Hi R Users,
I've struck a problem with 'optim', which has previously worked very
well for me. I cannot find a way to set the size of starting simplex
when using the Nelder Mead method. The "parscale" argument will
control
the relative sizes of sides, but not the global magnitude.
A short example:
f<-function(x){print(x);sum(sin(x))} # A minimum at (0,0).
optim(par=c(1,1),fn=f,method="Nel",control=list(maxit=10,parscale=c(1,1))
That makes the initial simplex look like this:
1, 1
1.1, 1
1, 1.1
Now say I want to use a larger intial simplex, mabye:
1, 1
2, 1
1, 2
The documentation suggests that parscale=c(10,10) should do it. But if
I do that, I get the same simplex as before.
Only the *relative* sizes of parscale seem to matter (I can make one
side longer than the others).
Does anyone have any advice for me?
Scott Brown.