The default Nelder-Mead method does not work well in one
dimension.> optim(1,sqr, method="BFGS")
$par
[1] -1
$value
[1] 2.071992e-29
$counts
function gradient
8 3
...
I never really expected people to use optim for one-dimensional input
(there is optimize).
I'll add a warning in that case.
On Wed, 3 Apr 2002, Mike Lonergan wrote:
>
> I was having some problems persuading optim() to give me the answers I
> wanted,
> & simplified down to:
>
> sqr<-function(x){(x+1)^2}
> optim(1,sqr)
>
> I accept this is a hammer to crack a nut, but was still expecting the
> answer -1.
> I got:
>
> $par
> [1] -0.8
>
> $value
> [1] 0.04
>
> $counts
> function gradient
> 12 NA
>
> $convergence
> [1] 0
>
> $message
> NULL
>
> so I've obviously misunderstood something.
> (The default 'robust but slow' method did seem appropriate.)
>
> Repeating this for:
> v<--100:100/5
> v2<-1;for(i in 1:201) v2[i]<-optim(v[i],sqr)$par
> plot(v,v2)
>
> gave a bit more than 10% unexpected answers. Playing with control reduces
> the scatter, but rather relies on knowing the answer in advance.
> (function(x){x^2} gives another nice pattern.)
>
> So, with the usual apologies for my ignorance (of both kinds, though I have
> had a look in the archives), I'd be grateful for an indication of where
I've
> messed up.
>
> Thanks,
>
> Mike.
>
> > version
> _
> platform i386-pc-mingw32
> arch x86
> os Win32
> system x86, Win32
> status Patched
> major 1
> minor 4.0
> year 2002
> month 01
> day 23
> language R
>
> (but also tried on a couple of other machines)
>
>
>
> ----------------------------------------------------------------
> Mike Lonergan
> Research Unit for Wildlife Population Assessment
> Mathematical Institute
> University of St Andrews
> North Haugh Tel: +44 (0) 1334 463760
> St Andrews Fax: +44 (0) 1334 463714
> Fife KY16 9SS Email: mel at mcs.st-and.ac.uk
> Scotland
> ----------------------------------------------------------------
>
>
>
>
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--
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)
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