[R] Fwd: Find maxima of a function
niharika singhal
niharikasinghal1990 at gmail.com
Sun Aug 27 11:59:41 CEST 2017
---------- Forwarded message ----------
From: niharika singhal <niharikasinghal1990 at gmail.com>
Date: Sun, Aug 27, 2017 at 11:57 AM
Subject: Re: Find maxima of a function
To: "David Winsemius [via R]" <ml+s789695n4745009h56 at n4.nabble.com>,
"Ismail SEZEN [via R]" <ml+s789695n4744993h60 at n4.nabble.com>, Ulrik Stervbo
<ulrik.stervbo at gmail.com>
Dear David and Ismail,
The actual problem is I am getting the parameters from the Kmeans cluster
on the data set obtained from the mclust package.
In mclust method I am changing the value of G according to user input, so
the number of means, sigma and the coefficien mixture I will get is not
fixed, It can be 3 or 4or5 or 10. It will all depend on the user.
Then on the result of kmeans, I wanted to find the maxima so that I can use
Normalized probability formula further for my logic and in order to do that
I used Newton's method and that was implemented in the optimr package.
I was getting the wrong result so I used distr package in order to check
the problem and I figured out I was getting the wrong maxima. So I can to
the conclusion which I have posted as my query.
PS: I am able to use distr package without any problem.
And I want to use dnorm because I have a Gaussian mixture model, so I did
not want to use rnorm.
I hope you get what my problem is now.
I will try both of your solution, which uses the same function and sees if
it helps me.
I am struck at this point from almost 4 weeks and it is delaying my work a
lot.
I really appreciate all your help
Thanks & Regards
Niharika SInghal
On Sat, Aug 26, 2017 at 10:37 PM, David Winsemius [via R] <
ml+s789695n4745009h56 at n4.nabble.com> wrote:
>
> > On Aug 26, 2017, at 12:13 PM, Ismail SEZEN <[hidden email]
> <http:///user/SendEmail.jtp?type=node&node=4745009&i=0>> wrote:
> >
> >
> >> On 26 Aug 2017, at 16:39, niharika singhal <[hidden email]
> <http:///user/SendEmail.jtp?type=node&node=4745009&i=1>> wrote:
> >>
> >> Hi,
> >>
> >> Thanks for your mail, and time
> >>
> >> It is not working for some arguments, when mean value is like >6.
> >>
> >>
> >> case
> >>
> >> mc0 <- c(0.08844446,0.1744455,0.1379778,0.1209769,0.1573065,0.
> >> 1134463,0.2074027)
> >>
> >> rv <-UnivarMixingDistribution(Norm(486.4255, 53.24133),
> >>
> >> Norm(664.0713, 3.674773),
> >>
> >> Norm(669.0484, 4.101381),
> >>
> >> Norm(677.1753, 4.869985),
> >>
> >> Norm(683.2635, 7.288175),
> >>
> >> Norm(727.6229, 37.64198),
> >>
> >> Norm(819.2011, 57.06655),
> >>
> >> mixCoeff=mc0/sum(mc0))
> >>
> >> plot(rv, to.draw.arg="d")
> >>
> >>
> >> I am getting 731.1345 from the code you have provide
> >>
> >>
> >> It is part of a code, so it was difficult to write a reproducible code
> >>
> >> I have tried to use optimr but it gives me the local maxima, now I am
> >> struck with the problem of how to get the global maxima
> >>
> >
> > This is basically an optimization problem so it’s nothing to do with
> distr package and UnivarMixingDistribution function. Also I’m not able to
> install distr package because of an error.
>
> > str(rv)
> Formal class 'AbscontDistribution' [package "distr"] with 12 slots
> ..@ gaps : num [1:2, 1:2] 259 1037 295 1063
> ..@ img :Formal class 'Reals' [package "distr"] with 2 slots
> .. .. ..@ dimension: num 1
> .. .. ..@ name : chr "Real Space"
> ..@ param : NULL
> ..@ r :function (n)
> ..@ d :function (x, log = FALSE)
> ..@ p :function (q, lower.tail = TRUE, log.p = FALSE)
> ..@ q :function (p, lower.tail = TRUE, log.p = FALSE)
> ..@ .withSim : logi FALSE
> ..@ .withArith : logi TRUE
> ..@ .logExact : logi FALSE
> ..@ .lowerExact: logi FALSE
> ..@ Symmetry :Formal class 'NoSymmetry' [package "distr"] with 2 slots
> .. .. ..@ type : chr "non-symmetric distribution"
> .. .. ..@ SymmCenter: NULL
> > str(density(rv))
> Error in density.default(rv) : argument 'x' must be numeric
> > str(density(rv at r(1000))
> + )
> List of 7
> $ x : num [1:512] 297 298 300 301 302 ...
> $ y : num [1:512] 4.39e-07 6.40e-07 9.15e-07 1.29e-06 1.78e-06 ...
> $ bw : num 10.5
> $ n : int 1000
> $ call : language density.default(x = rv at r(1000))
> $ data.name: chr "rv at r(1000)"
> $ has.na : logi FALSE
> - attr(*, "class")= chr "density"
>
>
> > max( density(rv at r(10000))$y )
> [1] 0.02133529
> > which.max( density(rv at r(10000))$y )
> [1] 259
>
>
> > my.instance <- rv at r(10000) # need to creat an immutable value since
> this is a pseuado-random number series.
> > which.max( density(my.instance)$y ) # location of x and y values for
> global max
> [1] 263
> > density(my.instance)$x[ which.max( density(my.instance)$y )] # x value
> that yields global max
> [1] 669.8586
> > density(my.instance)$y[ which.max( density(my.instance)$y )] value at
> max.
> [1] 0.02035133
>
> >
>
>
> > an you create an example by rnorm function? or use dput to share x and y
> outputs of UnivarMixingDistribution function and I can look for the issue.
> >
> > Also You might have multiple maximas has same maximum y-values (for
> instance, y = sin(x)) and this definition is relevant to defined interval.
> For instance again, we can talk about a global extremum for a function like
> y = ax^2+bx + c. We know we will have only a single extremum point (maxima
> or minima). For higher order functions, we can talk about only local
> maximas. So, I assume you want to obtain maximum one of this local maximas,
> right?
> >
> > If yes, why don’t we find the maximum y-value and corresponding x-value
> as follows?
> >
> > y <- c(1,2,3,4,3,2,3,4,5,6,7,8,9,8,7,6,5,6,7,6,5)
> > x <- 1:length(y)
> >
> > fun <- splinefun(x = x, y = y, method = "n")
> > x2 <- seq(1, max(x), 0.1)
> > y2 <- fun(x2)
> > plot(x, y, type = "l")
> > lines(x2, y2, col = "red")
> >
> > max.x <- optimize(fun, interval = range(x), maximum = TRUE)
> > print(max.x) # x coordinate of global maximum of y by spline and
> optimize
> > x[which(y == max(y))] # global maximum of dicrete x-y vectors
> >
> >
> > spline function uses cubic spline method to obtain the undefined values
> in a discrete series and optimize function calculates EXACT LOCATION of the
> extremum. I suspect we have a communication failure :)
> >
> > ______________________________________________
> > [hidden email] <http:///user/SendEmail.jtp?type=node&node=4745009&i=2>
> mailing list -- To UNSUBSCRIBE and more, see
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> > PLEASE do read the posting guide http://www.R-project.org/posti
> ng-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
>
> David Winsemius
> Alameda, CA, USA
>
> 'Any technology distinguishable from magic is insufficiently advanced.'
> -Gehm's Corollary to Clarke's Third Law
>
> ______________________________________________
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> ng-guide.html
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