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MathGroup Archive 2000

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Responses for Box-Cox transformations

  • To: mathgroup at smc.vnet.net
  • Subject: [mg23514] Responses for [mg23479] Box-Cox transformations
  • From: David Alan Paul <david_alan_paul at yahoo.com>
  • Date: Tue, 16 May 2000 02:45:00 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

The following are answers that have been given me in response to my query
mg23479 regarding Box-Cox transformations.  Thanks to both gentlemen for
their advice!  -David Paul

FIRST RESPONSE:

Dear David,
Try this:
fm[fun_, startv_, opts___] :=
  Module[{vars = Table[Unique[], {Length[startv]}]},
    FindMinimum[
	fun[Sequence @@ vars],
     Evaluate[Sequence @@ MapThread[List, {vars, startv}]],
     opts]];

fun[a_,b_]:=Sin[a b];
fm[fun,{0.3,0.5}]

fm does the same as FindMinimum, but takes a function symbol 
and a list of starting values instead of a Sequence of variable-
startingValue pairs.

Hope that helps. Of course, you could extend this Module in 
various directions. The simple idea is to generate a List of variables 
inside of the module and then to use MapThread to generate a 
Sequence of pairs of variables and starting values. The Evaluate is 
necessary, because FindMininum has Attribute HoldAll.


Johannes Ludsteck
Centre for European Economic Research (ZEW)
Department of Labour Economics,
Human Resources and Social Policy
Phone (+49)(0)621/1235-157
Fax (+49)(0)621/1235-225

P.O.Box 103443
D-68034 Mannheim
GERMANY

Email: ludsteck at zew.de



SECOND RESPONSE:

Dear David Paul,
	What you have to do is to treat your variables and starting values
as objects of their own.  _Somewhere_ you have to specify them, e.g. as
vars = {x, y, z};    (* these must be symbols without a value *) 
starts = {x0, y0, z0};   (* these are the starting points, substitute
directly 
or give the x0,... a value respectively *)

FindMinimum[function, ##] & @@ Transpose[{vars, starts}]
FindMinimum::"fmns": "Starting value \!\(x0\) in \!\({x, x0}\) is not a  
                      real \number."
(* the error was provoked to see the following: *)
FindMinimum[function, {x, x0}, {y, y0}, {z, z0}]

Kind regards,  
	Hartmut 
	Wolf Hartmut <hwolf at debis.com>  


=====
___________________________
David Alan Paul
<david_alan_paul at yahoo.com>
___________________________




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