On Thu, 22 Nov 2001, kjetil halvorsen wrote:
> Hola!
>
> santes<-c(210,169,187,160,167,176,185,206,173,146,174,201,198,148,154)
> sdespues<-c(201,165,166,157,147,145,168,180,147,136,151,168,179,129,131)
> dantes<-c(130,122,124,104,112,101,121,124,115,102,98,119,106,107,100)
> ddespues<-c(125,121,121,106,101,85,98,105,103,98,90,98,110,103,82)
> presion<-data.frame( santes, sdespues, dantes, ddespues)
>
>
> logvero <- function(mu,delta,s2ksi,s2eps,beta,s2eta,x,z)
> {
> n <- length(x)
> sigma <- matrix(c(s2ksi+s2eps,beta*s2ksi-s2eps,beta*s2ksi-s2eps,
> beta^2*s2ksi+s2eta+2*s2eps),2,2)
> xz <- sum((x-mu)*(z-delta))
> A <- matrix(c(sum((x-mu)^2),xz,xz,sum((z-delta)^2)),2,2)
> A <- (1/2)*solve(sigma) %*% A
> logdet <- (-1)*n*log(det(sigma))
> logdet-sum(diag(A))
> }
>
>
optim(par=c(mu=mean(santes),delta=mean(sdespues-santes),s2ksi=422,s2eps=1,s2eta=75),
> fn=function(mu,delta,s2ksi,s2eps,s2eta)
> logvero(mu,delta,s2ksi,s2eps,0,s2eta,santes,sdespues-santes),
> control=list(trace=1, fnscale=-1),
> method="BFGS")
>
>
> gives the result:
>
> Error in as.vector(data) : Argument "s2ksi" is missing, with no
default
>
>
> What is happening?
You are not using optim correctly.
par: Initial values for the parameters to be optimized over.
fn: A function to be minimized (or maximized), with first
argument the vector of parameters over which minimization is
to take place. It should return a scalar result.
...: Further arguments to be passed to `fn' and `gr'.
I think you wanted
optim(par=mean(santes),
fn=function(mu,delta,s2ksi,s2eps,s2eta)
logvero(mu,delta,s2ksi,s2eps,0,s2eta,santes,sdespues-santes),
control=list(trace=1, fnscale=-1),
method="BFGS",
delta=mean(sdespues-santes), s2ksi=422, s2eps=1, s2eta = 75)
or something like that. Otherwise fn needs to a function of one
parameter only.
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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