[R] Optimization

Berend Hasselman bhh at xs4all.nl
Mon May 24 11:30:04 CEST 2010

Bogaso wrote:
> Hi all, I need to minimize following function :
> dat <- matrix(rnorm(20000), ncol=2)
>       targetFn <- function(x) {
>             dat <- as.matrix(dat)
>             dat1 <- 1*dat[,1] - (x^2)*dat[,2]
>             return(sd(dat1)) }
> i.e. I want ro find for which "x" the value of "targetFn" will be minimum,
> depending on current dataset "dat". Is there any optimization routine
> available for this type of optimization?

Try the help


And some mathematics will show that in your particular case x=0 is the
optimal value.

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