if i run the same program with constrOptim(p0,minsquare,keys=keys,benKeys=benKeys,NULL,ui=A,ci=B,method="BFGS")
i get the following error: Error in dR(theta, theta.old, ...) : could not find function "grad" i'm not very mathematically inclined, i dont even know what a gradient is. any suggestions? dre968 wrote: > > Trying to use constrOptim to minimize the sum of squared deviations. I > put the objective function in as: sum((x %*% Y - Z)^2) so i'm trying to > get values for x to minimize the sum of the squared deviations between the > product of x and Y and Z. > > Anyways i have no problem using this when x is a 3x1 test variable. it > works great with the constraints and everything. when i actually use it > on my data x is 3x900 or so and it wont optimize it just gives me back my > initial guess....this is the output i'm getting: > > $value > [1] 22.7438 > > $counts > function gradient > 906 NA > > $convergence > [1] 1 > > $message > NULL > > $outer.iterations > [1] 1 > > $barrier.value > [1] 1.381551e-06 > > this is definitely not the right answer and it is just spitting back my > initial guess back. > > Any ideas? are there limits as to how big the variables can be for this > function? > -- View this message in context: http://www.nabble.com/Stuck-using-constrOptim-tp23197912p23203595.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
