The easiest way to make this problem go away is use lexical scoping. For example:
make.fr <- function(extra1, extra2) {
function(x) {
x1 <- x[1]
x2 <- x[2]
extra1 * extra2 * 100 * (x2-x1 * x1)^2 + (1-x1)^2
}
}And then in R
f <- make.fr(c(1,2), c(3,4))
Then call constrOptim using this new f(). You don't have to worry about passing extra parameters now.
-roger
Ricardo Zorzetto Nicoliello Vencio wrote:
Hi,
I think that there something wrong with the 'constrOptim' max/minimization function because she doesn�t send extra arguments to 'optim' call.
Fact: When I use optim in a f(x,theta)-like function, everything goes ok. But using constrOptim with the same function leads to error...
Proof: Make a small change in the 'Rosenbrock Banana function' (taken from the Examples section of those help pages) adding extra (useless) parameters:
fr <- function(x,extra1,extra2) { ## Rosenbrock Banana function x1 <- x[1] x2 <- x[2] extra1*extra2*100 * (x2 - x1 * x1)^2 + (1 - x1)^2 } grr <- function(x,extra1,extra2) { ## Gradient of 'fr' x1 <- x[1] x2 <- x[2] extra1*extra2*c(-400 * x1 * (x2 - x1 * x1) - 2 * (1 - x1), 200 * (x2 - x1 * x1)) }
now, call it:
optim(c(-1.2,1), fr, grr, extra1=c(1,2), extra2=c(3,4))
ok!
but now:
constrOptim(c(-1.2,0.9), fr, grr, ui=rbind(c(-1,0),c(0,-1)), ci=c(-1,-1), extra1=c(1,2), extra2=c(3,4) )
return the error:
Error in f(theta) : Argument "extra1" is missing, with no default
But in 'constrOptim' help page says:
...: Other arguments passed to `optim'
And in 'optim' help page says:
...: Further arguments to be passed to `fn' and `gr'.
My guess is that when 'constrOptim' calls 'optim' she doen�t send the extra arguments to correct evaluation of functions non-f(x)-like such as f(x,theta)-like.
But whow I (we?) can fix it ? Any ideas ?
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