2015-05-27 40 views
-1

我要估计参数 'K,RU,西格玛' 那maximumize功能 'FUNC' ( 'RU' 装置R upperba)scipy.minimize错误:设置一个数组元素与序列

The'func '公式是强制性的,所以我想上传图片来展示这个公式,但是我没有足够的声望。

import numpy as np 

sigma,k,ru=0.01,0.001,5 

p0=np.array([[0.01,0.01,6]]) 

p=np.array([[sigma,k,ru]]) 

def func(p,r): 
    T=91/365 
    y=1/(np.sqrt(2*(np.pi)*p[0]**2/(2*p[1])*(1-np.exp(-(2*p[1]*T)))))*np.exp((r-p[2]-np.exp(-(p[1]*T))*(r-p[2]))**2/(p[0]**2/((-4)*p[1])*(1-np.exp(-(2*p[1]*T)))))  
    return -y 


from scipy.optimize import minimize 

r=np.array([[1.45,2.5,2.6,1.67,1.2]]) 

# r has 1350 datas like this 

res=minimize(func,p0,args=(r)) 
Traceback (most recent call last): 

    File "<ipython-input-9-b94a05d2ede8>", line 1, in <module> 
    res=minimize(func,p0,args=(r)) 

    File "C:\Users\hyun su\Anaconda3\lib\site-packages\scipy\optimize\_minimize.py", line 419, in minimize 
    return _minimize_bfgs(fun, x0, args, jac, callback, **options) 

    File "C:\Users\hyun su\Anaconda3\lib\site-packages\scipy\optimize\optimize.py", line 837, in _minimize_bfgs 
    gfk = myfprime(x0) 

    File "C:\Users\hyun su\Anaconda3\lib\site-packages\scipy\optimize\optimize.py", line 282, in function_wrapper 
    return function(*(wrapper_args + args)) 

    File "C:\Users\hyun su\Anaconda3\lib\site-packages\scipy\optimize\optimize.py", line 616, in approx_fprime 
    return _approx_fprime_helper(xk, f, epsilon, args=args) 

    File "C:\Users\hyun su\Anaconda3\lib\site-packages\scipy\optimize\optimize.py", line 556, in _approx_fprime_helper 
    grad[k] = (f(*((xk + d,) + args)) - f0)/d[k] 

ValueError: setting an array element with a sequence. 

我该如何解决这个问题?

+0

为什么'p'和'p0' 2维?你习惯于不支持任意维数组的语言吗? – user2357112

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p和p0应该是一维数组?那么p = np.array(σ,k,rup)是正确的? – hyunsu

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[理解scipy.optimize.minimize()函数的错误]的可能的重复(http://stackoverflow.com/questions/22844347/understanding-the-error-for-scipy-optimize-minimize-function) – kazemakase

回答

0

func这里获取一个向量,但它必须是一个或多个变量的标量函数作为scipy.optimize.minimize DOC表示

+0

然后如何我可以将Func更改为标量功能吗? – hyunsu

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