Dear all,
I am facing the following problem in optimization:
w = (d, o1, ..., op, m1, ..., mq) is a 1 + p + q vector
I want to determine:
w = argmin (a - d(w))' A (a - d(w))
where a is a 1xK marix, A is the covariance matrix of vector a, d(w) is a
1xK vector which parameters are functions of
Hello,
optim() works for more than one dimension. You might also find this
page helpful:
http://cran.r-project.org/web/views/Optimization.html
Cheers
Andrew
On Mon, May 02, 2011 at 12:41:19PM -0700, petrolmaniac wrote:
Dear all,
I am facing the following problem in optimization:
w =
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