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Questions tagged [optim]

32 questions
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"optim" function fails to converge for maximum likelihood estimation in a random-effect model

I have a longitudinal dataset for plant growth that includes repeated measurements in different seasons. I am trying to estimate the parameters for a growth equation using this dataset. The growth equation is as follows: Lt = 150*((1 +…
TKH_9
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Optim Julia parameter meaning

I'm trying to use Optim in Julia to solve a two variable minimization problem, similar to the following x = [1.0, 2.0, 3.0] y = 1.0 .+ 2.0 .* x .+ [-0.3, 0.3, -0.1] function sqerror(betas, X, Y) err = 0.0 for i in 1:length(X) pred_i…
jgr
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Use OPTIM() to MUTATE an additional column to an existing dataframe or tibble

I would like to add an additional column to an existing dataframe by mutating the optimized result from the OPTIM() function. The code works when I strip the dataframe down to 1 row, but gives the following error when there are 2 rows: Caused by…
Mel Sorrell
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Minimize the L1-Norm between [a*A(x1,x2)-b] by finding unknown coefficients/probabilities x1 and x2

I have the following problem: I am trying to write an optimisation routine in Julia that calculates the potentially unknown coefficients of a transition probability matrix that guarantees me I get from state vector a to new state vector b. As A is a…
HeroldEcon
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R programmable fixing of parameters in `optim`

I am using optim to fit various probability distributions to two given tertiles t1 and t2. The following function works, where qfun is the quantile function of the distribution and par_start gives the initial values of the parameters of the…
JeremyC
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Adding model-fitting constraints to a subset of parameters using FME::modFit or optim

I am attempting to fit a differential equation model by minimizing least squares, where three of the four parameters to be optimized over can't fall below zero. Other than that restriction, I would prefer not apply any further constraints. Here is…
e-stred
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Estimate a global load reduction using optimization

I am trying to find a global reduction (global_reduct) for a timeseries of monthly loads. The goal is make sure that only 50% (or any other taget) of all loads exceed a specific reference load. global_reduct <- c(50) ## initial value load_ref <-…
AMSS
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Optimization of piecewise functions in Julia

Extremely new to Julia, so please pardon any obvious oversights on my end I am trying to estimate a piecewise likelihood function through optimization. I have the code functional in R, but have begun translating it to Julia in the hopes of faster…
Zachary Porreca
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Error when fitting complex data with leasqr algorithm in Octave

I have data as real and imaginary parts of complex number, and I want to fit them according to a complex function. More in detail, they are data from electrochemical impedance spectroscopy (EIS) experiments, and the function comes from an equivalent…
Corrado Locati
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How to determine which starting values result in optimr() error message: L-BFGS-B needs finite values of 'fn'

I am using optimr to minimize a function that calculates the negative log likelihood for choice behavior. On some iterations, I receive the error message: ` Error in optim(par = par, fn = efn, gr = egr, lower = lower, upper = upper, : L-BFGS-B…
chester108
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Strangely different results doing Box Cox transform with R Optim and with MASS package

using optim in R, We don't uderstand why We have not the same result than lambda Box Cox in Mass package ? Is the problem whith the linear model ? Please find the code below. Do you have any idea? Thanks a lot for your help. Have a nice…
user3619937
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R defining a function using optim

I wish to write a function in R that fits a quantile function to two given tertiles, t1, t2. If I know what the quantile function is, qgamma, say, then I can write: gapfn <- function(par, t1, t2) { a <- t1 - qgamma(1 / 3, shape = par[1], rate =…
JeremyC
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R script to plot and update optim() values after each iteration

I am trying to write a R script to plot the values of the optim() function against the number of iterations. However, I don't know the number of iterations that the function will run for, as the function I am optimizing is complex. I want to see how…
DiTe
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Error: initial value in 'vmmin' is not finite - Maximum Likelihood Estimation of an Ordered Probit Model

I am currently trying to write a code in R that estimates an ordered probit model via the maximum likelihood estimation. The dependent variable has three categories. There are several independent variables that are continuous as well as binomial.…
Anna Mogilevskaja
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Is it necessary to estimate the dispersion parameter before estimating the regression coefficients in negative binomial regression using mle?

I am trying to build a negative binomial regression model in R by using the optim() function over the Log-Liklihood function to estimate the parameters. The Log-Lilihood function is: Negative Binomial Log-Liklihood Function Here, alpha is the…
Ranadeep Datta
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