Hi,
Unfortunately I don't think it is possible to do exactly what you want, but:
If the numbers reported by 'optim' to the console are enough for you, then
consider using 'capture.output'. Below I used the example from 'optim' help
page, because I could not use yours directly.
hth,
Michal
# -b-e-g-i-n---R---c-o-d-e-
# this is from the 'optim' example
fr <- function(x) { ## Rosenbrock Banana function
x1 <- x[1]
x2 <- x[2]
100 * (x2 - x1 * x1)^2 + (1 - x1)^2
}
# and now optim-ize capturing the output to 'out' and the results to 'o'
out <- capture.output(
o <- optim( c(-1.2, 1), fr, method="BFGS",
control=c(REPORT=1, trace=1))
)
# 'out' is a character vector storing every line as a separate element
out
# 'o' is returned by optim
o
# to get a grip on the values you could use for example 'strsplit' and then
# extract neccessary info
optimout <- function(out)
{
# split by spaces
l <- strsplit(out, " ")
# just return the numbers
rval <- sapply(l[-length(l)], function(x) x[length(x)] )
as.numeric(rval)
}
x <- optimout(out)
x
plot(x)
# -e-n-d---R---c-o-d-e-
-----Wiadomo¶æ oryginalna-
Od: [EMAIL PROTECTED] w imieniu Anup Nandialath
Wys³ano: Wt 2007-05-29 08:33
Do: r-help@stat.math.ethz.ch
Temat: [R] Help with optim
Dear Friends,
I'm using the optim command to maximize a likelihood function. My optim command
is as follows
estim.out <- optim(beta, loglike, X=Xmain, Y=Y, hessian=T, method="BFGS",
control=c(fnscale=-1, trace=1, REPORT=1))
Setting the report=1, gives me the likelihood function value (if i'm correct)
at each step. The output from running this is as follows
initial value 3501.558347
iter 2 value 3247.277071
iter 3 value 3180.679307
iter 4 value 3157.201356
iter 5 value 3156.579887
iter 6 value 3017.715292
iter 7 value 2993.349538
iter 8 value 2987.181782
iter 9 value 2986.672719
iter 10 value 2986.658620
iter 11 value 2986.658266
iter 12 value 2986.658219
iter 13 value 2986.658156
iter 13 value 2986.658156
iter 13 value 2986.658135
final value 2986.658135
converged
I just wanted to know if there was any way I could get the value of each
iteration into an object. At present it is dumped on the screen. But is there a
way to get hold of these values through an object??
Thanks in advance
sincerely
Anup
-
The fish are biting.
[[alternative HTML version deleted]]
__
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.
[[alternative HTML version deleted]]
__
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.
