Convert optimization problem from R to Matlab

조회 수: 3 (최근 30일)
Carlos Bosley
Carlos Bosley 2019년 7월 25일
댓글: Carlos Bosley 2019년 7월 25일
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.

답변 (1개)

amin ya
amin ya 2019년 7월 25일
Have you tried this?
You need to study Matlab optimizatoin toolbox document to do this.
  댓글 수: 1
Carlos Bosley
Carlos Bosley 2019년 7월 25일
The only problem I am having is the call to optim in the function findbcd. I don't see how believe that link helps me with this.

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