From: Ben Bolker <bbolker_at_gmail.com>

Date: Tue, 12 Apr 2011 17:24:05 +0000

R-help_at_r-project.org mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Tue 12 Apr 2011 - 17:31:04 GMT

Date: Tue, 12 Apr 2011 17:24:05 +0000

chirine wolley <wolley.chirine <at> hotmail.com> writes:

> 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:
*

suppose the dimensions of X are (Xc,Xr)

and the dimensions of x3 (I can't easily figure out what they should
be) are (m,n)

*> g=function(x,matrice)
**> {
*

> x1 = x[1:Xc] # 1st parameter x1 is a vector

> x2 = x[Xc+1] # 2nd parameter x2 is real

x3 <- matrix(x[(Xc+2):(Xc+1+m*n)],nrow=m,ncol=n)
## be careful about column- vs row-encoding, possibly use byrow=TRUE

x4 <- x[(Xc+1+m*n+1):length(x)] #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
**> }
**>
*

to call optim(), concatenate reasonable initial guesses for your parameters. (I have no idea what 'c' is in your code below ...)

> opt=optim(c(alpha[,c+1],beta[c+1],w,gamma),g)

*> ### and how can we call optim ???
*

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Tue 12 Apr 2011 - 17:31:04 GMT

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