Re: [R] Non-linear system of equations

From: Radka Pancheva <radica_at_abv.bg>
Date: Fri, 25 Apr 2008 15:12:45 +0300 (EEST)


Hello Paul,

Thank you for your quick answer. I have tried to use your advice and to estimate the parameters of beta distribution with moments matching. This is my code:

ex <- 0.3914877
ex2 <- 0.2671597

my.mm <- function(x){

	p <- x[1]
	q <- x[2]
	p <-  .Machine$double.eps
	q <-  .Machine$double.eps

	F <- rep(NA,2)

	F[1] <- p/(p + q)
	F[2]<- (p*q + (p + q + 1)*p^2)/((p + q + 1)*(p + q)^2)

	return(F)

}

p0 <- c(ex,ex2)

dfsane(par=p0, fn=my.mm,control=list(maxit=50000))

and I became the following output:


iteration: 3640 ||F(xn)|| = 0.7071068 iteration: 3641 ||F(xn)|| = 0. 7071068
iteration: 49990 ||F(xn)|| = 0. 7071068 iteration: 50000 ||F(xn)|| = 0. 7071068 $par
[1] -446.2791 -446.4034

$residual
[1] 0.5

$fn.reduction
[1] 0

$feval
[1] 828495

$iter
[1] 50001

$convergence
[1] 1

$message
[1] "Maximum limit for iterations exceeded"

I have tried maxiter=100000 but the output is the same. I know that ex and ex2 are bringing the problems, but I am stuck with them. How can I make it convergent?

Thank you,

Evgeniq

>2008/4/25 Radka Pancheva <radica@abv.bg>:
>> I am trying to estimate the parameters of a bimodal normal distribution using moments matching, so I have to solve a non-linear system of equations. How can I solve the following simple example?
>>
>> x^2 - y^2 = 6
>> x y = 3
>>
>> I heard about nlsystemfit, but I don't know how to run it exactly. I have tried the following code, but it doesn't really work:
>>
>>
>> f1 <-y~ x[1]^2-x[2]^2-6
>> f2 <-z~ x[1]-x[2]-3
>> f <- list(f1=0,f2=0)
>> nlsystemfit("OLS",f,startvals=c(0,0))
>
>You could try the recent package BB by Ravi Varadhan. The code could
>be the following:
>
>library(BB)
>
>f <- function(x) {
> x1 <- x[1]
> x2 <- x[2]
>
> F <- rep(NA, 2)
>
> F[1] <- x1^2 - x2^2 - 6
> F[2] <- x1 - x2 - 3
>
> return(F)
>}
>
>p0 <- c(1,2)
>dfsane(par=p0, fn=f,control=list(maxit=3000))
>
>I got the solution:
>
>x1 = 2.5
>x2 = -0.5
>
>Paul
>
>______________________________________________
>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.
>



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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 Fri 25 Apr 2008 - 12:18:08 GMT

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