Do the values of W and Hg over time for a given q agree between R and Excel? Not the optimal value of q, just the trajectories for fixed q (trying several values for q).
If I take the iterative loop out of the function, and ask for values of Hgmod, Hgtmod, and f, then I get EXACTLY what I get out of Excel. It's the optimization that seems to be the problem. If I trace the solutions, R isn't even exploring the full parameter space I tell it to look in. SO, the iterative loop is correct, and doing what it's supposed to, since values of p, ACT match exactly what they do in excel- it's something about how R is examining the possibilities in the optimization process that is giving me different answers between the two.
I dunno- I'm going to tinker with it some more tonight.
Mike
Reid
-----Original Message----- From: Michael Rennie [mailto:[EMAIL PROTECTED] Sent: Wednesday, July 16, 2003 2:47 PM To: Huntsinger, Reid Subject: RE: [R] Excel can do what R can't?????
Hi, Reid
At 02:09 PM 7/16/03 -0400, you wrote: >R is good at automating specific kinds of complex loops, namely those that >can be vectorized, or that can be written to draw on otherwise built-in >facilities. It's usually reasonable for other kinds of loops but not >spectacularly fast. You can write this part in C, though, quite easily, and >R provides very convenient utilities for this. > >As for your code: You seem to have a system of equations that relates W and >Hg to their one-period-ago values. It might clarify things if you coded this >as a function: input time t values and q, output time t + 1 values. (You >wouldn't need any arrays.) Then f would just iterate this function and >calculate the criterion.
Wouldn't I still need to loop this function to get it through 365 days? Is there a big difference, then, between this and what I've got?
>Does the trajectory of (W, Hg) for given q in R seem correct? Does it agree >with Excel? What does the criterion function look like? You could plot it in >R and perhaps see if the surface is complicated, in which case a simple grid >search might work for you.
When I give R the values that I get in excel for p, ACT, the function solution is actually more precise than what I get in Excel; the values for p, ACT come back identical (then again, they are exactly what I assigned..) But, if I leave R on it's own to find the solution, it keeps getting jammed in a particular region. I've never done any function plotting in R, but it would help if I could see what kind of surface I get for f as a function of p, ACT- this would at least force R to examine the full range of values specified by the upper and lower limits I've set (which it isn't doing under the 'optim' command).
Mike
>Reid Huntsinger > > > > > >-----Original Message----- >From: Michael Rennie [mailto:[EMAIL PROTECTED] >Sent: Wednesday, July 16, 2003 11:18 AM >To: Spencer Graves >Cc: R-Help; M.Kondrin >Subject: Re: [R] Excel can do what R can't????? > > > >Hi, Spencer > >I know I submitted a beastly ammount of code, but I'm not sure how to >simplify >it much further, and still sucessfully address the problem that i am having. > >The reason being is that the funciton begins > >f<- function (q) > >At the top of the iterative loop. This is what takes q and generates Wtmod, > >Hgtmod at the end of the iterative loop. the assignment to f occurs at the >bottom of the iterative loop. So, yes, the call to f is performing an >immediate >computation, but based on arguments that are coming out of the iterative >loop >above it, arguments which depend on q<-(p, ACT). Maybe this is the problem; > >I've got too much going on between my function defenition and it's >assignment, >but I don't know how to get around it. > >So, I'm not sure if your example will work- the output from the iterative >process is Wtmod, Hgtmod, and I want to minimize the difference between them > >and my observed endpoints (Wt, Hgt). The numbers I am varying to reach this > >optimization are in the iterative loop (p, ACT), so re-defining these >outputs >as x's and getting it to vary these doesn't do me much good unless they are >directly linked to the output of the iterative loop above it. > >Last, it's not even that I'm getting error messages anymore- I just can't >get >the solution that I get from Excel. If I try to let R find the solution, >and >give it starting values of c(1,2), it gives me an optimization sulution, but >an >extremely poor one. However, if I give it the answer I got from excel, it >comes right back with the same answer and solutions I get from excel. > >Using the 'trace' function, I can see that R gets stuck in a specific region >of >parameter space in looking for the optimization and just appears to give up. > >Even when it re-set itself, it keeps going back to this region, and thus >doesn't even try a full range of the parameter space I've defined before it >stops and gives me the wrong answer. > >I can try cleaning up the code and see if I can re-submit it, but what I am >trying to program is so parameter heavy that 90% of it is just defining >these >at the top of the file. > >Thank you for the suggestions, > >Mike > > >Quoting Spencer Graves <[EMAIL PROTECTED]>: > > > The phrase: > > > > f <- 1000000000*(((((Wt-Wtmod)^2)/Wt) + (((Hgt-Hgtmod)^2)/Hgt))2) ; f > > > > is an immediate computation, not a function. If you want a function, > > try something like the following: > > > > f <- function(x){ > > Wt <- x[1] > > Wtmod <- x[2] > > Hgt <- x[3] > > Hgtmod <- x[4] > > 1000000000*(((((Wt-Wtmod)^2)/Wt) + (((Hgt-Hgtmod)^2)/Hgt))2) > > } > > > > OR > > > > f <- function(x, X){ > > Wt <- X[,1] > > Hgt <- X[,2] > > Wtmod <- x[1] > > Hgtmod <- x[2] > > 1000000000*(((((Wt-Wtmod)^2)/Wt) + (((Hgt-Hgtmod)^2)/Hgt))2) > > } > > > > "par" in "optim" is the starting values for "x". Pass "X" to "f" via > > "..." in the call to "optim". > > > > If you can't make this work, please submit a toy example with the > > code and error messages. Please limit your example to 3 observations, > > preferably whole numbers so someone else can read your question in > > seconds. If it is any longer than that, it should be ignored. > > > > hope this helps. > > Spencer Graves > > > > M.Kondrin wrote: > > > >?optim > > > > > > optim(par, fn, gr = NULL, > > > method = c("Nelder-Mead", "BFGS", "CG", "L-BFGS-B", "SANN"), > > > lower = -Inf, upper = Inf, > > > control = list(), hessian = FALSE, ...) > > > > > > ..... > > > fn: A function to be minimized (or maximized), with first > > > argument the vector of parameters over which minimization is > > > to take place. It should return a scalar result. > > > > > > Your fn defined as: > > > f <- 1000000000*(((((Wt-Wtmod)^2)/Wt) + (((Hgt-Hgtmod)^2)/Hgt))2) ; f > > > What is its first argument I wonder? > > > I think you have just an ill-defined R function (although for Excel it > > > may be OK - do not know) and optim just chokes on it. > > > > > > ______________________________________________ > > > [EMAIL PROTECTED] mailing list > > > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > > > > > > >-- >Michael Rennie >M.Sc. Candidate >University of Toronto at Mississauga >3359 Mississauga Rd. N. >Mississauga ON L5L 1C6 >Ph: 905-828-5452 Fax: 905-828-3792 > >______________________________________________ >[EMAIL PROTECTED] mailing list >https://www.stat.math.ethz.ch/mailman/listinfo/r-help > >--------------------------------------------------------------------------- --- >Notice: This e-mail message, together with any attachments, contains >information of Merck & Co., Inc. (Whitehouse Station, New Jersey, >USA) that may be confidential, proprietary copyrighted and/or legally >privileged, and is intended solely for the use of the individual or entity >named on this message. If you are not the intended recipient, and >have received this message in error, please immediately return this by >e-mail and then delete it. >--------------------------------------------------------------------------- ---
Michael Rennie M.Sc. Candidate University of Toronto at Mississauga 3359 Mississauga Rd. N. Mississauga, ON L5L 1C6 Ph: 905-828-5452 Fax: 905-828-3792
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Michael Rennie M.Sc. Candidate University of Toronto at Mississauga 3359 Mississauga Rd. N. Mississauga, ON L5L 1C6 Ph: 905-828-5452 Fax: 905-828-3792
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