[R] Initial value choosing in nleqslv package
Bert Gunter
bgunter@4567 @end|ng |rom gm@||@com
Tue Nov 15 16:26:48 CET 2022
I addition to the advice you have already received, you might have a look
here,
https://cran.r-project.org/web/views/Optimization.html
to see if there might be tools to assist in your 'metasearch' . I wouldn't
be surprised if that is a vain hope for the reasons you have already been
given, but it can't hurt to look, right?
Cheers,
Bert
On Tue, Nov 15, 2022 at 6:46 AM Ebert,Timothy Aaron <tebert using ufl.edu> wrote:
> I would suggest treating initial values as hyperparameters. Try a range of
> values to understand how your choice influences your outcome. Plot the
> result. Eventually (I hope) you will get a feel for the right answer for
> your specific type of data and you will be able to reduce the time needed
> for this activity.
>
> If you want to be safe I would use the microbenchmark package to determine
> program run time. If runtimes are short then
> I might try a range of 0 to 10 in steps of 0.01 and see what happens. If
> there is an interesting region I might then focus on that in finer steps.
>
> Tim
>
> -----Original Message-----
> From: R-help <r-help-bounces using r-project.org> On Behalf Of ASHLIN VARKEY
> Sent: Tuesday, November 15, 2022 2:49 AM
> To: r-help using r-project.org
> Subject: [R] Initial value choosing in nleqslv package
>
> [External Email]
>
> In my work, I use l-moments for estimation and obtain a system of
> nonlinear equations. I am using the 'nleqslv' package in the R- program to
> solve these equations but am struggling to choose initial values. Is there
> any criteria to choose initial values in this package or is there any other
> method to solve these equations? My system of equations are given below.
>
> simeqn=function(x){
>
> y=numeric(4)
>
> y[1]=x[1]*(((gamma(1+x[2])*gamma(x[3]-x[2]))/gamma(x[3]))+((gamma(1-
> x[2])*gamma(x[4]+x[2]))/gamma(x[4])))- 38353
>
>
>
> y[2]=x[1]*gamma(1+x[2])*((gamma(x[3]-x[2])/gamma(x[3]))-(gamma(2*x[3]-x[2])/gamma(2*x[3]))-(gamma(x[4]+x[2])/gamma(x[4]))+(gamma(2*x[4]+x[2])/gamma(2*x[4])))-
> 3759.473
>
>
>
> y[3]=x[1]*gamma(1+x[2])*((gamma(x[3]-x[2])/gamma(x[3]))-(3*gamma(2*x[3]-x[2])/gamma(2*x[3]))+(2*gamma(3*x[3]-x[2])/gamma(3*x[3]))+(gamma(x[4]+x[2])/gamma(x[4]))-(3*gamma(2*x[4]+x[2])/gamma(2*x[4]))+(2*gamma(3*x[4]+x[2])/gamma(3*x[4])))-
> 966.3958
>
> y[4]=
>
> x[1]*gamma(1+x[2])*((gamma(x[3]-x[2])/gamma(x[3]))-(6*gamma(2*x[3]-x[2])/gamma(2*x[3]))+(10*gamma(3*x[3]-x[2])/gamma(3*x[3]))-(5*gamma(4*x[3]-x[2])/gamma(4*x[3]))-(gamma(x[4]+x[2])/gamma(x[4]))+(6*gamma(2*x[4]+x[2])/gamma(2*x[4]))-(10*gamma(3*x[4]+x[2])/gamma(3*x[4]))+(5*gamma(4*x[4]+x[2])/gamma(4*x[4])))-
> 500.952
>
> y
>
> }
>
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>
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