优化函数参数丢失 [英] optim function argument missing

问题描述

这是我的代码. kum.loglik函数返回负对数似然性，并接受两个参数a和b.我需要找到a和b，以使用优化函数最小化此函数. (n1，n2，n3是预先指定的，并传递给了优化函数.

This is my code. The kum.loglik function returns negative loglikelihood and takes two arguments a and b. I need to find a and b that minimize this function using optim function. (n1,n2,n3 is pre-specified and passed to optim function.

kum.loglik = function(a, b, n1, n2, n3) {
  loglik = n1*log(b*beta(1+2/a,b)) + n2 * log(b*beta(1+2/a,b)-2*b*beta(1+1/a,b)+1) +
    n3 * log(b*beta(1+1/a,b)-b*beta(1+2/a,b))
  return(-loglik)
}
optim(par=c(1,1), kum.loglik, method="L-BFGS-B",
      n1=n1, n2=n2, n3=n3,
      control=list(ndeps=c(5e-4,5e-4)))

此代码应该可以正常工作，但是会显示错误消息

This code should work well but it gives error message

Error in b * beta(1 + 2/a, b) : 'b' is missing

此代码有什么问题?

推荐答案

问题出在(直接来自优化帮助):

The problem is (straight from the optim help):

fn: A function to be minimized (or maximized), with first
argument the vector of parameters over which minimization is
to take place.

您的kum.loglik函数需要采用向量v，您可以从中提取参数，例如:

Your kum.loglik function needs to take a vector v which you pull the parameters out of, e.g.:

kum.loglik=function(v) { a = v[1]; b = v[2]; ...}

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