Hi, Does somebody knows of the existence of a library of functions for solving differential equations, I need a solver for a system of non linear first order differential equations. I think there was something in IMSL but that was a long time ago and probably there are some new algorithms in the new now. Thanks for any pointers. . R. Heberto Ghezzo Ph.D. Meakins-Christie Labs McGill University Montreal - Canada heberto at meakins.lan.mcgill.ca -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
On Wed, 26 Jul 2000, Heberto Ghezzo wrote:> Hi, Does somebody knows of the existence of a library of functions > for solving differential equations, I need a solver for a system of non > linear first order differential equations. I think there was something > in IMSL but that was a long time ago and probably there are some > new algorithms in the new now. > Thanks for any pointers.Netlib is the place to look. http://www.netlib.org/ode/index.html has a whole bunch of functions. There are also some in the TOMS directory http://www.netlib.org/toms/index.html -thomas Thomas Lumley Assistant Professor, Biostatistics University of Washington, Seattle -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
I have a library that implements LSODA, from the netlib collection. It allows the ODE system to be written as an R function, and allows the parameters of the system to be passed as a vector to the function. I have tested it in Linux and Windows, and seems to work OK. This is still in the 'alpha' stage of development, but I would be happy to share what I have. LSODA is an algorithm that automatically switches between 'stiff' and 'non-stiff' solvers: see the documentation in the fortran code. Let me know if you want the package (called 'odesolve'), and whether you want source or a precompiled package for Windows (that will take longer). R. Woodrow Setzer, Jr. Phone: (919) 541-0128 Biostatistics and Fax: (919) 541-4002 Research Support Staff NHEERL MD-55; US EPA; RTP, NC 27711 |--------+-----------------------------> | | Heberto at meakins.lan| | | .mcgill.ca | | | | | | 07/26/2000 11:00 AM| | | | |--------+-----------------------------> >----------------------------------------------------------------------------| | | | To: r-help at stat.math.ethz.ch | | cc: | | Subject: [R] differential equations | >----------------------------------------------------------------------------| Hi, Does somebody knows of the existence of a library of functions for solving differential equations, I need a solver for a system of non linear first order differential equations. I think there was something in IMSL but that was a long time ago and probably there are some new algorithms in the new now. Thanks for any pointers. . R. Heberto Ghezzo Ph.D. Meakins-Christie Labs McGill University Montreal - Canada heberto at meakins.lan.mcgill.ca -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._ -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Apologies for bothering the list for something that I could probably have worked out myself had I brought my V&R in to work! I have been asked how to construct useable cdf's and quantile functions from density() output. If I were using Minitab I'd begin by making partial sums of the density values and normalizing to a maximum of 1, but I don't know the R analogue to the Minitab PARSUMS command. Any suggestions? Murray Murray Jorgensen, Department of Statistics, U of Waikato, Hamilton, NZ -----[+64-7-838-4773]---------------------------[maj at waikato.ac.nz]----- "Doubt everything or believe everything:these are two equally convenient strategies. With either we dispense with the need to think." http://www.stats.waikato.ac.nz/Staff/maj.html - Henri Poincare' -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Hi Heberto!
I think there is not a solver for differential equations still in R.However
don't give up that easy:
-you can write your models using your favourite ode solver library (limited
C or Fortran) and then dyn.load() the model, so you can use it inside R. It is
not too difficult, and if you are used to a certain library where you have your
models, is probably the easiest way.
-there is a preliminar porting to R of the nls2 library, which is a library
that makes nonlinear regression from differential equation models. It is a bit
difficult to install, and is also not easygoing, but the nonlinear regression
works well. In that library there is a way to actually compile a differential
equation model and integrate it using the lsode routine from ODEPACK. So if
you want to see how to plug a ode solver with R in a more general way you can
start having a look at it in
http://www-bia.inra.fr/J/AB/nls2/welcome.html
cheers,
IOsu
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