[R] Optim function returning always initial value for parameter to be optimized

BARLAS Marios 247554 Marios.BARLAS at cea.fr
Fri Feb 9 15:05:22 CET 2018


Hello,

I'm trying to fminimize the following problem:

You have a data frame with 2 columns.

data.input= data.frame(state1 = (1:500), state2 = (201:700) )

with data that partially overlap in terms of values. 

I want to minimize the assessment error of each state by using this function:

err.th.scalar <- function(threshold, data){
  
  state1 <- data$state1
  state2 <- data$state2
  
  op1l <- length(state1)
  op2l <- length(state2)
  
  op1.err <- sum(state1 <= threshold)/op1l
  op2.err <- sum(state2 >= threshold)/op2l
  
  total.err <- (op1.err + op2.err)

  return(total.err)
}


SO I'm trying to minimize the total error. This Total Error should be a U shape essentially.


I'm using optim as follows: 

optim(par = 300, fn=err.th.scalar, data = data.input, method = "BFGS")

For some reason that's driving me crazy, in the first trial it worked but right now the output of optim for the parameter to get optimized is EXACTLY the same as the initial estimate whatever the initial estimate value is. 

Please, any ideas why ? 

I can't see the error at this moment.


Thanks in advance,
Marios Barlas


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