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x1<-c(5.548,4.896,1.964,3.586,3.824,3.111,3.607,3.557,2.989,18.053,3.773,1.253,2.094,2.726,1.758,5.011,2.455,0.913,0.890,2.468,4.168,4.810,34.319,1.531,1.481,2.239,4.204,3.463,1.727)
y<-c(2.590,3.770,1.270,1.445,3.290,0.930,1.600,1.250,3.450,1.096,1.745,1.060,0.890,2.755,1.515,4.770,2.220,0.590,0.530,1.910,4.010,1.745,1.965,2.555,0.770,0.720,1.730,2.860,0.760)
x2<-c(0.137,2.499,0.419,1.699,0.605,0.677,0.159,1.699,0.340,2.899,0.082,0.425,0.444,0.225,0.241,0.099,0.644,0.266,0.351,0.027,0.030,3.400,1.499,0.351,0.082,0.518,0.471,0.036,0.721)
k<-rep(1,29)
x<-data.frame(k,x1,x2)
freg<-function(y,x1,x2){
reg<- rlm(y ~ x1 + x2 , data=x)
return(reg)
}
func <- function(x1,x2,b){
fit<-freg(y,x1,x2)
b<-c(coef(fit))
dv<-1+ b[2]*x2^b[3]
dv1<-b[2]*x2^b[3]*log(x2)
out <- ( x1/(1+ b[2]*x2^b[3]))
out1<- c(-x1*x2^b[3]/dv^2,-x1* dv1/dv^2)
return(list( out,out1))
}>
optim(par=c(b[2],b[3]), fn=out, gr =out1,
method = c("BFGS"),
lower = -Inf, upper = Inf,
control = list(), hessian = T)
can someone help me try running this code because i try many occasion but prove abortive. the aim is
to optimize the parameter of the model that is parameter estimates using optimization
[[alternative HTML version deleted]]
______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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There are lots of errors in your code. In particular, the optimization
routines do not like functions that ignore the parameters.
And you have not provided out or out1 to the optimizer -- they are
returned as elements of func(), but not correctly.
Please try some of the examples for optim or optimx to learn how to
structure your problem.
JN
On 13-11-16 06:00 AM, [hidden email] wrote:
> Message: 19
> Date: Fri, 15 Nov 2013 09:17:47 -0800 (PST)
> From: IZHAK shabsogh < [hidden email]>
> To: " [hidden email]" < [hidden email]>
> Subject: [R] optimization
> Message-ID:
> < [hidden email]>
> Content-Type: text/plain
>
> x1<-c(5.548,4.896,1.964,3.586,3.824,3.111,3.607,3.557,2.989,18.053,3.773,1.253,2.094,2.726,1.758,5.011,2.455,0.913,0.890,2.468,4.168,4.810,34.319,1.531,1.481,2.239,4.204,3.463,1.727)
> y<-c(2.590,3.770,1.270,1.445,3.290,0.930,1.600,1.250,3.450,1.096,1.745,1.060,0.890,2.755,1.515,4.770,2.220,0.590,0.530,1.910,4.010,1.745,1.965,2.555,0.770,0.720,1.730,2.860,0.760)
> x2<-c(0.137,2.499,0.419,1.699,0.605,0.677,0.159,1.699,0.340,2.899,0.082,0.425,0.444,0.225,0.241,0.099,0.644,0.266,0.351,0.027,0.030,3.400,1.499,0.351,0.082,0.518,0.471,0.036,0.721)
> k<-rep(1,29)
> x<-data.frame(k,x1,x2)
>
> freg<-function(y,x1,x2){
> reg<- rlm(y ~ x1 + x2 , data=x)
> return(reg)
> }
>
>
> func <- function(x1,x2,b){
> fit<-freg(y,x1,x2)
> b<-c(coef(fit))
> dv<-1+ b[2]*x2^b[3]
> dv1<-b[2]*x2^b[3]*log(x2)
> out <- ( x1/(1+ b[2]*x2^b[3]))
> out1<- c(-x1*x2^b[3]/dv^2,-x1* dv1/dv^2)
> return(list( out,out1))
> }>
> optim(par=c(b[2],b[3]), fn=out, gr =out1,
> method = c("BFGS"),
> lower = -Inf, upper = Inf,
> control = list(), hessian = T)
> can someone help me try running this code because i try many occasion but prove abortive. the aim is
> to optimize the parameter of the model that is parameter estimates using optimization
>
> [[alternative HTML version deleted]]
______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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> There are lots of errors in your code. In particular, the optimization
> routines do not like functions that ignore the parameters.
I would like to nominate this delicious riposte as a fortune
candidate. Anyone to second the motion?
Dennis
On Sat, Nov 16, 2013 at 1:26 PM, Prof J C Nash (U30A) < [hidden email]> wrote:
> There are lots of errors in your code. In particular, the optimization
> routines do not like functions that ignore the parameters.
>
> And you have not provided out or out1 to the optimizer -- they are
> returned as elements of func(), but not correctly.
>
> Please try some of the examples for optim or optimx to learn how to
> structure your problem.
>
> JN
>
>
> On 13-11-16 06:00 AM, [hidden email] wrote:
>> Message: 19
>> Date: Fri, 15 Nov 2013 09:17:47 -0800 (PST)
>> From: IZHAK shabsogh < [hidden email]>
>> To: " [hidden email]" < [hidden email]>
>> Subject: [R] optimization
>> Message-ID:
>> < [hidden email]>
>> Content-Type: text/plain
>>
>> x1<-c(5.548,4.896,1.964,3.586,3.824,3.111,3.607,3.557,2.989,18.053,3.773,1.253,2.094,2.726,1.758,5.011,2.455,0.913,0.890,2.468,4.168,4.810,34.319,1.531,1.481,2.239,4.204,3.463,1.727)
>> y<-c(2.590,3.770,1.270,1.445,3.290,0.930,1.600,1.250,3.450,1.096,1.745,1.060,0.890,2.755,1.515,4.770,2.220,0.590,0.530,1.910,4.010,1.745,1.965,2.555,0.770,0.720,1.730,2.860,0.760)
>> x2<-c(0.137,2.499,0.419,1.699,0.605,0.677,0.159,1.699,0.340,2.899,0.082,0.425,0.444,0.225,0.241,0.099,0.644,0.266,0.351,0.027,0.030,3.400,1.499,0.351,0.082,0.518,0.471,0.036,0.721)
>> k<-rep(1,29)
>> x<-data.frame(k,x1,x2)
>>
>> freg<-function(y,x1,x2){
>> reg<- rlm(y ~ x1 + x2 , data=x)
>> return(reg)
>> }
>>
>>
>> func <- function(x1,x2,b){
>> fit<-freg(y,x1,x2)
>> b<-c(coef(fit))
>> dv<-1+ b[2]*x2^b[3]
>> dv1<-b[2]*x2^b[3]*log(x2)
>> out <- ( x1/(1+ b[2]*x2^b[3]))
>> out1<- c(-x1*x2^b[3]/dv^2,-x1* dv1/dv^2)
>> return(list( out,out1))
>> }>
>> optim(par=c(b[2],b[3]), fn=out, gr =out1,
>> method = c("BFGS"),
>> lower = -Inf, upper = Inf,
>> control = list(), hessian = T)
>> can someone help me try running this code because i try many occasion but prove abortive. the aim is
>> to optimize the parameter of the model that is parameter estimates using optimization
>>
>> [[alternative HTML version deleted]]
>
> ______________________________________________
> [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.
______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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On 11/17/13 11:49, Dennis Murphy wrote:
>> There are lots of errors in your code. In particular, the optimization
>> routines do not like functions that ignore the parameters.
> I would like to nominate this delicious riposte as a fortune
> candidate. Anyone to second the motion?
Indeed. I so second!
cheers,
Rolf Turner
______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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