> And you have not provided out or out1 to the optimizer -- they are
> returned as elements of func(), but not correctly.
>
> Please try some of the examples for optim or optimx to learn how to
> structure your problem.
>
> JN
>
>
> On 13-11-16 06:00 AM, r-help-request at r-project.org wrote:
>> Message: 19
>> Date: Fri, 15 Nov 2013 09:17:47 -0800 (PST)
>> From: IZHAK shabsogh <ishaqbaba at yahoo.com>
>> To: "r-help at r-project.org" <r-help at r-project.org>
>> Subject: [R] optimization
>> Message-ID:
>>       <1384535867.58595.YahooMailNeo at web142506.mail.bf1.yahoo.com>
>> Content-Type: text/plain
>>
>> x1<-c(5.548,4.896,1.964,3.586,3.824,3.111,3.607,3.557,2.989,18.053,3.773,1.253,2.094,2.726,1.758,5.011,2.455,0.913,0.890,2.468,4.168,4.810,34.319,1.531,1.481,2.239,4.204,3.463,1.727)
>> y<-c(2.590,3.770,1.270,1.445,3.290,0.930,1.600,1.250,3.450,1.096,1.745,1.060,0.890,2.755,1.515,4.770,2.220,0.590,0.530,1.910,4.010,1.745,1.965,2.555,0.770,0.720,1.730,2.860,0.760)
>> x2<-c(0.137,2.499,0.419,1.699,0.605,0.677,0.159,1.699,0.340,2.899,0.082,0.425,0.444,0.225,0.241,0.099,0.644,0.266,0.351,0.027,0.030,3.400,1.499,0.351,0.082,0.518,0.471,0.036,0.721)
>> k<-rep(1,29)
>> x<-data.frame(k,x1,x2)
>>
>> freg<-function(y,x1,x2){
>>   reg<- rlm(y ~ x1 + x2 , data=x)
>>   return(reg)
>> }
>>
>>
>>  func <- function(x1,x2,b){
>>       fit<-freg(y,x1,x2)
>>         b<-c(coef(fit))
>>       dv<-1+ b[2]*x2^b[3]
>>         dv1<-b[2]*x2^b[3]*log(x2)
>>       out <- ( x1/(1+ b[2]*x2^b[3]))
>>       out1<-  c(-x1*x2^b[3]/dv^2,-x1* dv1/dv^2)
>>         return(list( out,out1))
>>        }>
>> optim(par=c(b[2],b[3]), fn=out, gr =out1,
>>         method = c("BFGS"),
>>         lower = -Inf, upper = Inf,
>>         control = list(), hessian = T)
>> can someone help me try running this code because i try many occasion but prove  abortive. the aim is
>> to optimize the parameter of the model that is parameter estimates using optimization
>>
>>       [[alternative HTML version deleted]]
>
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