Bogaso wrote:
>
> Hi all, I need to minimize following function :
>
> dat <- matrix(rnorm(20000), ncol=2)
> targetFn <- function(x) {
> dat <- as.matrix(dat)
> dat1 <- 1*dat[,1] - (x^2)*dat[,2]
> return(sd(dat1)) }
>
> i.e. I want ro find for which "x" the value of "targetFn" will be minimum,
> depending on current dataset "dat". Is there any optimization routine
> available for this type of optimization?
>
Try the help
??optimization
And some mathematics will show that in your particular case x=0 is the
optimal value.
Berend
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