Displaying 2 results from an estimated 2 matches for "est_coeff".
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ast_coef
2010 Nov 09
0
convergence message & SE calculation when using optim( )
...*Rang
e*coeff[20]+H1*H2*coeff[21]
}
SS <- function(coeff,Range,H1,H2,p,steps)
{
sum((steps - myfun(coeff,Range,H1,H2,p))^2)
}
coeff <-
c(0.1,0.1,0.1,0.1,0.1,1,5,5,5,1,1,1,1,1,1,1,0.1,0.1,0.1,0.1,0.1)
scale <-
c(0.1,0.1,0.1,0.1,0.1,1,5,5,5,1,1,1,1,1,1,1,0.1,0.1,0.1,0.1,0.1)
est_coeff <- optim(par=coeff, fn = SS, H1=org_results$H1,
H2=org_results$H2, p=org_results$p, Range=org_results$Range,
steps=org_results$no.steps, method= 'L-BFGS-B', lower = rep(0, 21),
upper = rep(Inf, 21), control = list(trace=FALSE, parscale=scale),
hessian=TRUE)
this is the output:
$p...
2010 Nov 03
2
memory allocation problem
...0.1052789
4 1 0.1 0 0 1 100 4
2.8766364 0.1022138
5 1 0.1 0 0 1 100 0
0.3496872 0.1041056
6 1 0.1 0 0 1 100 0
0.1050840 0.3572036
>
>est_coeff <- optim(coeff,SS, steps=org_results$no.steps,
Range=org_results$Range, H1=org_results$H1, H2=org_results$H2,
p=org_results$p)
Error: cannot allocate vector of size 5.0 Mb
In addition: Warning messages:
1: In optim(coeff, SS, steps = org_results$no.steps, Range =
org_results$Range, : Reac...