José Luis Aznarte M. wrote:
> Hi again! I'm using the 'optim' method to fix the parameters of a
> model. I have written the function to be minimised and another function
> which returns the gradient of the error. Now my problem is that, in
> order to compute that gradient, it would be extremely convenient to be
> able to pass some parameters to the gradient function. I don't see how
> to do it given the fixed syntax of 'optim', which does not allow for
> parameters being passed to fn and gr:
>
> > optim(par, fn, gr = NULL, ...)
>
> Of course the first idea would be to "pack" the extra parameters in
> the vector 'par', but in that case the extra parameters would be
> optimized too.
> Does anyone have an idea on how to pass parameters to gr in optim?
> Thanks for your time!
>
You can put the parameters in the ... argument (watch out for matches to
earlier optim args!), or into the environments of fn and gr. For example,
makefn <- function(x) {
fn <- function(mu) sum((x-mu)^2)
gr <- function(mu) sum(2*(mu-x))
list(fn = fn, gr = gr)
}
x <- rnorm(10)
fg <- makefn(x)
optim(1, fg$fn, fg$gr)
Duncan Murdoch
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