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Q. regarding optim()

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Q. regarding optim()

N. Goodacre
Dear R mailing group,

  The second parameter for the function optim()is a function whose
parameters are to be optimized. The description of this function given in
the help file is the following:

      fn: A function to be minimized (or maximized), with first
          argument the vector of parameters over which minimization is
          to take place.  It should return a scalar result.

Let's say the second argument is x, a vector of x values

I would have thought that fn should return a vector full of y values for
the x values entered as the second argument. If the function just takes one
value at a time and outputs a scalar, how can I specify for fn which x
value, of the vector x, to take?

 Sincerely,

Norman Goodacre

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Re: Q. regarding optim()

Prof Brian Ripley
On Fri, 21 Jul 2006, N. Goodacre wrote:

Dear R mailing group,

>
>   The second parameter for the function optim()is a function whose
> parameters are to be optimized. The description of this function given in
> the help file is the following:
>
>       fn: A function to be minimized (or maximized), with first
>           argument the vector of parameters over which minimization is
>           to take place.  It should return a scalar result.
>
> Let's say the second argument is x, a vector of x values

But it says `parameters'.  Please look at the examples on that help page.  
optim is concerned with optimizing functions of more than one parameter.
In a statistical setting 'x' may be the data, but e.g. for fitting a gamma
distribution c(scale, shape) are the parameters.

> I would have thought that fn should return a vector full of y values for
> the x values entered as the second argument. If the function just takes one
> value at a time and outputs a scalar, how can I specify for fn which x
> value, of the vector x, to take?
>
>  Sincerely,
>
> Norman Goodacre
>
> ______________________________________________
> [hidden email] 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.
>

--
Brian D. Ripley,                  [hidden email]
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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