# Re: [R] Simple question on a function

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

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Christoph Buser <buser@stat.math.ethz.ch> Seminar fuer Statistik, LEO C13
```ETH Zurich	8092 Zurich	 SWITZERLAND
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```

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
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> Mail: Serguei.Kaniovski@wifo.ac.at
>
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>
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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 Mon Oct 02 23:13:03 2006

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