[R] optimize function with integral form ?
Andrew Robinson
A.Robinson at ms.unimelb.edu.au
Thu Nov 9 23:13:58 CET 2006
Hi Jenny,
whenever a function that calls a function complains about the function
it is calling, it helps to try to run that function yourself. So, I
declared your function trun.mean as below and tried to call it:
> trun.mean(c(200,100,113))
Error in integrate(f, thre, upper = Inf) :
object "thre" not found
This might help you identify the current, and possibly future, errors.
Cheers
Andrew
On Thu, Nov 09, 2006 at 02:32:18PM -0700, Jenny Stadt wrote:
> Hi all,
>
> Does anybody have the experience of using optim to estimate variables with integral forms?
>
> here the code:
>
>
> trun.mean<- function(x) # t is the threshold
> {
>
> mu=x[1];
>
> sigma=x[2];
>
> t=x[3];
>
> f <- function(x) (1/(sigma*sqrt(2*pi)))*exp(-(x-mu)^2/(2*sigma^2));
>
> pdf.fun <- function(x) x*f(x);
>
> integrate(f,thre,upper=Inf)$value/integrate(pdf.fun,thre,upper=Inf)$value ;
> }
>
> when I run :
>
> > optim(c(200,100,113),trun.mean)
>
> Error in optim(c(2, 3, 3), trun.mean) : function cannot be evaluated at initial parameters
>
>
>
> I need your help, thanks!
>
> Jen.
>
> [[alternative HTML version deleted]]
>
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--
Andrew Robinson
Department of Mathematics and Statistics Tel: +61-3-8344-9763
University of Melbourne, VIC 3010 Australia Fax: +61-3-8344-4599
http://www.ms.unimelb.edu.au/~andrewpr
http://blogs.mbs.edu/fishing-in-the-bay/
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