Re: [R] Minimization problem

2010-05-20 Thread Ravi Varadhan
roject.org Subject: Re: [R] Minimization problem On Thu, 2010-05-20 at 01:35 -0700, Fred wrote: > Dear R users, > > I am trying to minimize two function simultaneously in R, > > function(x) > > minimize x[1],x[2],x[3] > > mean(distribution(x1,x2,x3) ) - observed mea

Re: [R] Minimization problem

2010-05-20 Thread Bernardo Rangel Tura
On Thu, 2010-05-20 at 01:35 -0700, Fred wrote: > Dear R users, > > I am trying to minimize two function simultaneously in R, > > function(x) > > minimize x[1],x[2],x[3] > > mean(distribution(x1,x2,x3) ) - observed mean > > std(distribution(x1,x2,x3)) - observed std > > What I want to achieve

[R] Minimization problem

2010-05-20 Thread Fred
Dear R users, I am trying to minimize two function simultaneously in R, function(x) minimize x[1],x[2],x[3] mean(distribution(x1,x2,x3) ) - observed mean std(distribution(x1,x2,x3)) - observed std What I want to achieve is that simulated mean and standard deviation of distribution related to

Re: [R] Minimization Problem

2009-01-18 Thread Stephan Kolassa
Hi Glenn, perhaps I'm misunderstanding your problem, but it seems to me that the zero vector (yielding a zero vector after the multiplication) will happily minimize everything you want. Apart from that, you may want to look at the Optimization Task View on CRAN. Good luck, Stephan glenn sc

Re: [R] Minimization Problem

2009-01-18 Thread David Winsemius
I'm not sure that it comes across as a "matrix problem" in the sense of involving matrix algebra, but it's also possible that I don't understand what you are saying. Seems that an appropriate application of: ?abs ?max ?sapply ?which.min ... ought to do the trick. If you were hoping for t

[R] Minimization Problem

2009-01-18 Thread glenn
Dear All, Could someone give me some pointers (just a guide as to what functions I need to look at would be fine) as to how I go about this simple problem please; The problem looks like this; Choose x1 to x4 such that you minimize the MAXIMUM ABSOLUTE value returned in the vector result of this