R DEoptim()函数:如何选择要优化的参数? [英] R DEoptim() function: How to select parameters to be opimised?

问题描述

我希望为以下示例估算参数:

I wish to estimate parameters for the following Example:

但是如何使DEoptim仅优化3个参数中的2个呢? -有直接的方法可以做到这一点吗?

But how can I make DEoptim to only optimise say 2 of the 3 parameters? - Is there a direct method to do this?

rm(list=ls())
t <- seq(0.1,20,length=100)

Hobs <- 20 + 8*exp(-0.05*t)
Hsim <- function(p,t) {p[1] + p[2]*exp(-p[3]*t)}
upper <- c(30,10,1)
lower <- -upper

resFun <- function(p, t, Hobs) {
          r <- Hobs - Hsim(p,t)
          return(t(r)%*%r)
}

DEoptim(resFun, lower, upper, Hobs = Hobs, t = t, 
                      DEoptim.control(NP = 80, itermax = 200, F = 1.2, CR = 0.7, trace =FALSE))

我在下面找到了解决方法cf.但是，有没有更优雅的方法呢?

I found a workaround cf below. But is there a more elegant way of doing this?

rm(list=ls())
t <- seq(0.1,20,length=100)

Hobs <- 20 + 8*exp(-0.05*t)
#Hkorr <- rnorm(100,0,0.2)
Hsim <- function(p,t) {p[1] + p[2]*exp(-p[3]*t)}
upper <- c(20,10,1)
lower <- c(1,1,0.001)
sel = c(0,1,1)
ini = c(20,NA,NA)
# correct upper and lower to selected parameters
upper <- upper[which(sel==1)]
lower <- lower[which(sel==1)]

resFun <- function(par,t,Hobs, sel, ini) {
          p <- rep(NA,3)
          p[which(sel == 0)] <- ini[which(sel==0)]
          p[which(sel == 1)] <- par
          r <- Hobs - Hsim(p,t)
          return(t(r)%*%r)
}
DEoptim(resFun, lower, upper, Hobs = Hobs, t = t, sel = sel, ini = ini,
        DEoptim.control(NP = 80, itermax = 200, F = 1.2, CR = 0.7, trace =FALSE))

推荐答案

您可以将upper和lower参数值设置为与要保持常数的参数相等.

You can set the upper and lower parameter value to be equal for whichever parameter you want to hold constant.

# Hold the first parameter constant at 20
opt <- DEoptim(resFun, c(20, -10, -1), c(20, 10 ,1), Hobs=Hobs, t=t,
               DEoptim.control(NP=80, itermax=200, F=1.2, CR=0.7))

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