Hello, I'm facing a problem, using "optim" packeg. I've written a program and
run it using the latest R version 2.8.1,but there was an error message as
following:
R version 2.7.2 (2008-08-25) # same result when I use R version 2.8.1,Copyright
(C) 2008 The R Foundation for Statistical ComputingISBN 3-900051-07-0R is free
software and comes with ABSOLUTELY NO WARRANTY.You are welcome to redistribute
it under certain conditions.Type 'license()' or 'licence()' for distribution
details. Natural language support but running in an English localeR is a
collaborative project with many contributors.Type 'contributors()' for more
information and'citation()' on how to cite R or R packages in publications.Type
'demo()' for some demos, 'help()' for on-line help, or'help.start()' for an
HTML browser interface to help.Type 'q()' to quit R.>
#=========================================================> #3rd trial>
#=========================================================> >
X<-matrix(rnorm(30),5,6)> X [,1] [,2] [,3] [,4]
[,5] [,6][1,] -0.27769355 0.54293814 -1.93856940 -1.8097458
-0.9172400 -0.5542488[2,] -0!
.09146831 0.26066833 0.91905734 0.2981062 0.4640875 -0.1789108[3,]
-0.99167996 -0.64401482 -0.08517589 -0.4101295 1.5204661 1.3439740[4,]
-1.54003312 -0.03145120 0.17489151 1.1248919 0.6047474 1.1909949[5,]
-0.94150604 0.19836236 -0.63982776 0.5272774 -0.4088086 -0.2593536> >
n<-nrow(X)> p<-ncol(X)> n[1] 5> p[1] 6> > v<-rep(0,p-1)> v[1] 0 0 0 0 0> >
fn1<-function(v) {+ a<-sum(v*v)+ u<-v/sqrt(1+a)+ b<-sum(u*u)+
u[length(v)+1]<-sqrt(1+b)+ c<<- X %*% u # also I try c<- X %*% u+ fn1<- -
optim(c(0,1),fn2,NULL,method="BFGS",c)$value+ }> > > fn2<-function(par){+
fn2<- -length(c)*log(par[2])+sum(log(par[2]*par[2]+(c-par[1])*(c-par[1])))+ }>
optim(v,fn1,NULL,method="BFGS",X)Error in fn(par, ...) : unused argument(s)
(c(-0.277693546148993, -0.091468312551809, -0.99167995523182, -1.5400331178273,
-0.941506038285282, 0.542938135331624, 0.260668332757676, -0.64401482390065,
-0.0314512041135196, 0.198362357527128, -1.93856939573315, 0.919057338245786,
-0.085175885159938, 0!
.174891510504697, -0.639827759135, -1.80974578397221, 0.298106!
24003356
9, -0.410129481117372, 1.12489185606582, 0.527277375478827, -0.917240000748393,
0.464087477214494, 1.52046606812109, 0.60474736264106, -0.408808568730677,
-0.554248793092077, > > > c<-rnorm(10)> v<-rnorm(10)> w<-rexp(10)>
fn1<-function(v) {+ for(i in 1:10){+ par[1]<-v[i]+ par[2]<-w[i]+
a[i]<-optim(par,fn2, NULL,method="BFGS",c)$value+ }+ }> fn2<-function(par){+
fn2<- -length(c)*log(par[2])+sum(log(par[2]*par[2]+(c-par[1])*(c-par[1])))+ }>
> optim(v,fn1,NULL,method="BFGS",X)Error in fn(par, ...) : unused argument(s)
(c(-0.277693546148993, -0.091468312551809, -0.99167995523182, -1.5400331178273,
-0.941506038285282, 0.542938135331624, 0.260668332757676, -0.64401482390065,
-0.0314512041135196, 0.198362357527128, -1.93856939573315, 0.919057338245786,
-0.085175885159938, 0.174891510504697, -0.639827759135, -1.80974578397221,
0.298106240033569, -0.410129481117372, 1.12489185606582, 0.527277375478827,
-0.917240000748393, 0.464087477214494, 1.52046606812109, 0.60474736264106,
-0.40!
8808568730677, -0.554248793092077, >
Wihle, when I run the same program on the old Version 1.7.1, I've got
different result as follows:R : Copyright 2003, The R Development Core
TeamVersion 1.7.1 (2003-06-16)R is free software and comes with ABSOLUTELY NO
WARRANTY.You are welcome to redistribute it under certain conditions.Type
`license()' or `licence()' for distribution details.R is a collaborative
project with many contributors.Type `contributors()' for more information.Type
`demo()' for some demos, `help()' for on-line help, or`help.start()' for a HTML
browser interface to help.Type `q()' to quit R.[Previously saved workspace
restored]> #=========================================================> #3rd
trial> #=========================================================> >
X<-matrix(rnorm(30),5,6)> X [,1] [,2] [,3] [,4]
[,5] [,6][1,] 0.3857697 -0.676798170 -1.39627127 -0.5585526
0.49491835 -1.5055718[2,] -1.3984869 0.036486347 -0.27965160 0.4181540
0.28574020 -0.!
1874612[3,] 0.4118289 0.062688233 1.67673064 0.3231048 -0.58132802
-1.5297349[4,] -0.8236798 -2.142110808 0.07844006 2.4561737 -0.08797541
0.1006625[5,] -1.6269258 0.004665647 1.21449692 -0.5522195 -1.57935227
0.7255697> > n<-nrow(X)> p<-ncol(X)> n[1] 5> p[1] 6> > v<-rep(0,p-1)> v[1] 0 0
0 0 0> > > fn1<-function(v) {+ a<-sum(v*v)+ u<-v/sqrt(1+a)+ b<-sum(u*u)+
u[length(v)+1]<-sqrt(1+b)+ c<<- X %*% u+ #c<- X %*% u+ fn1<- -
optim(c(0,1),fn2,NULL,method="BFGS",c)$value+ }> > > fn2<-function(par){+
fn2<- -length(c)*log(par[2])+sum(log(par[2]*par[2]+(c-par[1])*(c-par[1])))+ }>
optim(v,fn1,NULL,method="BFGS",X)$par[1] 0.3857697 -1.3984869 2.0925084
3.2370430 -1.6269258$value[1] -6.132011$countsfunction gradient 15
15 $convergence[1] 0$message[1] "CONVERGENCE: REL_REDUCTION_OF_F <=
FACTR*EPSMCH"There were 50 or more warnings (use warnings() to see the first
50)>
#=====================================================================================>
> c<-rn!
orm(10)> v<-rnorm(10)> w<-rexp(10)> fn1<-function(v) {+ for(i !
in 1:10)
{+ par[1]<-v[i]+ par[2]<-w[i]+ a[i]<-optim(par,fn2,
NULL,method="BFGS",c)$value+ }+ }> fn2<-function(par){+ fn2<-
-length(c)*log(par[2])+sum(log(par[2]*par[2]+(c-par[1])*(c-par[1])))+ }> >
optim(v,fn1,NULL,method="BFGS",X)Error in optim(par, fn2, NULL, method =
"BFGS", c) : L-BFGS-B needs finite values of fnIn addition: Warning
messages: 1: bounds can only be used with method L-BFGS-B in: optim(v, fn1,
NULL, method = "BFGS", X) 2: bounds can only be used with method L-BFGS-B in:
optim(par, fn2, NULL, method = "BFGS", c) 3: bounds can only be used with
method L-BFGS-B in: optim(par, fn2, NULL, method = "BFGS", c) 4: bounds can
only be used with method L-BFGS-B in: optim(par, fn2, NULL, method = "BFGS", c)
5: bounds can only be used with method L-BFGS-B in: optim(par, fn2, NULL,
method = "BFGS", c) 6: NaNs produced in: log(x)
#========================================================================================
So, I'd be thankful if you could help me solving this !
problem and inform me weather there is bug in the newest version or the code
is changed. Best RegardsAishaPh.D studentStatistics DeparmentUniversity of
NottinghamUK
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