I am trying to optimize a simple function, but I want to optimize it for
values of k between 0 and 1.
I read the help file for constrOptim function but it is always giving me
the error
> constrOptim((0.4),simulation,NULL,ui=rbind(c(0,0),c(1,1)))
"Error in ui %*% theta : non-conformable arguments"
My starting value is 0.4...i also tried c(0.4). simulation is the function name
pasted below (It returns a scalar, as per the requirements of the constrOptim
call).
ui is the bound (0,0) to (1,1)
What am I doing wrong?
Thanks in advance!
> simulation
function(k)
{
sum = 0
firstnum<-runif(1)
if(firstnum > k)
{
sum<-sum + firstnum
}
else
{
sum<-sum + firstnum+runif(1)
}
if(sum>1)
{
sum<-0
}
return (sum)
}
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