that was my first idea as well, but as the result shows, the minimized function
value of the wider interval is greater.
In
addidtion, the problem also exists, if the minimized parameter in the
case of the larger interval also already lies within the smaller
interval:
f<-function(delta,P,U){
minimiz<-P+delta*U
x<-minimiz[1]
y<-minimiz[2]
z<-100*(y-x^2)^2+(1-x)^2
return(z)
}
> result<-optimize(f, interval=c(-10, 100000000), P=c(0.99,1.01), U=c(1,0))
> result
$minimum
[1] 0.01496807
$objective
[1] 2.483522e-05
>
> result<-optimize(f, interval=c(-100, 100000000), P=c(0.99,1.01), U=c(1,0))
> result
$minimum
[1] -1.989994
$objective
[1] 4.01
This does still make no sense for me
Fabian
> Date: Mon, 6 Sep 2010 06:18:16 -0700
> From: [email protected]
> To: [email protected]
> Subject: Re: [R] Strange behavior of interval values in optimize()
>
>
>
> Michael Bernsteiner wrote:
> >
> >
> > I'm using optimize() to find the minimum of the following function f, and
> > minimize it (without
> > .....
> > But, when I choose a larger Interval in the optimization method:
> > ....
> > The result gets worse (even though the old interval is included in the new
> > one).
> >
> > In fact I don't want any restrictons for the interval values (something
> > like interval=(-Inf, Inf) or at least the interval should be as large as
> > possible.
> >
> >
>
> The most likely cause is a second minimum.
>
> Dieter
>
> --
> View this message in context:
> http://r.789695.n4.nabble.com/Strange-behavior-of-interval-values-in-optimize-tp2528208p2528366.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> [email protected] 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.
[[alternative HTML version deleted]]
______________________________________________
[email protected] 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.
