Hi all, I apply "optim" to the function "obj", which minimizes the goodness of fit statistic and obtains Pearson minimum chi-squared estimate for x[1], x[2] and x[3]. The vector "fr" contains the four observed frequencies.
Since "fr[i]" appears in the denominator, I would like to substitute "0" in the sum if fr[i]=0. I tried an "ifelse" condition which works, but in some cases the solution seems rather odd. Is there anything wrong with the way second objective function is coded? obj<-function(x){ (fr[1]-x[1]*x[2]-x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/fr[1]+ (fr[2]-(1-x[1])*x[2]+x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/fr[2]+ (fr[3]-x[1]*(1-x[2])+x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/fr[3]+ (fr[4]-(1-x[1])*(1-x[2])-x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/fr[4] } obj<-function(x){ ifelse(fr[1]==0,0,(fr[1]-x[1]*x[2]-x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/fr[1])+ ifelse(fr[2]==0,0,(fr[2]-(1-x[1])*x[2]+x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/fr[2])+ ifelse(fr[3]==0,0,(fr[3]-x[1]*(1-x[2])+x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/fr[3])+ ifelse(fr[4]==0,0,(fr[4]-(1-x[1])*(1-x[2])-x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/fr[4]) } sval=rep(0.1,3) fr<-c(0,0.1,0.2,0.3) optim(sval,obj, method="BFGS")$par Thank you, Serguei -- ___________________________________________________________________ Austrian Institute of Economic Research (WIFO) Name: Serguei Kaniovski P.O.Box 91 Tel.: +43-1-7982601-231 Arsenal Objekt 20 Fax: +43-1-7989386 1103 Vienna, Austria Mail: [EMAIL PROTECTED] http://www.wifo.ac.at/Serguei.Kaniovski ______________________________________________ R-help@stat.math.ethz.ch 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.