Re: [R] multiple parameter optimization with optim()

2015-02-21 Thread Ravi Varadhan
Harold, Obviously the bottleneck is your objective function fn(). I have speeded up your function by a factor of about 2.4 by using `outer' instead of sapply. I think it can be speeded much more. I couldn't figure it out without spending a lot of time. I am sure someone on this list-serv

Re: [R] multiple parameter optimization with optim()

2015-02-20 Thread Doran, Harold
= T)) r2 - pl2(datat, Q =10) -Original Message- From: Prof J C Nash (U30A) [mailto:nas...@uottawa.ca] Sent: Wednesday, February 18, 2015 9:07 AM To: r-help@r-project.org; Doran, Harold Subject: Re: [R] multiple parameter optimization with optim() Some observations -- no solution here

Re: [R] multiple parameter optimization with optim()

2015-02-20 Thread Bert Gunter
-help@r-project.org; Doran, Harold Subject: Re: [R] multiple parameter optimization with optim() Some observations -- no solution here though: 1) the code is not executable. I tried. Maybe that makes it reproducible! Typos such as stat mod, undefined Q etc. 2) My experience is that any setup

Re: [R] multiple parameter optimization with optim()

2015-02-18 Thread Prof J C Nash (U30A)
still be acceptable. JN On 15-02-18 06:00 AM, r-help-requ...@r-project.org wrote: Message: 37 Date: Tue, 17 Feb 2015 23:03:24 + From: Doran, Harold hdo...@air.org To: r-help@r-project.org r-help@r-project.org Subject: [R] multiple parameter optimization with optim() Message-ID

[R] multiple parameter optimization with optim()

2015-02-17 Thread Doran, Harold
I am trying to generalize a working piece of code for a single parameter to a multiple parameter problem. Reproducible code is below. The parameters to be estimated are a, b, and c. The estimation problem is such that there is one set of a, b, c parameters for each column of the data. Hence, in