I saw a similar question but I still don't fully understand how to implement
optim.
Can someone help me out with this?
Thanks. Keun-Hyung
> vol<-rep(c(0.03, 0.5, 2, 4, 8, 16, 32), 3)
> time<-rep(c(2,4,8),each=7)
> p.mated<-c(0.47, 0.48, 0.43, 0.43, 0.26, 0.23, "null", 0.68, 0.62, 0.64,
0.58, 0.53, 0.47,
+ 0.24, 0.8, 0.79, 0.71, 0.56, 0.74, 0.8, 0.47)
> eury<-as.data.frame(cbind(vol, time, p.mated))
> eury<-eury[-7,]; eury
vol time p.mated
1 0.03 2 0.47
2 0.5 2 0.48
3 2 2 0.43
4 4 2 0.43
5 8 2 0.26
6 16 2 0.23
8 0.03 4 0.68
9 0.5 4 0.62
10 2 4 0.64
11 4 4 0.58
12 8 4 0.53
13 16 4 0.47
14 32 4 0.24
15 0.03 8 0.8
16 0.5 8 0.79
17 2 8 0.71
18 4 8 0.56
19 8 8 0.74
20 16 8 0.8
21 32 8 0.47
>
> p0<- c(f=0.87, b=0.1, c=150)
> eury.fit <- function (f, time, vol)
+ {
+ f<-p[1]; b<-p[2]; c<-p[3]
+ p.mated = p[1] * ( (1 -
exp(-p[2]*time))-(p[2]/(p[2]-(p[3]/vol)))
+ * (exp(-p[3]/vol*time)-exp(-p[2]*time)))
+ }
> eury.opt<- optim(p0, fn=eury.fit, NULL, method = "BFGS", hessian = TRUE)
Error in fn(par, ...) : argument "time" is missing, with no default
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
