[R] optimize integer function parameters

[Christof Kluß]

Hi

the integer values in the vectors sim and obs are dates

when I set sim <- f(TS0,TS1,TS2,TB0,TB1,TB2) my A,..,F below
then TS0 and TB0 are depend (and so on)


the main thing in f(...) is something like

  for (i in c(1:length(temperature))) {
       Temp <- temperature[i]
       if (DS < 0) {
         DS <- DS + max(Temp-TB0,0) / TS0
       } else if (DS < 1) {
         ... date0 <- i
         DS <- DS + max(Temp-TB1,0) / TS1
       } else if (DS < 2) {
         ... date1 <- i
         DS <- DS + max(Temp-TB2,0) / TS2
       } else {
         ... date2 <- i
         break
       }
     }


this produced a vector sim = c(date0,date1,date2,...)


now I would like to minimize RMSE(sim,obs) or something like that

thx
Christof



for brute force I would do something like

obs <- ...
act <- 1000

   for (TS0 in seq(50,100,10))
     for (TS1 in seq(750,850,10))
       for (TS2 in seq(400,600,10))
         for (TB0 in c(5:7))
           for (TB1 in c(5:7))
             for (TB2 in c(4:9)) {
               sim <- foosim(dat,TS0,TS1,TS2,TB0,TB1,TB2)
               rmse <- sqrt(mean((sim - obs)^2, na.rm = TRUE))

               if (rmse < act) {
                 print(paste(rmse,TS0,TS1,TS2,TB0,TB1,TB2))
                 act <- rmse
               }
             }


Am 23-07-2013 13:20, schrieb Enrico Schumann:
> On Tue, 23 Jul 2013, Christof Kluß <ckluss at email.uni-kiel.de> writes:
>
>>
>> I have "observations" obs <- (11455, 11536, 11582, 11825, 11900,  ...)
>>
>> and a simulation function f(A,B,C,D,E,F), so sim <- f(A,B,C,D,E,F)
>>
>> e.g. sim = c(11464, 11554, 11603, 11831, 11907, ...)
>>
>> now I would like to fit A,B,C,D,E,F such that "obs" and f(A,B,C,D,E,F)
>> match as well as possible. A,..,F should be integers and have bounds.
>>
>> How would you solve this problem without bruteforce in an acceptable time?
>>
>
>
> That depends on what your "simulation function" looks like.  Could you
> post a (small) self-contained example?
>
>