On 25.08.2011 19:02, Noah Silverman wrote:
Hi,
I have function that I want to optimize. Am playing with the optim() function
in R
Two issues:
1) I can't seem to get it to work with a function that takes multiple inputs.
Dummy Example:
myFunc<- function(A,B,D,D){
A really dummy example, since you must not have to equally named
arguments in a function definition.
# Do stuff
return E
}
myFunc(1,2,3,4)
[1] 12
# works fine from command line
optim( par=c(1,2,3,4), fn=myFunc)
Error in A+B : 'B' is missing
Make it one argument, e.g. by a wrapper:
wrapper <- function(x) myFunc(A=x[1], B=x[2], ........)
2) For SOME of the inputs, I want to fix the step size to integers. For
another input, I would also like to limit the range of possible values for
each input
If you want box constrains, see the L-BFGS-B method in optim().
You cannot fix the step size to integers (except doing naste tricks like
rounding) in optim(). For these things, take a look into the
Optimization Task View on CRAN which lists packages for such tasks.
The help file in R isn't very clear on either of the above issues.
What is not clear? It mentions box constrains and it does not mention
how to fix the step sizes to integers. Do you expect that help pages
explain what features the functions do not have?
Uwe Ligges
Any suggestions?
Thanks!
--
Noah Silverman
UCLA Department of Statistics
8117 Math Sciences Building #8208
Los Angeles, CA 90095
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