# Re: [R] optimization setup

From: bartjoosen <bartjoosen_at_hotmail.com>
Date: Wed, 23 Apr 2008 02:57:30 -0700 (PDT)

The error comes from the way you specify the parameters: At least not as elegant, but it works:

function4 <- function(x){

```	theta1 <- x
theta2 <- x
theta3 <- x
function3(theta1,theta2,theta3)
```

}

fit<-optim(par=c(1, 1.2, .2), fn=function4)

Bart

threshold wrote:
>
> Hi, here comes my problem, say I have the following functions (example
> case)
> #------------------------------------------------------------
> function1 <- function (x, theta)
> {a <- theta ( 1 - exp(-theta) ) * theta )
> b <- x * theta / theta^2
> return( list( a = a, b = b )) }
> #-----------------------------------------------------------
> function2<-function (x, theta)
> {P <- function1(x, theta)
> c <- P\$a * x * exp(-theta)
> d <- P\$b * exp(x)
> q <- theta / theta
> res <- c + d + q; res}
>
> # Function to be optimized
> function3 <- function(theta1,theta2,theta3) {
> n <- length(data)
> -sum( function2(x = data[2:n], theta = c(theta1, theta2, theta3) ))}
> # 'data' is my input ts class object
> #--------------------------------------------------------------------------------------
>
> Then I want to maximize function3 with respect to theta(s) (given some
> starting values)
>
> fit<-optim(par=c(theta1=1, theta2=1.2, theta3=.2), fn=function3)
>
> I get the following:
> Error in function1(x, theta) :
> argument "theta2" is missing, with no default
>
> Where I made a mistake? I will appreciate any help ...
>
> r
>

```--
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