Camarda, Carlo Giovanni wrote:
Dear R-users, I am going to try to be as clearer as possible, showing also an example. 1) I have a function (in my real case it's much more complex) 2) I use "optim" to minimize 3) I want to use as method L-BFGS-B for several reasons 4) I know I could use "trace=6" (in "control") in order to see "live" the procedure 5) I would like to see separately the values of my parameters during each iteration (what, on the screen, are the values of X) 6) Hence I would need to know the way of asking R to save somewhere the values of X during the optimization procedure 7) I have already tried to use "write.table" into the function I want to minimize (in the example with comments), but it gave me more values that I would need
Might you know a solution?
EXAMPLE: ###### function fun <- function(param){ a <- param[1] b <- param[2] r <- sqrt(a^2+b^2) res <- -10 * sin(r)/r #write.table(x=b, file="B.txt", append=TRUE, sep=",", col.names=FALSE, # row.names=FALSE)
This way you get each step where the function is *evaluated*, which might be much more than each iteration step of the optimization.
return(res) }
######## optimization procedure ott <- optim(par=c(-1,1), fn =fun, method = c("L-BFGS-B"), control=c(trace=6) )
For example, you can sink() temorarily into a file and extract the relevant lines (beginning with "X = ") afterwards.
Uwe Ligges
######### what I would need to save [...] X = -0.292893 0.292893 [...] X = 0.0942275 -0.0942275 [...] X = -0.00110391 0.00110391 [...] X = 1.93949e-006 -1.93949e-006 [...] X = -4.98008e-013 4.98008e-013 [...]
Thanks in advance, Carlo Giovanni Camarda
Camarda Carlo Giovanni Max Planck Institute for Demographic Research Konrad-Zuse-Strasse 1 18057 Rostock, Germany
Tel: +49 (0)381 2081 172 Fax: +49 (0)381 2081 472 [EMAIL PROTECTED]
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