Re: [R] Use of optim to fit two curves at the same time ?
The phrase does not work is not very helpful, it can mean quit a few
things including:
* Your computer exploded.
* No explosion, but smoke is pouring out the back and microsoft's
NoSmoke utility is not compatible with your power supply.
* The computer stopped working.
* The computer sits around on the couch all day eating chips and
watching talk shows.
* The computer has started picketing your house shouting catchy
slogans and demanding better working conditions and an increase in
memory.
* Everything went dark and you cannot check the cables on the back of
the computer because the lights are off due to the power outage.
* R crashed, but the other programs are still working.
* R gave an error message and stopped processing your code after
running for a while.
* R gave an error message without running any of your code (and is
waiting for your next command).
* R is still running your code and the time has exceeded your patience
so you think it has hung.
* R completed and returned a result, but also gave warnings.
* R completed your command, but gave an incorrect answer.
* R completed your command but the answer is different from what you
expect (but is correct according to the documentation)
There are probably others.
Running your code I think the answer is the last one. The criteria
for optim finishing is a small improvement relative to previous
improvements, not a guarantee of an exactly correct answer. Since
your starting points were very different from the True values this
means that what appears to be a good improvement can still be far from
the answer that you know to be true. There are various arguments that
you can give to optim to improve the fitting process, but sometimes
the easiest thing to do is to just run optim again using the previous
results as the new starting values. Try running the following:
out4 - optim( par=out3$par, fn=function(x){optfunc3(x,dfxy,dfxy2)})
(out4 - optim( par=out4$par, fn=function(x){optfunc3(x,dfxy,dfxy2)}))
and see if it works. Run the last line a couple more times to see
how well it works (at least it worked for me, if this does not work
for you, tell us what does not work means).
On Wed, Apr 25, 2012 at 6:57 AM, Arnaud Mosnier a.mosn...@gmail.com wrote:
Dear list,
In order to find a solution to my problem, I created a third objective
function including both calculations done in the previous cases. This
function return a value (i.e. the value to be minimize by optim) equal to
the sum of the two sum of squares, but it does not work (see the code added
at the end of my previous script).
Any suggestion ?
Arnaud
Dear list,
Here is a small example code that use optim and optimize in order to fit
two functions.
Is it possible to fit two functions (like those two for example) at the
same time using optim ... or another function in R ?
Thanks
Arnaud
##
## function 1
x1 - 1:100
y1 - 5.468 * x + 3 # + rnorm(100,0, 10)
dfxy - cbind(x1,y1)
# Objective function
optfunc - function(x, dfxy){
a - x[1]
b - x[2]
xtest - dfxy[,1]
yobs - dfxy[,2]
ysim - a*xtest + b
sum((ysim - yobs)^2)
}
out- optim(par=c(0.2,5), fn=function(x){optfunc(x, dfxy)}, method =
Nelder-Mead, hessian = F)
## function 2
x2 - seq(0.01, 0.1, length=100)
y2 - exp(30*x2)
dfxy2 - cbind(x2,y2)
# objective function
optfunc2 - function(x, dfxy){
a - x[1]
xtest - dfxy[,1]
yobs - dfxy[,2]
ysim - exp(a*xtest)
sum((ysim - yobs)^2)
}
out- optimize(f=function(x){optfunc2(x, dfxy2)}, interval=c(0,500))
##
optfunc3 - function(x, dfxy, dfxy2){
a - x[1]
b - x[2]
xtest - dfxy[,1]
yobs - dfxy[,2]
ysim - a*xtest + b
obj1 - sum((ysim - yobs)^2)
c - x[3]
xtest2 - dfxy2[,1]
yobs2 - dfxy2[,2]
ysim2 - exp(c*xtest2)
obj2 - sum((ysim2 - yobs2)^2)
obj1 + obj2
}
out3- optim(par=c(0.2,5, 500), fn=function(x){optfunc3(x, dfxy, dfxy2)},
method = Nelder-Mead, hessian = F)
[[alternative HTML version deleted]]
__
R-help@r-project.org 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.
--
Gregory (Greg) L. Snow Ph.D.
538...@gmail.com
__
R-help@r-project.org 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.
Re: [R] Use of optim to fit two curves at the same time ?
Nice, thank you !
I particularly appreciated the list of possible explanations for it does
not work ! :-)
Arnaud
Le 26 avril 2012 13:49, Greg Snow 538...@gmail.com a écrit :
The phrase does not work is not very helpful, it can mean quit a few
things including:
* Your computer exploded.
* No explosion, but smoke is pouring out the back and microsoft's
NoSmoke utility is not compatible with your power supply.
* The computer stopped working.
* The computer sits around on the couch all day eating chips and
watching talk shows.
* The computer has started picketing your house shouting catchy
slogans and demanding better working conditions and an increase in
memory.
* Everything went dark and you cannot check the cables on the back of
the computer because the lights are off due to the power outage.
* R crashed, but the other programs are still working.
* R gave an error message and stopped processing your code after
running for a while.
* R gave an error message without running any of your code (and is
waiting for your next command).
* R is still running your code and the time has exceeded your patience
so you think it has hung.
* R completed and returned a result, but also gave warnings.
* R completed your command, but gave an incorrect answer.
* R completed your command but the answer is different from what you
expect (but is correct according to the documentation)
There are probably others.
Running your code I think the answer is the last one. The criteria
for optim finishing is a small improvement relative to previous
improvements, not a guarantee of an exactly correct answer. Since
your starting points were very different from the True values this
means that what appears to be a good improvement can still be far from
the answer that you know to be true. There are various arguments that
you can give to optim to improve the fitting process, but sometimes
the easiest thing to do is to just run optim again using the previous
results as the new starting values. Try running the following:
out4 - optim( par=out3$par, fn=function(x){optfunc3(x,dfxy,dfxy2)})
(out4 - optim( par=out4$par, fn=function(x){optfunc3(x,dfxy,dfxy2)}))
and see if it works. Run the last line a couple more times to see
how well it works (at least it worked for me, if this does not work
for you, tell us what does not work means).
On Wed, Apr 25, 2012 at 6:57 AM, Arnaud Mosnier a.mosn...@gmail.com
wrote:
Dear list,
In order to find a solution to my problem, I created a third objective
function including both calculations done in the previous cases. This
function return a value (i.e. the value to be minimize by optim) equal to
the sum of the two sum of squares, but it does not work (see the code
added
at the end of my previous script).
Any suggestion ?
Arnaud
Dear list,
Here is a small example code that use optim and optimize in order to fit
two functions.
Is it possible to fit two functions (like those two for example) at the
same time using optim ... or another function in R ?
Thanks
Arnaud
##
## function 1
x1 - 1:100
y1 - 5.468 * x + 3 # + rnorm(100,0, 10)
dfxy - cbind(x1,y1)
# Objective function
optfunc - function(x, dfxy){
a - x[1]
b - x[2]
xtest - dfxy[,1]
yobs - dfxy[,2]
ysim - a*xtest + b
sum((ysim - yobs)^2)
}
out- optim(par=c(0.2,5), fn=function(x){optfunc(x, dfxy)}, method =
Nelder-Mead, hessian = F)
## function 2
x2 - seq(0.01, 0.1, length=100)
y2 - exp(30*x2)
dfxy2 - cbind(x2,y2)
# objective function
optfunc2 - function(x, dfxy){
a - x[1]
xtest - dfxy[,1]
yobs - dfxy[,2]
ysim - exp(a*xtest)
sum((ysim - yobs)^2)
}
out- optimize(f=function(x){optfunc2(x, dfxy2)}, interval=c(0,500))
##
optfunc3 - function(x, dfxy, dfxy2){
a - x[1]
b - x[2]
xtest - dfxy[,1]
yobs - dfxy[,2]
ysim - a*xtest + b
obj1 - sum((ysim - yobs)^2)
c - x[3]
xtest2 - dfxy2[,1]
yobs2 - dfxy2[,2]
ysim2 - exp(c*xtest2)
obj2 - sum((ysim2 - yobs2)^2)
obj1 + obj2
}
out3- optim(par=c(0.2,5, 500), fn=function(x){optfunc3(x, dfxy, dfxy2)},
method = Nelder-Mead, hessian = F)
[[alternative HTML version deleted]]
__
R-help@r-project.org 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.
--
Gregory (Greg) L. Snow Ph.D.
538...@gmail.com
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
Re: [R] Use of optim to fit two curves at the same time ?
On Apr 26, 2012, at 12:49 PM, Greg Snow wrote: The phrase does not work is not very helpful, it can mean quit a few things including: * Your computer exploded. * No explosion, but smoke is pouring out the back and microsoft's NoSmoke utility is not compatible with your power supply. * The computer stopped working. * The computer sits around on the couch all day eating chips and watching talk shows. * The computer has started picketing your house shouting catchy slogans and demanding better working conditions and an increase in memory. * Everything went dark and you cannot check the cables on the back of the computer because the lights are off due to the power outage. * R crashed, but the other programs are still working. * R gave an error message and stopped processing your code after running for a while. * R gave an error message without running any of your code (and is waiting for your next command). * R is still running your code and the time has exceeded your patience so you think it has hung. * R completed and returned a result, but also gave warnings. * R completed your command, but gave an incorrect answer. * R completed your command but the answer is different from what you expect (but is correct according to the documentation) There are probably others. snip Since Greg has kindly raised the fortunes package today, I propose that the above be captured as an R Classic. Regards, Marc Schwartz __ R-help@r-project.org 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.
Re: [R] Use of optim to fit two curves at the same time ?
I second the proposition ! Thanks to let me discover that absolutely essential library !! :-) Arnaud Le 26 avril 2012 15:30, Marc Schwartz marc_schwa...@me.com a écrit : On Apr 26, 2012, at 12:49 PM, Greg Snow wrote: The phrase does not work is not very helpful, it can mean quit a few things including: * Your computer exploded. * No explosion, but smoke is pouring out the back and microsoft's NoSmoke utility is not compatible with your power supply. * The computer stopped working. * The computer sits around on the couch all day eating chips and watching talk shows. * The computer has started picketing your house shouting catchy slogans and demanding better working conditions and an increase in memory. * Everything went dark and you cannot check the cables on the back of the computer because the lights are off due to the power outage. * R crashed, but the other programs are still working. * R gave an error message and stopped processing your code after running for a while. * R gave an error message without running any of your code (and is waiting for your next command). * R is still running your code and the time has exceeded your patience so you think it has hung. * R completed and returned a result, but also gave warnings. * R completed your command, but gave an incorrect answer. * R completed your command but the answer is different from what you expect (but is correct according to the documentation) There are probably others. snip Since Greg has kindly raised the fortunes package today, I propose that the above be captured as an R Classic. Regards, Marc Schwartz [[alternative HTML version deleted]] __ R-help@r-project.org 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.
Re: [R] Use of optim to fit two curves at the same time ?
On 27/04/12 05:49, Greg Snow wrote: The phrase does not work is not very helpful, it can mean quit a few things including: * Your computer exploded. * No explosion, but smoke is pouring out the back and microsoft's NoSmoke utility is not compatible with your power supply. * The computer stopped working. * The computer sits around on the couch all day eating chips and watching talk shows. * The computer has started picketing your house shouting catchy slogans and demanding better working conditions and an increase in memory. * Everything went dark and you cannot check the cables on the back of the computer because the lights are off due to the power outage. * R crashed, but the other programs are still working. * R gave an error message and stopped processing your code after running for a while. * R gave an error message without running any of your code (and is waiting for your next command). * R is still running your code and the time has exceeded your patience so you think it has hung. * R completed and returned a result, but also gave warnings. * R completed your command, but gave an incorrect answer. * R completed your command but the answer is different from what you expect (but is correct according to the documentation) There are probably others. Running your code I think the answer is the last one. The foregoing is so priceless that I think it ought to be a fortune, irrespective of its length. cheers, Rolf Turner __ R-help@r-project.org 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.
Re: [R] Use of optim to fit two curves at the same time ?
Dear list,
In order to find a solution to my problem, I created a third objective
function including both calculations done in the previous cases. This
function return a value (i.e. the value to be minimize by optim) equal to
the sum of the two sum of squares, but it does not work (see the code added
at the end of my previous script).
Any suggestion ?
Arnaud
Dear list,
Here is a small example code that use optim and optimize in order to fit
two functions.
Is it possible to fit two functions (like those two for example) at the
same time using optim ... or another function in R ?
Thanks
Arnaud
##
## function 1
x1 - 1:100
y1 - 5.468 * x + 3 # + rnorm(100,0, 10)
dfxy - cbind(x1,y1)
# Objective function
optfunc - function(x, dfxy){
a - x[1]
b - x[2]
xtest - dfxy[,1]
yobs - dfxy[,2]
ysim - a*xtest + b
sum((ysim - yobs)^2)
}
out- optim(par=c(0.2,5), fn=function(x){optfunc(x, dfxy)}, method =
Nelder-Mead, hessian = F)
## function 2
x2 - seq(0.01, 0.1, length=100)
y2 - exp(30*x2)
dfxy2 - cbind(x2,y2)
# objective function
optfunc2 - function(x, dfxy){
a - x[1]
xtest - dfxy[,1]
yobs - dfxy[,2]
ysim - exp(a*xtest)
sum((ysim - yobs)^2)
}
out- optimize(f=function(x){optfunc2(x, dfxy2)}, interval=c(0,500))
##
optfunc3 - function(x, dfxy, dfxy2){
a - x[1]
b - x[2]
xtest - dfxy[,1]
yobs - dfxy[,2]
ysim - a*xtest + b
obj1 - sum((ysim - yobs)^2)
c - x[3]
xtest2 - dfxy2[,1]
yobs2 - dfxy2[,2]
ysim2 - exp(c*xtest2)
obj2 - sum((ysim2 - yobs2)^2)
obj1 + obj2
}
out3- optim(par=c(0.2,5, 500), fn=function(x){optfunc3(x, dfxy, dfxy2)},
method = Nelder-Mead, hessian = F)
[[alternative HTML version deleted]]
__
R-help@r-project.org 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] Use of optim to fit two curves at the same time ?
Dear list,
Here is a small example code that use optim and optimize in order to fit
two functions.
Is it possible to fit two functions (like those two for example) at the
same time using optim ... or another function in R ?
Thanks
Arnaud
##
## function 1
x1 - 1:100
y1 - 5.468 * x + 3 # + rnorm(100,0, 10)
dfxy - cbind(x1,y1)
# Objective function
optfunc - function(x, dfxy){
a - x[1]
b - x[2]
xtest - dfxy[,1]
yobs - dfxy[,2]
ysim - a*xtest + b
sum((ysim - yobs)^2)
}
out- optim(par=c(0.2,5), fn=function(x){optfunc(x, dfxy)}, method =
Nelder-Mead, hessian = F)
## function 2
x2 - seq(0.01, 0.1, length=100)
y2 - exp(30*x2)
dfxy2 - cbind(x2,y2)
# objective function
optfunc2 - function(x, dfxy){
a - x[1]
xtest - dfxy[,1]
yobs - dfxy[,2]
ysim - exp(a*xtest)
sum((ysim - yobs)^2)
}
out- optimize(f=function(x){optfunc2(x, dfxy2)}, interval=c(0,500))
##
[[alternative HTML version deleted]]
__
R-help@r-project.org 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.
