[R] optim ???

kjetil halvorsen kjetilh at umsanet.edu.bo
Thu Nov 22 17:38:09 CET 2001


Hola!

santes<-c(210,169,187,160,167,176,185,206,173,146,174,201,198,148,154)
sdespues<-c(201,165,166,157,147,145,168,180,147,136,151,168,179,129,131)
dantes<-c(130,122,124,104,112,101,121,124,115,102,98,119,106,107,100)
ddespues<-c(125,121,121,106,101,85,98,105,103,98,90,98,110,103,82)
presion<-data.frame( santes, sdespues, dantes, ddespues)


logvero <- function(mu,delta,s2ksi,s2eps,beta,s2eta,x,z)
  {
    n <- length(x)
    sigma <- matrix(c(s2ksi+s2eps,beta*s2ksi-s2eps,beta*s2ksi-s2eps,
                    beta^2*s2ksi+s2eta+2*s2eps),2,2)
    xz <- sum((x-mu)*(z-delta))
    A <- matrix(c(sum((x-mu)^2),xz,xz,sum((z-delta)^2)),2,2)
    A <- (1/2)*solve(sigma) %*% A
    logdet <- (-1)*n*log(det(sigma))
    logdet-sum(diag(A))
  }

optim(par=c(mu=mean(santes),delta=mean(sdespues-santes),s2ksi=422,s2eps=1,s2eta=75), 
       fn=function(mu,delta,s2ksi,s2eps,s2eta)
           logvero(mu,delta,s2ksi,s2eps,0,s2eta,santes,sdespues-santes), 
           control=list(trace=1, fnscale=-1),
            method="BFGS")


gives the result:

Error in as.vector(data) : Argument "s2ksi" is missing, with no default


What is happening?

Kjetil Halvorsen
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