[R] Error using constrOptim in constraint definition
William Dunlap
wdunlap at tibco.com
Fri Dec 7 23:57:51 CET 2012
Try setting
options(error=recover)
before the offending call to constrOptim. When you hit the error you
can inspect the objects in constrOptim that cause the problem. E.g.,
> constrOptim(theta=1:3, f=function(x)sum((x-1.5)^2), grad=function(x)2*(x-1.5), ui=cbind(c(1,1,1), c(1.75,1.3,2)), ci=c(1.1,1.1,1.1))
Error in ui %*% theta : non-conformable arguments
Enter a frame number, or 0 to exit
1: constrOptim(theta = 1:3, f = function(x) sum((x - 1.5)^2), grad = function(x) 2 * (x - 1.5), ui = cbind(c(1, 1, 1), c(1.75, 1.3, 2)), ci = c(1.1, 1.1, 1.1))
Selection: 1
Called from: top level
Browse[1]> str(ui)
num [1:3, 1:2] 1 1 1 1.75 1.3 2
Browse[1]> str(theta)
int [1:3] 1 2 3
Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf
> Of Stefano de Pretis
> Sent: Friday, December 07, 2012 1:23 PM
> To: r-help at r-project.org
> Subject: [R] Error using constrOptim in constraint definition
>
> Hello,
>
> I'm trying to run constrOptim. It returns to me an error about the fact that constraints
> arguments (ui and ci) are non compatibles:
>
> > optout= constrOptim(startparams, f=ImpulseSS, grad=grImpulse, ui=UI, ci=CI,
> data=gexp[k,], t=t)
>
> Error in ui %*% theta : non-conformable arguments
>
> I would like to point out that I can calculate that product in the command line:
>
> > UI %*% startparams
> [,1]
> [1,] 2.297217e+05
> [2,] 1.699765e+05
> [3,] 2.037806e+05
> [4,] 6.535699e+00
> [5,] 1.014253e+01
> [6,] 4.215988e+00
> [7,] -2.297217e+05
> [8,] -1.699765e+05
> [9,] -2.037806e+05
> [10,] -6.535699e+00
> [11,] -1.014253e+01
> [12,] -4.215988e+00
>
> In fact, dimensions of "UI" and "startparams" are compatible in terms of the scalar
> product:
>
> > dim(UI)
> [1] 12 6
> > dim(as.matrix(startparams))
> [1] 6 1
>
> Thanks in advance,
>
> Stefano
> [[alternative HTML version deleted]]
>
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