Try this: pred <- pred/1e06
DV <- DV/1e03 opt1 <- optim(fn=my.function, par=1.0) opt2 <- optim(fn=my.function, par=1.0, method="BFGS") opt3 <- optim(fn=my.function, par=1.0, method="L-BFGS-B", lower=0, upper=1) opt1 opt2 opt3 Ravi. ------------------------------------------------------- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Dimitri Liakhovitski Sent: Wednesday, March 30, 2011 12:45 PM To: r-help Subject: [R] optim and optimize are not finding the right parameter Dear all, I have a function that predicts DV based on one predictor pred: pred<-c(0,3000000,7800000,15600000,23400000,131200000) DV<-c(0,500,1000,1400,1700,1900) ## I define Function 1 that computes the predicted value based on pred values and parameters a and b: calc_DV_pred <- function(a,b) { DV_pred <- rep(0,(length(pred))) for(i in 1:length(DV_pred)){ DV_pred[i] <- a * (1- exp( (0-b)*pred[i] )) } return(DV_pred) } ## I define Function 2 that computes the sum of squared deviations for predicted DV from actual DV: my.function <- function(param){ b<-param a<-max(DV) mysum <- sum((DV - calc_DV_pred(a,b))^2) return(mysum) } If I test my function for parameter b =0.0000001, then I get a very good fit: pred<-c(0,3000000,7800000,15600000,23400000,131200000) DV<-c(0,500,1000,1400,1700,1900) test<-my.function(0.0000001) (test) # I get 11,336.81 However, when I try to optimize my.function with optim - trying to find the value of b that minimizes the output of my.function - I get a wrong solution: opt1 <- optim(fn=my.function,par=c(b=0.00000001), method="L-BFGS-B", lower=0,upper=1) (opt1) test2<-my.function(opt1$par) # is much larger than the value of "test" above. # And getting the same - wrong - result with optimize: opt2 <- optimize(f=my.function,interval=c(0,0.1)) test3<-my.function(opt2$minimum) What am I doing wrong? Thanks a lot for your recomendations! -- Dimitri Liakhovitski Ninah Consulting www.ninah.com ______________________________________________ R-help@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. ______________________________________________ R-help@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.
