Hi
I cannot help you with optim as it is beyond my expertise, but here are some
notes.
Your mail is partially scrammbled due to HTML formating, please use plain text.
You say that you do not get right results, how they differ from your
expectation?
Preferably provide some toy data as illustration.
Cheers
Petr
> -----Original Message-----
> From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of niharika
> singhal
> Sent: Thursday, August 10, 2017 11:54 AM
> To: r-help at r-project.org
> Subject: [R] "Help On optim"
>
> Hello,
>
>
>
> I have some parameters from Mclust function. The parameters are in the form
>
>
>
> *parametersDf *
>
>
>
> * mu_1 mu_2 var_mc1 var_mc2 c1
> c2 *
>
> *2 1.357283 2.962736 0.466154 0.1320129 0.5258975
> 0.4741025 *
>
> *21 8.357283 9.962736 0.466154 0.1320129 0.5258975
> 0.4741025 *
>
>
>
> Each row in the above data frame represent the segment and each segment
> contain two-mixture component. (Latter I will increase the segment and the
> mixture component)
>
>
>
> So for every segment with n mixture component I have to find the
>
>
>
> *max f(x) with ?infinity < x < infinity*
>
>
>
> *f(x)=sum_i c_i N(O,mu_i,sigma_i). *
>
>
>
> *Since i need to calculate the derivate f? and set f?(x)=0 I thought of
using
> Newton method *
>
>
>
> *In R the function I selected for my problem is optim.*
>
>
>
> *Below is my code *
>
>
>
>
>
> *l = 2 # represent the number of mixture component*
>
> *i=1# represent the segment 1 if i=2 represent the 2 segment*
>
> *parametersDf #which I have posted above*
>
> *xnorm= function(x)*
>
> *{ *
>
>
>
> * #observation= append(segment1, segment2)*
>
> * mu.vector = parametersDf[1:l] *
>
> * var.vector =parametersDf[(l+1):((2*l))]*
>
> * coeff.vector=parametersDf[(2*l+1):(3*l)]*
>
> * val_df=data.frame()*
>
> * sum_prob=0*
>
> * for (j in 1:l){*
>
> *
> val=(coeff.vector[i,j]*(dnorm(x,mu.vector[i,j],sqrt(var.vector[i,j]))))*
>
> * sum_prob=sum_prob+val*
>
> * } *
>
> * return(sum_prob)*
>
> *}*
>
> *#segment1*
>
>
>
> *val1=optim(parametersDf$mean_mc_1[1],** fn=xnorm,*
>
> * method = "BFGS")*
>
>
>
> *I am not getting right result from optim function. Is there something I
can
> do?*
>
>
> *Thanks in Advance for the help *
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
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> PLEASE do read the posting guide
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> and provide commented, minimal, self-contained, reproducible code.
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