[R] R-help

Lloyd Barcza lloyd.barcza at uk.rsagroup.com
Mon Nov 16 16:16:09 CET 2009



I have been trying to write a function for the following problem:

Suppose I have three vectors a,b,c of different lengths:
e.g. a=c(a1,a2,a3,...) where a[i] form the basis of our function variables:

if we define a table for example:




                        and define the fn(x) <-function{..sum(argument)..}
                        where x<-c(a,b,c) so that we can maximise fn(x) as:

                        optim(...,fn,....). So in other words the problem
                        if to find optimal values for vectors a,b,c. I'm
                        not sure how to set this problem up as a function
                        in R. Any help would be much appreciated.

                        Regards

                        Lloyd Barcza
                        ----- Forwarded by Lloyd Barcza/UK/RoyalSun on
                        16/11/2009 15:07 -----






                        Lloyd Barcza
                        Pricing Analyst
                        Affinity Pricing
                        Royal & SunAlliance
                        Tel: 01403 234784
                        Email: lloyd.barcza at uk.rsagroup.com


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