Victoria Landsman
2004-Jul-14 15:36 UTC
[R] Running the optimization on the subset of parameters
Dear all, I'd like to find a minimum of (-loglik) function which is a function of k parameters. I'd like to run the minimization algorithm for the different subsets of the parameters and assign the fixed values to the complementary subset. How should I define my (-loglik) function such that it can be passed to the optim or other optimization function? Much thanks for any suggestions. Vicky Landsman. [[alternative HTML version deleted]]
Roger D. Peng
2004-Jul-17 17:59 UTC
[R] Running the optimization on the subset of parameters
If you use the mle() function in the `stats4' package, you don't have to do anything special. For example, > negloglik <- function(a, b) { a^2 + b^2 } > mle(negloglik, start = list(a = 2), fixed = list(b = 4)) Call: mle(minuslogl = negloglik, start = list(a = 2), fixed = list(b = 4)) Coefficients: a b 2.202682e-13 4.000000e+00 > mle(negloglik, start = list(b = 2), fixed = list(a = 4)) Call: mle(minuslogl = negloglik, start = list(b = 2), fixed = list(a = 4)) Coefficients: a b 4.000000e+00 2.202682e-13 > -roger Victoria Landsman wrote:> Dear all, I'd like to find a minimum of (-loglik) function > which is a function of k parameters. I'd like to run the > minimization algorithm for the different subsets of the > parameters and assign the fixed values to the complementary > subset. How should I define my (-loglik) function such that it > can be passed to the optim or other optimization function? > > Much thanks for any suggestions. Vicky Landsman. [[alternative > HTML version deleted]] > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE > do read the posting guide! > http://www.R-project.org/posting-guide.html >