Re: [R] Solving equations with optim

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Sun, 16 Mar 2008 07:15:20 +0000 (GMT)

On Sat, 15 Mar 2008, ianfiske wrote:

>
> If you want to find the value of x such that f(x) = 0, then you can minimize
> f^2 or abs(f) using optim. Hope this helps,

For all but the (default) Nelder-Mead method you will be better off with f^2 or some other differentiable function than abs(f), since e.g. BFGS gets its superior convergence results only for locally quadratic objective functions.

>
> Ian
>
>
>
> francogrex wrote:
>>
>> Hello, optim searches for min (or max) of a function, but is it possible
>> to solve for a specific value? I mean, I want to find the value of a and b
>> that give the function value closest to ZERO (and not min or max) in the
>> below. is it possible? thanks
>>
>> test=function(x){
>> a=x[1]
>> b=x[2]
>> if (all(x>0))(((a/(a+b))*(beta(a,b)/(beta(a,b)-beta(a,b+6))))-0.35259)
>> else Inf
>> }
>> optim(c(1,2),test)
>>
>>
>
> --
> View this message in context: http://www.nabble.com/Solving-equations-with-optim-tp16070263p16070698.html
> Sent from the R help mailing list archive at Nabble.com.
>
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-- 
Brian D. Ripley,                  ripley_at_stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Received on Sun 16 Mar 2008 - 07:19:28 GMT

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