Dear Serguei
There might be more efficient ways, but this should work:
## Define function that you want to optimize. In your case I
## copied your code, but included freq as a second argument:
fun - function(x, freq)
{
(freq[1]-(1-x[1])*(1-x[2])-x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/freq[1]+
(freq[2]-(1-x[1])*x[2]+x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/freq[2]+
(freq[3]-x[1]*(1-x[2])+x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/freq[3]+
(freq[4]-x[1]*x[2]-x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/freq[4]
}
## Define mat with values for freq (your code)
mat-matrix(c(0.4,0.1,0.1,0.4), byrow=TRUE, nrow=10, ncol=4)
## Use apply on mat
apply(mat, 1, function(freq, start) optim(start, fun,
method=BFGS, freq = freq)$par, start = c(0.1,0.1,0.1))
You still can use t() to transpose the matrix if you want the
solutions by row instead of columns.
Please remark that in general optim returns a list, including
several arguments, e.g. convergence that indicates if optim has
converge.
Since you wanted a matrix I only returned optim(...)$par. This
might be dangerous since the additional information gets
lost. Maybe it is better to save the output in a list. You can
try:
apply(mat, 1, function(freq, start) optim(start, fun,
method=BFGS, freq = freq), start = c(0.1,0.1,0.1))
to see the difference.
Hope this helps
Christoph
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Christoph Buser [EMAIL PROTECTED]
Seminar fuer Statistik, LEO C13
ETH Zurich 8092 Zurich SWITZERLAND
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Serguei Kaniovski writes:
I would like to apply the following function to the rows of the matrix
mat, so that freq[1],...,freq[4] are the four elements of each row.
min_chi2-function(freq){
obj-function(x){
(freq[1]-(1-x[1])*(1-x[2])-x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/freq[1]+
(freq[2]-(1-x[1])*x[2]+x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/freq[2]+
(freq[3]-x[1]*(1-x[2])+x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/freq[3]+
(freq[4]-x[1]*x[2]-x[3]*sqrt(x[1]*(1-x[1])*x[2]*(1-x[2])))^2/freq[4]
}
optim(c(0.1,0.1,0.1),obj,NULL,method=BFGS)$par
}
mat-matrix(c(0.4,0.1,0.1,0.4), byrow=TRUE, nrow=10, ncol=4)
Questions:
1. How to do this using the apply function?
2. Can opmit be used directly, i.e. without needing to define the
function min_chi2?
3. How to pass the vector of initial conditions (c(0.1,0.1,0.1)) as an
argument to apply?
The output should be a 10x3 matrix containing 0.5 0.5 0.6 in each row.
Thanks a lot,
Serguei
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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
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