R/optifix.R

Defines functions optifix

Documented in optifix

##' optifix function
##'
##' optifix. Optimise with fixed parameters
##'
##' its like optim, but with fixed parameters.
##'
##' specify a second argument 'fixed', a vector of TRUE/FALSE values.
##' If TRUE, the corresponding parameter in fn() is fixed. Otherwise its
##' variable and optimised over.
##'
##' The return thing is the return thing from optim() but with a couple of extra
##' bits - a vector of all the parameters and a vector copy of the 'fixed' argument.
##'
##' Written by Barry Rowlingson <[email protected]> October 2011
##'
##' This file released under a CC By-SA license:
##' http://creativecommons.org/licenses/by-sa/3.0/
##'
##' and must retain the text: "Originally written by Barry Rowlingson" in comments.
##'
##' @param par X 
##' @param fixed X 
##' @param fn X 
##' @param gr X 
##' @param ... X 
##' @param method X 
##' @param lower X 
##' @param upper X 
##' @param control X 
##' @param hessian X 
##' @return ...
##' @export

optifix <- function(par, fixed, fn, gr = NULL, ...,
           method = c("Nelder-Mead", "BFGS", "CG", "L-BFGS-B", "SANN"),
           lower = -Inf, upper = Inf,
           control = list(), hessian = FALSE){
   force(fn)
   force(fixed)
   .npar=length(par)
   .fixValues = par[fixed]

   .parStart = par[!fixed]
   
   .fn <- function(par,...){
     .par = rep(NA,sum(!fixed))
     .par[!fixed] = par
     .par[fixed] = .fixValues
     fn(.par,...)
   }

   if(!is.null(gr)){
     .gr <- function(par,...){
       .gpar = rep(NA,sum(!fixed))
       .gpar[!fixed] = par
       .gpar[fixed] = .fixValues
       gr(.gpar,...)[!fixed]
     }
   }else{
     .gr <- NULL
   }

   .opt = optim(.parStart,.fn,.gr,...,method=method,lower=lower,control=control,hessian=hessian)

   .opt$fullpars = rep(NA,sum(!fixed))
   .opt$fullpars[fixed]=.fixValues
   .opt$fullpars[!fixed]=.opt$par
   .opt$fixed = fixed
   return(.opt)
   
 }
bentaylor1/spatsurv documentation built on May 11, 2017, 7:14 a.m.