Hi,
I think Ray has answered this question in the previous e-mail.
Because optim can only use one single parameter thus you can not have
the parameters: theta, theta1 and x at the same time.
such as:
f1<-function(theta)
{theta[1]+theta[2]}
f2<-function(theta)
{f1(theta)*3}
f3<-function(theta)
{f1(theta)-f2(theta)}
optim(par=c(1,1), f3)
Chunhao
Quoting threshold <[EMAIL PROTECTED]>:
Hi, thanks for your replay the previous post of mine. Let me ask you one more
question similar to the previous one, based on a naive example:
f1<-function(theta, theta1)
{theta[1]+theta[2]+theta1[1]}
f2<-function(theta, x, theta1)
{f1(theta, theta1)*exp(x)*theta1[2]}
function to be optimized with respect to theta1:
f3<-function(theta1)
{f1(theta, theta1)-f2(theta,x,theta1)}
optim(par=c(1,1), f3)
If I do so I get:
Error in f1(theta, theta1) : argument "theta1" is missing, with no default
What I did wrong? I guess I miss something basic...
Thanks in advance, robert
Ray Brownrigg-2 wrote:
On Wed, 23 Apr 2008, threshold wrote:
Hi, here comes my problem, say I have the following functions (example
case) #------------------------------------------------------------
function1 <- function (x, theta)
{a <- theta[1] ( 1 - exp(-theta[2]) ) * theta[3] )
b <- x * theta[1] / theta[3]^2
return( list( a = a, b = b )) }
#-----------------------------------------------------------
function2<-function (x, theta)
{P <- function1(x, theta)
c <- P$a * x * exp(-theta[2])
d <- P$b * exp(x)
q <- theta[1] / theta[3]
res <- c + d + q; res}
# Function to be optimized
function3 <- function(theta1,theta2,theta3) {
n <- length(data)
-sum( function2(x = data[2:n], theta = c(theta1, theta2, theta3) ))}
# 'data' is my input ts class object
#--------------------------------------------------------------------------
------------
Then I want to maximize function3 with respect to theta(s) (given some
starting values)
fit<-optim(par=c(theta1=1, theta2=1.2, theta3=.2), fn=function3)
I get the following:
Error in function1(x, theta) :
argument "theta2" is missing, with no default
Where I made a mistake? I will appreciate any help ...
r
Your function to be optimised must be a function of a single parameter
(which
may be a vector).
So you should have something like:
# Function to be optimized
function3 <- function(thetas) {
n <- length(data)
-sum( function2(x = data[2:n], theta = thetas))
}
[Not tested, your provided code has typos].
Ray
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