parscale.famos: Control Function for Optim

In FAMoS: A Flexible Algorithm for Model Selection

Control Function for Optim

Description

This function is designed to use the built-in option parscale in optim with absolute scaling values.

Usage

parscale.famos(par, scale, fix = 1, correction = NULL)

Arguments

par	A vector containing the values of the original parameters.
scale	A vector containing the corresponding absolute scaling values that will be used during the first steps in optim.
fix	Integer containing the index of the parameter that will be scaled by 10% of its original value, meaning the corresponding entry in scale will be overwritten (parscale in optim needs one value like this). Default to 1.
correction	Used for scaling newly added parameter values by their original scale as specified in init.par in famos. Default to NULL.

Value

A vector that can be used to scale parscale in optim accordingly.

Examples

test.func<-function(x){
print(x)
3*x[1]+4*x[2]
}

pars <- c(1, 1000, 10)
scaling <- c(0.1, 3000, 10)

p.scale <- parscale.famos(par = pars, scale = scaling)

optim(par = pars, fn = test.func, control = list(maxit = 10, parscale = p.scale, trace = TRUE))

FAMoS documentation built on April 12, 2025, 1:34 a.m.