[R] loop in optim

[EdBo]

Hi

May you help me correct my loop function.

I want optim to estimates al_j; au_j; sigma_j;  b_j by looking at 0 to 20,
21 to 40, 41 to 60 data points.

The final result should have 4 columns of each of the estimates AND 4 rows
of each of 0 to 20, 21 to 40, 41 to 60.

###MY code is

n=20
runs=4
out=matrix(0,nrow=runs)

llik = function(x) 
   { 
    al_j=x[1]; au_j=x[2]; sigma_j=x[3];  b_j=x[4]
    sum(na.rm=T,
        ifelse(a$R_j< 0, -log(1/(2*pi*(sigma_j^2)))-
                           (1/(2*(sigma_j^2))*(a$R_j+al_j-b_j*a$R_m))^2, 
         ifelse(a$R_j>0 , -log(1/(2*pi*(sigma_j^2)))-
                           (1/(2*(sigma_j^2))*(a$R_j+au_j-b_j*a$R_m))^2,
                         
-log(pnorm(au_j,mean=b_j*a$R_m,sd=sqrt(sigma_j^2))-
                           pnorm(au_j,mean=b_j*a$R_m,sd=sqrt(sigma_j^2))))) 
	
       )

   } 

start.par = c(0, 0, 0.01, 1) 
out1 = optim(llik, par=start.par, method="Nelder-Mead")


for (i in 1: runs)
{
 index_start=20*(i-1)+1
 index_end= 20*i
 out[i]=out1[index_start:index_end]
}
out


Thank you in advance

Edward
UCT
####My data

R_j		R_m
-0.0625		0.002320654
0		-0.004642807
0.033333333	0.005936332
0.032258065	0.001060848
0		0.007114057
0.015625	0.005581558
0		0.002974794
0.015384615	0.004215271
0.060606061	0.005073116
0.028571429	-0.006001279
0		-0.002789594
0.013888889	0.00770633
0		0.000371663
0.02739726	-0.004224228
-0.04		0.008362539
0		-0.010951605
0		0.004682924
0.013888889	0.011839993
-0.01369863	0.004210383
-0.027777778	-0.04658949
0		0.00987272
-0.057142857	-0.062203157
-0.03030303	-0.119177639
0.09375		0.077054642
0		-0.022763619
-0.057142857	0.050408775
0		0.024706076
-0.03030303	0.004043701
0.0625		0.004951088
0		-0.005968731
0		-0.038292548
0		0.013381097
0.014705882	0.006424728
-0.014492754	-0.020115626
0		-0.004837891
-0.029411765	-0.022054654
0.03030303	0.008936428
0.044117647	8.16925E-05
0		-0.004827246
-0.042253521	0.004653096
-0.014705882	-0.004222151
0.029850746	0.000107267
-0.028985507	-0.001783206
0.029850746	-0.006372981
0.014492754	0.005492374
-0.028571429	-0.009005846
0		0.001031683
0.044117647	0.002800551












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