CODEWITHSUNDEEP
rfunctionoptimizationconditional-statements
Daniel Valencia C.
Daniel Valencia C.

Reputation: 2279

Restrictions in a optimization using R

Continuing the question made here, I'd like to add a restriction in the optimization:

a <- c(52.67, 46.80, 41.74, 40.45)
b <- c(1.726219351, 1.842421805, 1.790801758, 1.449997494)

rsq <- function(c) {
  x <- log(a)
  y <- log((c*(a/b))-1)
  summary(lm(y ~ x))$r.squared
}
optimise(rsq, maximum = TRUE, interval=c(1, 1000))

The interval for the optimization is 1 to 1000, however I'd like that the interval starts where

(c*(a/b)) > 0

To avoid problems with log

Upvotes: 0

Views: 34

Answers (1)

G. Grothendieck
G. Grothendieck

Reputation: 269501

Just return -Inf if the log argument would be negative. Then it is unnecessary to manipulate the domain.

rsq <- function(c) {
  x <- log(a)
  tmp <- (c*(a/b))-1
  if (any(tmp < 0)) -Inf else summary(lm(log(tmp) ~ x))$r.squared
}

optimise(rsq, maximum = TRUE, interval=c(1, 1000))

giving:

$maximum
[1] 1.082353

$objective
[1] 0.8093781

Update

Fixed.

Upvotes: 1

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