[R] Save parameters from optim during iteration procedure

From: Camarda, Carlo Giovanni <Camarda_at_demogr.mpg.de>
Date: Sun 15 May 2005 - 23:12:17 EST


Dear R-users,
I am going to try to be as clearer as possible, showing also an example.

1) I have a function (in my real case it's much more complex)
2) I use "optim" to minimize
3) I want to use as method L-BFGS-B for several reasons
4) I know I could use "trace=6" (in "control") in order to see "live"
the procedure
5) I would like to see separately the values of my parameters during each iteration (what, on the screen, are the values of X) 6) Hence I would need to know the way of asking R to save somewhere the values of X during the optimization procedure 7) I have already tried to use "write.table" into the function I want to minimize (in the example with comments), but it gave me more values that I would need

Might you know a solution?

EXAMPLE:
###### function
fun <- function(param){

    a <- param[1]
    b <- param[2]
    r <- sqrt(a^2+b^2)

    res <- -10 * sin(r)/r
    #write.table(x=b, file="B.txt", append=TRUE, sep=",", col.names=FALSE,

    # row.names=FALSE)
    return(res)
    }

######## optimization procedure
ott <- optim(par=c(-1,1),

      fn =fun,
      method = c("L-BFGS-B"),
      control=c(trace=6)
      )

######### what I would need to save
[...]

X = -0.292893 0.292893
[...]

X = 0.0942275 -0.0942275
[...]

X = -0.00110391 0.00110391
[...]

X = 1.93949e-006 -1.93949e-006
[...]

X = -4.98008e-013 4.98008e-013
[...]

Thanks in advance,
Carlo Giovanni Camarda

Camarda Carlo Giovanni
Max Planck Institute for Demographic Research Konrad-Zuse-Strasse 1
18057 Rostock, Germany

Tel: +49 (0)381 2081 172
Fax: +49 (0)381 2081 472
Camarda@demogr.mpg.de

+++++
This mail has been sent through the MPI for Demographic Rese...{{dropped}}



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 Received on Sun May 15 23:15:49 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:31:46 EST