[R] Q. regarding optim()

[Prof Brian Ripley]

On Fri, 21 Jul 2006, N. Goodacre wrote:

Dear R mailing group,
> 
>   The second parameter for the function optim()is a function whose 
> parameters are to be optimized. The description of this function given in 
> the help file is the following:
> 
>       fn: A function to be minimized (or maximized), with first
>           argument the vector of parameters over which minimization is
>           to take place.  It should return a scalar result.
> 
> Let's say the second argument is x, a vector of x values

But it says `parameters'.  Please look at the examples on that help page.  
optim is concerned with optimizing functions of more than one parameter. 
In a statistical setting 'x' may be the data, but e.g. for fitting a gamma 
distribution c(scale, shape) are the parameters.

> I would have thought that fn should return a vector full of y values for 
> the x values entered as the second argument. If the function just takes one 
> value at a time and outputs a scalar, how can I specify for fn which x 
> value, of the vector x, to take?
> 
>  Sincerely,
> 
> Norman Goodacre
> 
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> 

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
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