[R] Minimization problem

2010-05-20 Thread Fred
Dear R users, I am trying to minimize two function simultaneously in R, function(x) minimize x[1],x[2],x[3] mean(distribution(x1,x2,x3) ) - observed mean std(distribution(x1,x2,x3)) - observed std What I want to achieve is that simulated mean and standard deviation of distribution related to

Re: [R] Minimization problem

2010-05-20 Thread Bernardo Rangel Tura
On Thu, 2010-05-20 at 01:35 -0700, Fred wrote: Dear R users, I am trying to minimize two function simultaneously in R, function(x) minimize x[1],x[2],x[3] mean(distribution(x1,x2,x3) ) - observed mean std(distribution(x1,x2,x3)) - observed std What I want to achieve is that

Re: [R] Minimization problem

2010-05-20 Thread Ravi Varadhan
] Minimization problem On Thu, 2010-05-20 at 01:35 -0700, Fred wrote: Dear R users, I am trying to minimize two function simultaneously in R, function(x) minimize x[1],x[2],x[3] mean(distribution(x1,x2,x3) ) - observed mean std(distribution(x1,x2,x3)) - observed std What I want

[R] Minimization Problem

2009-01-18 Thread glenn
Dear All, Could someone give me some pointers (just a guide as to what functions I need to look at would be fine) as to how I go about this simple problem please; The problem looks like this; Choose x1 to x4 such that you minimize the MAXIMUM ABSOLUTE value returned in the vector result of this

Re: [R] Minimization Problem

2009-01-18 Thread David Winsemius
I'm not sure that it comes across as a matrix problem in the sense of involving matrix algebra, but it's also possible that I don't understand what you are saying. Seems that an appropriate application of: ?abs ?max ?sapply ?which.min ... ought to do the trick. If you were hoping for

Re: [R] Minimization Problem

2009-01-18 Thread Stephan Kolassa
Hi Glenn, perhaps I'm misunderstanding your problem, but it seems to me that the zero vector (yielding a zero vector after the multiplication) will happily minimize everything you want. Apart from that, you may want to look at the Optimization Task View on CRAN. Good luck, Stephan glenn