From: Spencer Graves <spencer.graves_at_pdf.com>

Date: Sat 14 Oct 2006 - 21:58:44 GMT

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 Sun Oct 15 08:04:46 2006

Date: Sat 14 Oct 2006 - 21:58:44 GMT

Have you tried making contour plots of your objective function, e.g., using expand.grid and 'contour' or 'contourplot', as described in Venables and Ripley (2002) Modern Applied Statistics with S (Springer)?

Hope this helps. Spencer Graves

Serguei Kaniovski wrote:

> Hi all,

*>
**> I apply "optim" to the function "obj", which minimizes the goodness of
**> fit statistic and obtains Pearson minimum chi-squared estimate for x[1],
**> x[2] and x[3]. The vector "fr" contains the four observed frequencies.
**>
**> Since "fr[i]" appears in the denominator, I would like to substitute "0"
**> in the sum if fr[i]=0.
**>
**> I tried an "ifelse" condition which works, but in some cases the
**> solution seems rather odd. Is there anything wrong with the way second
**> objective function is coded?
**>
**> obj<-function(x){
**> (fr[1]-x[1]*x[2]-x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/fr[1]+
**> (fr[2]-(1-x[1])*x[2]+x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/fr[2]+
**> (fr[3]-x[1]*(1-x[2])+x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/fr[3]+
**> (fr[4]-(1-x[1])*(1-x[2])-x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/fr[4]
**> }
**>
**> obj<-function(x){
**> ifelse(fr[1]==0,0,(fr[1]-x[1]*x[2]-x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/fr[1])+
**> ifelse(fr[2]==0,0,(fr[2]-(1-x[1])*x[2]+x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/fr[2])+
**> ifelse(fr[3]==0,0,(fr[3]-x[1]*(1-x[2])+x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/fr[3])+
**> ifelse(fr[4]==0,0,(fr[4]-(1-x[1])*(1-x[2])-x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/fr[4])
**> }
**>
**> sval=rep(0.1,3)
**> fr<-c(0,0.1,0.2,0.3)
**>
**> optim(sval,obj, method="BFGS")$par
**>
**> Thank you,
**> Serguei
**>
*

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 Sun Oct 15 08:04:46 2006

Archive maintained by Robert King, hosted by
the discipline of
statistics at the
University of Newcastle,
Australia.

Archive generated by hypermail 2.1.8, at Sat 14 Oct 2006 - 22:30:10 GMT.

*
Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help.
Please read the posting
guide before posting to the list.
*