Re: Help on fminsearch
- From: Steven <ytsteven@xxxxxxxxx>
- Date: Sun, 8 Nov 2009 05:39:25 -0800 (PST)
On Nov 8, 11:05 pm, "John D'Errico" <woodch...@xxxxxxxxxxxxxxxx>
wrote:
Steven <ytste...@xxxxxxxxx> wrote in message <bd6f5cbd-b390-436e-b740-2d1306416...@xxxxxxxxxxxxxxxxxxxxxxxxxxxx>...
On Nov 8, 10:15?pm, "John D'Errico" <woodch...@xxxxxxxxxxxxxxxx>
wrote:
Steven <ytste...@xxxxxxxxx> wrote in message <09b40b63-dab0-4d44-ae14-e078505de...@xxxxxxxxxxxxxxxxxxxxxxxxxxxx>...
Hi, all
I am a newbie and need some help on fminsearch. I worte this function
on cox proportional hazard model, and try to maximise the likelihood
on the coefficient of the covariates.
But the code doesn't work, it only sticks to thei nitial values of the
coefficients, ie. beta = ones(p,1) and won't do the optimisation.
Could anybody please help me on this? Many Thanks!!
function [logL] = myfun(beta)
load mydata
d = size(mydata);
n = d(1,1);
p = d(1,2)-2;
t = mydata(1:n,1);
ind = mydata(1:n,2);
z = mydata(1:n,3:p+2);
beta = ones(p,1);
You do recognize that regardless of the value of
beta as it is passed in, that this line will overwrite it?
John- Hide quoted text -
- Show quoted text -
Hi, John
Do you mean this line ----> beta = ones(p,1); ?
But without this line, I always have the error message like "beta is
undefined" or something...
How are you calling this?
Do you actually have the call to fminsearch
INSIDE the myfun function?
Telling me "or something" gives no useful
information as to the actual error.
Are you trying to run myfun as a script? Are
you using "run" on it?
Do you realize that loading the data file for
EVERY function call here is a terrible way to
waste CPU time? Ok, maybe that was wrong.
It is actually a very GOOD way if your goal is
to waste CPU time. Load the variable ONCE in
your mainline, and then pass it in to myfun
using an anonymous function call.
John- Hide quoted text -
- Show quoted text -
I wasn't with a machine with Matlab installed just now. The error is
"Input argument "beta" is undefined."
Is there a way to minimise a function without writing a function?
I don't want to load the data in the function, but the likelihood is
calculated based on the event indicator in the data. I don't know how
to do it without actualy loading the data into the function. (I don't
know hoe to declare variable in a function whithout assigning value)
I checked the help file which gives an example of x = fminsearch
(fun,x0) based on banana function, and it doesn't need to declare
variable.
.
- References:
- Help on fminsearch
- From: Steven
- Re: Help on fminsearch
- From: Steven
- Re: Help on fminsearch
- From: John D'Errico
- Help on fminsearch
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