Displaying 1 result from an estimated 1 matches for "targetfn".
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targetfs
2010 May 24
2
Optimization
Hi all, I need to minimize following function :
dat <- matrix(rnorm(20000), ncol=2)
targetFn <- function(x) {
dat <- as.matrix(dat)
dat1 <- 1*dat[,1] - (x^2)*dat[,2]
return(sd(dat1)) }
i.e. I want ro find for which "x" the value of "targetFn" will be minimum,
depending on current dataset "dat". Is there any optimiz...