[R] problems with optimize (again)

Uwe Ligges
Wed, 10 May 2006 16:37:45 -0000

tom wright wrote:

> Can someone please explain what the $minimum result of the optimize
> function actually is?
>
> I'm trying to optimize the function:
> fitIT<-function(ampFac,ts_wave1,ts_template){
>     template<-stretchWaveTime(ts_template,ampFac)
>     fit<-calcFit(ts_wave1,template)
>     return(fit)
> }
>
> with
>
>>optimize(f=fitIT,interval=c(0.5,4),ts_wave1=test.data[,1],ts_template=test.data[,1])
>
> $minimum
> [1] 3.764685
>
> $objective
> [1] 1.037864
>
> however when I run
>
>>calcFit(test.data[,1],stretchWaveTime(test.data[,1],1.037864))
>
> [1] 0.3059954


What is calcFit?

> I thought $minimum and the result of the calcFit function should be the
> same.

Why should to different algorithms (at least I guess so, since you don't
say what calcFit() does) find the same *local* minimum?


> As a further question I'm going to need to nest optimize functions so I
> can optimize over two variables. How can I get the minimum and objective
> back from the nested function f, as well as the value to be minimised?


Use optim().

Uwe Ligges


> I hope this makes sense and I apologise for the lack of reproducible
> code. If it will help I can include that in a further e-mail.
> Thanks
> Tom
>
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