Convert optimization problem from R to Matlab
1 visualización (últimos 30 días)
Mostrar comentarios más antiguos
I have the following code from R:
fleishtarget<-function(x,a){
##
#The target function for solving equations 18, 19, and 20#
# from page 523 of Fleishman.#
#It does this by changing the system of three equations into a #
# minimization problem. Set the equations equal to zero, square,#
# and sum up. The b, c, and d that minimize the set of equations #
# at zero must also solve the three individually.#
##
b<-x[1]
cc<-x[2]
d<-x[3]
g1<-a[1]
g2<-a[2]
(2 - ( 2*b^2 + 12*b*d + g1^2/(b^2+24*b*d+105*d^2+2)^2 + 30*d^2 ) )^2 +
(g2 - ( 24*(b*d+cc^2*(1+b^2+28*b*d)+d^2*(12+48*b*d+141*cc^2+225*d^2)) ) )^2+
(cc - (g1/(2*(b^2+24*b*d+105*d^2+2)) ) )^2
}
findbcd<-function(skew,kurtosis){
##
#Uses the built in minimization function to solve for b, c, and d#
# if the skew and kurtosis are given. Try findbcd(1.75,3.75) and#
# compare to Table 1 on page 524 of Fleishman.
##
optim(c(1,0,0),fleishtarget,a=c(skew,kurtosis),method="BFGS",
control=list(ndeps=rep(1e-10,3),reltol=1e-10,maxit=1e8))
}
The cannot seem to translate this the call to optim into Matlab and get it working properly. Any help is greatly appreciated.
0 comentarios
Respuestas (1)
amin ya
el 25 de Jul. de 2019
Have you tried this?
You need to study Matlab optimizatoin toolbox document to do this.
Ver también
Categorías
Más información sobre Get Started with Optimization Toolbox en Help Center y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!