[R]  Optim function in the loop
    Rstarer 
    bozhao86 at hotmail.com
       
    Sun May  3 04:18:10 CEST 2009
    
    
  
Hi all, 
I wrote the following lines of codes try to do some iterations to find the
global optimal values, but the function does not execute properly. Every
time codes stop after one iteration right after executing the optim()
function. Does anyone could have me to take a look? Thanks.
if (count>0){
k=k+0.05;
mu0=c(83+k,0,0)
Sigma0= diag(0.4,3)
initpar=c(.1+10*k,10*k,10*k,10*k) # initial parameters for Phi[1,1], the 2
Q’s and R
est=optim(initpar,Linn,NULL,method="BFGS",hessian=TRUE,control=list(trace=1,REPORT=1,maxit=300))
stderr=sqrt(diag(solve(est$hessian)))
estimate=est$par
u=cbind(estimate,stderr)
if (u[1]>0 & u[2]>0 & u[3]>0 & u[4]>0){
print("mu0=");print(mu0);
print("initpar=");print(initpar)
#break
} else {count=-1;
}
}
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