| To: | s-news@lists.biostat.wustl.edu |
|---|---|
| Subject: | optimization issue |
| From: | stephane.g.zebouni@jpmorgan.com |
| Date: | Thu, 13 Oct 2005 11:07:16 -0400 |
|
Hello, I am using S-plus 6.1 and the function nlminb to optimize a function of one parameter (a target function ofr an ewma model). I want to be able to pass an argument to the function that is not supposed to be optimized (i.e. i am minimizing on a given set of data,and i want to be able to change this set of data as i want to call the optimization several times on different sets of data) Is there a simple way to do that? Thanks a lot Stephane This communication is for informational purposes only. It is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. All market prices, data and other information are not warranted as to completeness or accuracy and are subject to change without notice. Any comments or statements made herein do not necessarily reflect those of JPMorgan Chase & Co., its subsidiaries and affiliates. |
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