optifix: Optimise with fixed parameters

In ick003/GPspt: Using Gaussian process models for spatio-temporal data

Description

Optimise with fixed parameters

Usage

optifix(
  par,
  fixed,
  fn,
  gr = NULL,
  ...,
  method = c("Nelder-Mead", "BFGS", "CG", "L-BFGS-B", "SANN"),
  lower = -Inf,
  upper = Inf,
  control = list(),
  hessian = FALSE
)

Arguments

par	paramters
fixed	boolean
fn	function
gr	gradient of the function
...	additional parameters related to the fn and gr functions.
method	optimization method
lower	lower bounds.
upper	upper bounds.
control	list of controls.
hessian	boolean. Return the Hessian.

Examples

fn = function(t){(2 - t[1] + t[2])^2 + 2*(3 - t[3])^4}
th = c(1,1,1)
opt = optifix(th,fixed = c(TRUE, FALSE, FALSE), fn = fn, method = "Nelder-Mead")

ick003/GPspt documentation built on March 16, 2020, 3:34 a.m.