Displaying 2 results from an estimated 2 matches for "dv_pred".
2011 Mar 07
1
More appropriate optimization routine?
...self at time t-1, of "pred" at time t, and of 2 scalars - a and b.
I have to find optimal a and b that would ensure the best fit between
the observed DV and the predicted DV. Below is the function I have to
optimize:
my.function <- function(param){
a<-param[1]
b<-param[2]
DV_pred <- rep(0,length(pred))
for(i in 2:length(pred)){
DV_pred[i] <- 1 - ( (1 - DV_pred[i-1] * a) / (exp(pred[i] * b)) )
}
DV_pred[1]<-DV[1]
correl <- cor(DV,DV_pred)
return(correl)
}
a has to be between 0.001 and 0.75
b has to be positive.
I apologize if it's a simple questi...
2011 Mar 30
3
optim and optimize are not finding the right parameter
Dear all,
I have a function that predicts DV based on one predictor pred:
pred<-c(0,3000000,7800000,15600000,23400000,131200000)
DV<-c(0,500,1000,1400,1700,1900)
## I define Function 1 that computes the predicted value based on pred
values and parameters a and b:
calc_DV_pred <- function(a,b) {
DV_pred <- rep(0,(length(pred)))
for(i in 1:length(DV_pred)){
DV_pred[i] <- a * (1- exp( (0-b)*pred[i] ))
}
return(DV_pred)
}
## I define Function 2 that computes the sum of squared deviations for
predicted DV from actual DV:
my.function <- function(param){...