From: Christoph Buser <buser_at_stat.math.ethz.ch>

Date: Mon 02 Oct 2006 - 13:09:12 GMT

Christoph Buser <buser@stat.math.ethz.ch> Seminar fuer Statistik, LEO C13

http://stat.ethz.ch/~buser/

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 Mon Oct 02 23:13:03 2006

Date: Mon 02 Oct 2006 - 13:09:12 GMT

Dear Serguei

There might be more efficient ways, but this should work:

## Define function that you want to optimize. In your case I

## copied your code, but included freq as a second argument:

fun <- function(x, freq)

{

(freq[1]-(1-x[1])*(1-x[2])-x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/freq[1]+ (freq[2]-(1-x[1])*x[2]+x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/freq[2]+ (freq[3]-x[1]*(1-x[2])+x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/freq[3]+ (freq[4]-x[1]*x[2]-x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/freq[4]}

## Define mat with values for freq (your code)

mat<-matrix(c(0.4,0.1,0.1,0.4), byrow=TRUE, nrow=10, ncol=4)

## Use apply on mat

apply(mat, 1, function(freq, start) optim(start, fun,
method="BFGS", freq = freq)$par, start = c(0.1,0.1,0.1))

You still can use t() to transpose the matrix if you want the solutions by row instead of columns.

Please remark that in general optim returns a list, including
several arguments, e.g. convergence that indicates if optim has
converge.

Since you wanted a matrix I only returned optim(...)$par. This
might be dangerous since the additional information gets
lost. Maybe it is better to save the output in a list. You can
try:

apply(mat, 1, function(freq, start) optim(start, fun, method="BFGS", freq = freq), start = c(0.1,0.1,0.1))

to see the difference.

Hope this helps

Christoph

Credit and Surety PML study: visit our web page www.cs-pml.org

Christoph Buser <buser@stat.math.ethz.ch> Seminar fuer Statistik, LEO C13

ETH Zurich 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228

http://stat.ethz.ch/~buser/

Serguei Kaniovski writes:

> I would like to apply the following function to the rows of the matrix > "mat", so that freq[1],...,freq[4] are the four elements of each row. > > min_chi2<-function(freq){ > > obj<-function(x){ > (freq[1]-(1-x[1])*(1-x[2])-x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/freq[1]+ > (freq[2]-(1-x[1])*x[2]+x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/freq[2]+ > (freq[3]-x[1]*(1-x[2])+x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/freq[3]+ > (freq[4]-x[1]*x[2]-x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/freq[4] > } > > optim(c(0.1,0.1,0.1),obj,NULL,method="BFGS")$par > } > > mat<-matrix(c(0.4,0.1,0.1,0.4), byrow=TRUE, nrow=10, ncol=4) > > Questions: > 1. How to do this using the "apply" function? > 2. Can "opmit" be used directly, i.e. without needing to define the > function "min_chi2"? > 3. How to pass the vector of initial conditions (c(0.1,0.1,0.1)) as an > argument to "apply"? > > The output should be a 10x3 matrix containing 0.5 0.5 0.6 in each row. > > Thanks a lot, > Serguei > -- > ___________________________________________________________________ > > Austrian Institute of Economic Research (WIFO) > > Name: Serguei Kaniovski P.O.Box 91 > Tel.: +43-1-7982601-231 Arsenal Objekt 20 > Fax: +43-1-7989386 1103 Vienna, Austria > Mail: Serguei.Kaniovski@wifo.ac.at > > http://www.wifo.ac.at/Serguei.Kaniovski > > ______________________________________________ > R-help@stat.math.ethz.ch 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. ______________________________________________R-help@stat.math.ethz.ch 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 Mon Oct 02 23:13:03 2006

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