optifix: Fixed parameter optimisation

In jameshay218/mcmcJH: Generic random walk MCMC algorithm for parameter inference

Description

Optifix is a function originally written by Barry Rowlingson (b.rowlingsno at lancaster.ac.uk) that acts as a wrapper for the optim function, allowing the user to fix any specified parameters during optimisation.

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	a vector of the parameters to be optimised
fixed	a vector of boolean values corresponding to the values of par. If the corresponding index is TRUE, then the parameter in par will be fixed during optimisation.
fn	the cost function to be optimised over, as in optim
gr	as in optim

Value

returns as with optim, but with a few extra variables to summarise the fixed parameters

See Also

optim

Examples

fit <- optifix(c(1,1),c(TRUE,FALSE),cost_function,data=example_data)

jameshay218/mcmcJH documentation built on May 18, 2019, 11:20 a.m.