
Dear R-users,
 
I would like to use optim( ) to minimize a function which depends on 4 parameters: 2 vectors, a scalar, and a matrix.
And I have a hard to define the parameters at the beginning of the function, and then to call optim. Indeed, all the examples I have seen dont treat cases where parameters are not all real.
Here is my code, it doesnt work but its just to show you where is exactly my problem:
 
g=function(x,matrice)
{
x1 = x[1:ncol(X)]         # 1st parameter x1 is a vector
x2 = x[ncol(X)+1]        # 2nd parameter x2 is real
x3 = x(0,166,5) # 3rd parameter is a matrix ----> How should one write it ???
x4 = x[ncol(X)+1:ncol(X)+1+ncol(Y)] #4th paramater is a vector
res1=rep(0,nrow(X))
res2=matrix(0,nrow=nrow(X),ncol=ncol(Y))
for (i in 1:nrow(X))
{
 res1[i]=log(1/(1+exp(-t(x1)%*%X[i,]-x2)))
 for (t in 1:ncol(Y))
 {
  res2[i,t]=log(((1+exp(-t(x3[,t])%*%X[i,]-x4[t]))/(sqrt(2*pi)))*
  (exp(-0.5*((1+exp(-t(x3[,t])%*%X[i,]-x4[t]))*(1-Y[i,t]))^(2)))) 
 }
}
sum(res1)+sum(res2)                # the function to minimize
}
 
opt=optim(c(alpha[,c+1],beta[c+1],w,gamma),g) ### and how can we call optim ???
 
Thank you in advance!

 		 	   		  
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