On 2012-05-23 09:39, Rubem Kaipper Ceratti wrote:
Dear list,When running the script below, the optim function returns the message 'Error in function (par) : could not find function "fn"'. I've re-read the code a few times and just can't figure out why it's happening. Any help/suggestion is appreciated. Regards, Rubem ## R script library(tweedie) period<-factor(1:4) herd<-factor(1:10) dat<-expand.grid(period=period,herd=herd) beta<-c(-.3,1.7,2.5,3.4) x<-model.matrix(~period,dat) b<-rnorm(length(levels(dat$herd)),sd=.3) z<-model.matrix(~-1+herd,dat) mu<-as.vector(exp(x%*%beta+z%*%b)) phi<-.8; p<-1.6 dat$resp<-rtweedie(nrow(dat),p,mu,phi) y<-dat$resp th<-c(rep(0,ncol(x)),1,1,1.5) beta<-th[1:ncol(x)] sig<-th[ncol(x)+1] phi<-th[ncol(x)+2] p<-th[ncol(x)+3] z.ast<-sig*z l.u<-function(u,y,z,x,beta,phi,p){ eta.u<-as.vector(x%*%beta+z%*%u) f.y<-log(dtweedie(y,p,exp(eta.u),phi)) l.yu<-sum(f.y)+sum(dnorm(u,log=T)) return(-l.yu) } uhat<-optim(rep(0,ncol(z)),l.u,method="BFGS",hessian=T, y=y,z=z.ast,x=x,beta=beta,phi=phi,p=p)
Try naming the 'par' and 'fn' arguments: optim(par=...., fn=l.u, ....) Peter Ehlers ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
