View source: R/winsrch_constrOptim.R
winsrch_constrOptim | R Documentation |
Find the optimal half-window width combination to use for weighted regression. This differs from winsrch_optim
by using constrOptim
winsrch_constrOptim(dat_in, ...)
## Default S3 method:
winsrch_constrOptim(
dat_in,
wins_in = NULL,
control = list(),
lower = c(0.1, 1, 0.1),
upper = c(2, 15, 2),
...
)
dat_in |
input data object to use with weighted regression |
... |
arguments passed to |
wins_in |
starting list of window weights for initializing the search algorithm |
control |
A list of control parameters passed to |
lower |
vector of minimum half-window widths to evaluate |
upper |
vector of maximum half-window widths to evaluate |
This function uses optim
to minimize the error returned by wrtdscv
for a given window combination. The search algorithm uses the limited-memory modification of the BFGS quasi-Newton method to impose upper and lower limits on the optimization search. These limits can be changed using the lower
and upper
arguments.
Some stuff
wrtdscv
, winsrch_grid
## Not run:
# setup parallel backend
library(doParallel)
ncores <- detectCores() - 1
registerDoParallel(cores = ncores)
# run search function - takes a while
res <- winsrch_optim(tidobjmean)
## End(Not run)
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