search for: fminsearch

Hi, I'm having a problem converting a Matlab program into R. The R code works almost all the time, but about 4% of the time R's optim function gets stuck on a local minimum whereas matlab's fminsearch function does not (or at least fminsearch finds a better minimum than optim). My understanding is that both functions default to Nelder-Mead optimization, but what's different about the two functions? Below, I've pasted the relevant default options I could find. Are there other options I...

Dear R-users, I am trying to port to R something that I wrote in Matlab to perform model parameter optimization using the Nelder-Mead simplex method (fminsearch). I read the help on ?optim (which seems to be the way to go) as well as a bunch of posts on the topic, but I would like to make sure about something before I spend to much time trying to reproduce something that is not possible. The Matlab fminsearch has some nice features allowing the user to pas...

How Can I write this this matlab code in R: options=optimset('TolFun',1e-9,'TolX',1e-9,'MaxIter',1e8,'MaxFunEvals',1e8); c=c/2; [alpha, delta, epsilon, nofcup] = ustrs(set_date,mat_date); y = fminsearch('pbond',.15,options,p,c,nofcup,delta/epsilon); y = 200*y; Note pbond is a function in Matlab I already wrote in R ustrs is a function in Matlab I already convert into r Thank you HI [[alternative HTML version deleted]]

...the following is my code: probit with sample selection can be done by stata :heckprob The heckprobll is the likelihood function shown in W.H. Greene 5th p714 ¡´ The question is the convergence is very slow compare with Stata using likellihood only. ¡´ Second i did the similar way in matlab using fminsearch , the estimated value is close to true value, however, R gave wrong result, far away the true value. Is there any way to correct the estimation in R and speed up the algorithm. y1 is the selection equation y2 is the probit equation Thanks much Codes: require(mvtnorm) obs=1000 sig=matrix(c(1...

...imsworth (unconstrained optimization with a fixed sized simplex), the variable size simplex method of Nelder and Mead (unconstrained optimization with a variable sized simplex), Box's complex method (constrained optimization with a variable sized simplex). This package includes an R-port of the fminsearch function (available in Matlab and Scilab) which is a specialized use of the more general neldermead package and computes the unconstrained minimimum of given function with the Nelder-Mead algorithm. One important benefit offered by those packages (especially optimbase) is the possibly for the user...

...imsworth (unconstrained optimization with a fixed sized simplex), the variable size simplex method of Nelder and Mead (unconstrained optimization with a variable sized simplex), Box's complex method (constrained optimization with a variable sized simplex). This package includes an R-port of the fminsearch function (available in Matlab and Scilab) which is a specialized use of the more general neldermead package and computes the unconstrained minimimum of given function with the Nelder-Mead algorithm. One important benefit offered by those packages (especially optimbase) is the possibly for the user...

...cine Johns Hopkins University Ph. (410) 502-2619 email: rvaradhan at jhmi.edu -------------- next part -------------- An embedded message was scrubbed... From: =?iso-8859-1?Q?S=F8ren_H=F8jsgaard?= <Soren.Hojsgaard at agrsci.dk> Subject: SV: [R] Improved Nelder-Mead algorithm and Matlab's fminsearch. Was: Hi Date: Fri, 05 Mar 2010 20:47:11 +0100 Size: 5724 URL: <https://stat.ethz.ch/pipermail/r-devel/attachments/20100305/9404b759/attachment.mht>

Hi! I've just begun writing a program that searches for the minimum of a function with golden section search. In order to do this in a nice way I need a function that takes a function name and an argument and returns the function value for that argument, i .e just like Matlab's 'feval'. Is there any? Thanks before hand! Best regards, Fredrik Thuring, Codan Insurance A/S