Passing multiple starting values to nlminb - r

Question

I've tried do.call and apply, and there was a similar nlminb answer that used the plyr package but still no good. So I turn to you all for any suggestions.
I've created the following function:
calloptim <- function( under,strike, rf, ttoe,par) {(-(under*par[1]
-strike*exp(-rf*ttoe)*par[2]))^2}
and then used nlminb to estimate par while holding the other arguments constant:
nlminb(c(2,2), calloptim, under= 90, strike = 100, rf =0.05, ttoe=3)
which yields:
$par
[1] 1.953851 2.043045
$objective
[1] 1.335531e-17
$convergence
[1] 0
$iterations
[1] 4
$evaluations
function gradient
6 10
$message
[1] "X-convergence (3)"
when I put in another starting value, for example
nlminb(c(5,5), calloptim, under= 90, strike = 100, rf =0.05, ttoe=3)
I get different estimates:
$par
[1] 4.885987 5.109036
$objective
[1] 2.464145e-14
$convergence
[1] 1
$iterations
[1] 2
$evaluations
function gradient
33 4
$message
[1] "false convergence (8)"
And thats ok! I understand mathematically what's happening. In fact I want to use different starting values.
My problem arises when I try to pass multiple starting values to nlminb.
I create a matrix:
f<- c(2,5,2,5)
dim(f) <- c(2,2)
> f
[,1] [,2]
[1,] 2 2
[2,] 5 5
But when I pass f to nlminb's starting value
nlminb(f, calloptim, under= 90, strike = 100, rf =0.05, ttoe=3)
I get:
$par
[1] 3.452902 3.610530 2.000000 5.000000
$objective
[1] 3.010198e-19
$convergence
[1] 0
$iterations
[1] 4
$evaluations
function gradient
22 24
$message
[1] "X-convergence (3)"
So my question is how can I pass multiple rows of starting values to nlminb?
Thanks for any suggestions!
Rye

Answer 1

Since ?nlminb says its first argument should be a numeric vector, you need apply it to each row of your matrix f.
out <- apply(f, 1, nlminb, objective=calloptim, under=90, strike=100, rf=0.05, ttoe=3)
str(out)
List of 2
$ :List of 6
..$ par : num [1:2] 1.95 2.04
..$ objective : num 1.34e-17
..$ convergence: int 0
..$ iterations : int 4
..$ evaluations: Named int [1:2] 6 10
.. ..- attr(*, "names")= chr [1:2] "function" "gradient"
..$ message : chr "X-convergence (3)"
$ :List of 6
..$ par : num [1:2] 4.89 5.11
..$ objective : num 2.46e-14
..$ convergence: int 1
..$ iterations : int 2
..$ evaluations: Named int [1:2] 33 4
.. ..- attr(*, "names")= chr [1:2] "function" "gradient"
..$ message : chr "false convergence (8)"