Dear Professor Mordoch.
Thank you very much for your help! Your time is highly appreciated!
I do intend to optimize over 3 parameters and the way I did it is
constrOptim(c(0.5,0.3,0.5), fit.error, fit.error.grr, ui=ui,ci=ci).
Also, There is a missing value for both sigmae and ss. (The last 3rd
and 4th line) Please correct them as:
sigmae=c(0.172239074,0.188209271,0.193703774,0.172659891,0.164427247,0.24602361,0.173555309,0.186701165,0.193150456,
0.1857315601)
ss=c(56.49,56.39,56.55,57.49 ,57.37,55.02,56.02,54.35,54.09,54.67)
Best Wishes
Yuchen Luo
On 9/9/07, Duncan Murdoch [EMAIL PROTECTED] wrote:
On 09/09/2007 7:01 AM, Yuchen Luo wrote:
Dear friends.
I use ConstrOptim( ) and got error message initial value not
available.
My understanding of initial value not available is that one of the
following 3 cases happens:
1.The objective function is not well defined at the point of the initial
value.
2. The differentiation of the objective function is not well defined at
the
point of the initial value.
3. The initial value violate the constrain of ui %*% theta - ci = 0
But my situation does not belong to any of the above cases.
I have attached my code bellow and could you please help me take a look?
I haven't tried your code, but there's one obvious error:
...
fit.error=function(rec,lambda,lbar)
{sum((eval(apple)*1000-orange)^2/(orange^2))
}
The function optimizes over the elements of the first parameter. You've
got two other parameters there, and I think you're trying to optimize
over them as well. Put them all into one vector.
The documentation for constrOptim doesn't make this as clear as it
should; I'll clarify (by copying the docs from ?optim).
Duncan Murdoch
fit.error.grr=function(rec,lambda, lbar)
{drec=sum(eval(D(apple,'rec'))*(eval(apple)*1000-orange)/(orange^2))
dlambda=sum(eval(D(apple,'lambda'))*(eval(apple)*1000-orange)/(orange^2))
dlbar=sum(eval(D(apple,'lbar'))*(eval(apple)*1000-orange)/(orange^2))
c(drec,dlambda,dlbar)
}
rr=c(4.33,4.22,4.27,4.43,4.43,4.44,4.45,4.65,4.77,4.77)
tot=rep(13319.17,10)
sh=rep(1553656,10)
sigmae=c(0.172239074,0.188209271,0.193703774,0.172659891,0.164427247,
0.24602361,0.173555309,0.186701165,0.193150456)
ss=c(56.49,56.39,56.55,57.49,57.37,55.02,56.02,54.35,54.09)
orange=rep(21.25,10)
constrOptim(c(0.5,0.3,0.5), fit.error, fit.error.grr, ui=ui,ci=ci)
[[alternative HTML version deleted]]
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
