Dear R users,
I am trying to figure out the control parameter in "optim," especially,
"fnscale" and "parscale."
In the R docu.,
------------------------------------------------------
fnscale
An overall scaling to be applied to the value of fn and gr during
optimization. If negative, turns the problem into a maximization problem.
Optimization is performed on fn(par)/fnscale.
parscale
A vector of scaling values for the parameters. Optimization is performed
on par/parscale and these should be comparable in the sense that a unit
change in any element produces about a unit change in the scaled value.
------------------------------------------------------
I cannot understand these two statements.
"Optimization is performed on fn(par)/fnscale." and
"Optimization is performed on par/parscale and these should be comparable in
the sense that a unit change in any element produces about a unit change in
the scaled value."
Would you please explain these things?
Thank you in advance.
Kathryn Lord
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