From: Paul Smith <phhs80_at_gmail.com>

Date: Fri, 30 May 2008 18:23:43 +0100

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 Mon 02 Jun 2008 - 03:46:51 GMT

Date: Fri, 30 May 2008 18:23:43 +0100

On Fri, May 30, 2008 at 12:04 PM, threshold <r.kozarski_at_gmail.com> wrote:

*> Thanks for all your replies and sorry for a negligence in my examples. They
**> are very simplified to reflect very roughly the structure of the case I deal
**> with, which is too complicated to be quoted here.
**>
**> What I deal with is:
**> 1) 'theta' which is vector with length 2, being known to me (eg.
**> theta=c(1,2))
**> 2) 'x' which represents my empirical data (I know as well),
**> 3) 'theta1' is a vector with length 2 I don't know, which suppose to
**> minimize my objective function f3 (see below)
**>
**> Here come the structure of the functions:
*

> f1<-function(theta, theta1)

*> {theta[1]+theta[2]+theta1[1]}
**>
**> f2<-function(theta, x, theta1)
**> {f1(theta, theta1)*exp(x)*theta1[2]}
**>
**> function to be optimized with respect to theta1:
**> f3<-function(theta1)
**> {f1(theta, theta1)-f2(theta,x,theta1)}
**>
**> Again, I know vector 'theta' and 'x', and I look for (vector) 'theta1' which
**> minimize f3
**>
**> Question are:
**> 1) whether, given the case I deal with, the functions I provided are
**> specified correctly. If not what is the correct form?
**> 2) how should I write my optim function with starting values for theta1
**> equal to 1.1 and 2.1. What I did was:
**> optim(par=c(1.1, 2.1), f3) but it did not work well with error message:
**> Error in f1(theta, theta1) : argument "theta1" is missing, with no default
*

If x is a vector, then your function f2 is not a real function; f2 returns a vector (and not a scalar). Optim does not optimize vectorial functions.

Paul

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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 02 Jun 2008 - 03:46:51 GMT

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