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2011 May 19
3
problem with optim()
Dear R-users, I would like to maximize the function g above which depends on 4 parameters (2 vectors, 1 real number, and 1 matrix) using optim() and BFGS method. Here is my code: # fonction to maximize g=function(x) { x1 = x[1:ncol(X)] x2 = x[(ncol(X)+1)] x3 = matrix(x[(ncol(X)+2):(ncol(X)+1+ncol(X)*ncol(Y))],nrow=ncol(X),ncol=ncol(Y)) x4 = x[(ncol(X)+1+ncol(X)*ncol(Y)+1):length(x)]
2011 Apr 14
0
question about optim‏
...urn "NAN" or "INF" values... Does anyone have any idea where the problem could come from ? Many thanks. > To: r-help@stat.math.ethz.ch > From: bbolker@gmail.com > Date: Tue, 12 Apr 2011 17:24:05 +0000 > Subject: Re: [R] question about optim > > chirine wolley <wolley.chirine <at> hotmail.com> writes: > > > Dear R-users, I would like to use optim( ) to minimize a function > > which depends on 4 parameters: 2 vectors, a scalar, and a matrix. > > And I have a hard to define the parameters at the beginning of the > >...
2011 Apr 12
1
question about optim
Dear R-users, I would like to use optim( ) to minimize a function which depends on 4 parameters: 2 vectors, a scalar, and a matrix. And I have a hard to define the parameters at the beginning of the function, and then to call optim. Indeed, all the examples I have seen dont treat cases where parameters are not all real. Here is my code, it doesnt work but its just to show you where is exactly my