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Convert optimization problem from R to Matlab

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Carlos Bosley
Carlos Bosley 2019 年 7 月 25 日
コメント済み: Carlos Bosley 2019 年 7 月 25 日
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.

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回答 (1 件)

amin ya
amin ya 2019 年 7 月 25 日
Have you tried this?
You need to study Matlab optimizatoin toolbox document to do this.

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Carlos Bosley
Carlos Bosley 2019 年 7 月 25 日
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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