Displaying 1 result from an estimated 1 matches for "optimtoyproblem".
2008 May 23
3
nls diagnostics?
...es
This example is obviously stupid, but other singular gradient
problems are not so obvious.
If we transfer this problem to 'optim', we can get diagnostics
from an eigen analysis of the hessian:
dumfun <- function(x, y, one){
d <- y-(x[1]+2*x[2])*one
sum(d^2)
}
optimToyProblem <- optim(c(a=1, b=1), dumfun, hessian=TRUE,
y=DF1$y, one=DF1$one)
eigen(optimToyProblem$hessian, symmetric=TRUE)
$values
[1] 9.000000e+01 -7.105427e-10
$vectors
[,1] [,2]
[1,] 0.4472136 -0.8944272
[2,] 0.8944272 0.4472136
The smallest eigenvalue...