Hi Ilai,
after you sent this message I tried your code as well and it worked. As a
result, I reconsidered the code written by me and of course also found the
error in my function simulateEKOP. So for other people assuming errors or ill
behavior in base functions: Forget it: these functions are tested this often,
that the probabilitty is almost 1, the error is in your own code.
Thanks for the help
Simon
On Jun 3, 2013, at 10:53 PM, ilai <ke...@math.montana.edu> wrote:
> On Mon, Jun 3, 2013 at 11:37 AM, Simon Zehnder <szehn...@uni-bonn.de>
>
> ... [Some not minimal, self contained, reproducible code]...
>
> Data simulation and thecreation of startpar works fine, but the parameters in
> res$par are always the start parameters. If I run the same commands directly
> on the shell I get in res$par the optimized parameters - only inside the
> foreach loop optim seems not to work. What could that be?
>
> Don't know, but but this makes me doubt it has anything to do with optim
> being inside foreach:
>
> fr <- function(x) {
> x1 <- x[1] ; x2 <- x[2]
> 100 * (x2 - x1 * x1)^2 + (1 - x1)^2
> }
> grr <- function(x) {
> x1 <- x[1] ; x2 <- x[2]
> c(-400 * x1 * (x2 - x1 * x1) - 2 * (1 - x1) , 200 * (x2 - x1 * x1))
> }
> library("doMC")
> registerDoMC(2)
> RNGkind("L'Ecuyer")
> set.seed(54321)
> foreach(i = 1:2) %do% {
> ret <- foreach(j = 1:2) %do%{
> strtpar <- c(-2,2)+rnorm(2)
> optim(strtpar, fr, grr, method =
> "L-BFGS-B",control=list(trace=TRUE))$par
> }
> ret
> }
>
> Also, wouldn't you want to register 4 cores by default if nesting 2 loops of
> 2 ? (to comment on the wisdom of doing so in terms of overhead is beyond my
> expertise)
>
> HTH
>
>
>
> Best
>
> Simon
>
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