John Sorkin
2013-Feb-05 21:08 UTC
[R] Non linear programming: choose R that minimizes corr(y, x^R)
I am looking for a package that will allow me to choose R (a real number) that minimizes the correlation of y and x^R, i.e. find R such that corr(y,x^R) is minimized. Any suggestions for packages I might look at would be helpful. Thanks, John John David Sorkin M.D., Ph.D. Chief, Biostatistics and Informatics University of Maryland School of Medicine Division of Gerontology Baltimore VA Medical Center 10 North Greene Street GRECC (BT/18/GR) Baltimore, MD 21201-1524 (Phone) 410-605-7119 (Fax) 410-605-7913 (Please call phone number above prior to faxing) Confidentiality Statement: This email message, including any attachments, is for the sole use of the intended recipient(s) and may contain confidential and privileged information. Any unauthorized use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by reply email and destroy all copies of the original message.
Greg Snow
2013-Feb-05 21:13 UTC
[R] Non linear programming: choose R that minimizes corr(y, x^R)
The stats package has the optimize function that could be used for this. On Tue, Feb 5, 2013 at 2:08 PM, John Sorkin <jsorkin@grecc.umaryland.edu>wrote:> I am looking for a package that will allow me to choose R (a real number) > that minimizes the correlation of y and x^R, i.e. > find R such that corr(y,x^R) is minimized. Any suggestions for packages I > might look at would be helpful. > Thanks, > John > > > John David Sorkin M.D., Ph.D. > Chief, Biostatistics and Informatics > University of Maryland School of Medicine Division of Gerontology > Baltimore VA Medical Center > 10 North Greene Street > GRECC (BT/18/GR) > Baltimore, MD 21201-1524 > (Phone) 410-605-7119 > (Fax) 410-605-7913 (Please call phone number above prior to faxing) > Confidentiality Statement: > This email message, including any attachments, is for ...{{dropped:23}}
Bert Gunter
2013-Feb-05 21:16 UTC
[R] Non linear programming: choose R that minimizes corr(y, x^R)
If you really mean "minimize" and not "maximize," I doubt that any such R exists. -- Bert On Tue, Feb 5, 2013 at 1:08 PM, John Sorkin <jsorkin at grecc.umaryland.edu> wrote:> I am looking for a package that will allow me to choose R (a real number) that minimizes the correlation of y and x^R, i.e. > find R such that corr(y,x^R) is minimized. Any suggestions for packages I might look at would be helpful. > Thanks, > John > > > John David Sorkin M.D., Ph.D. > Chief, Biostatistics and Informatics > University of Maryland School of Medicine Division of Gerontology > Baltimore VA Medical Center > 10 North Greene Street > GRECC (BT/18/GR) > Baltimore, MD 21201-1524 > (Phone) 410-605-7119 > (Fax) 410-605-7913 (Please call phone number above prior to faxing) > Confidentiality Statement: > This email message, including any attachments, is for ...{{dropped:27}}
John Sorkin
2013-Feb-05 21:27 UTC
[R] Non linear programming: choose R that minimizes corr(y, x^R)
I really mean minimize. John John David Sorkin M.D., Ph.D. Chief, Biostatistics and Informatics University of Maryland School of Medicine Division of Gerontology Baltimore VA Medical Center 10 North Greene Street GRECC (BT/18/GR) Baltimore, MD 21201-1524 (Phone) 410-605-7119 (Fax) 410-605-7913 (Please call phone number above prior to faxing)>>> Bert Gunter <gunter.berton at gene.com> 2/5/2013 4:16 PM >>> If you really mean "minimize" and not "maximize," I doubt that any such R exists. -- Bert On Tue, Feb 5, 2013 at 1:08 PM, John Sorkin <jsorkin at grecc.umaryland.edu> wrote:> I am looking for a package that will allow me to choose R (a real number) that minimizes the correlation of y and x^R, i.e. > find R such that corr(y,x^R) is minimized. Any suggestions for packages I might look at would be helpful. > Thanks, > John > > > John David Sorkin M.D., Ph.D. > Chief, Biostatistics and Informatics > University of Maryland School of Medicine Division of Gerontology > Baltimore VA Medical Center > 10 North Greene Street > GRECC (BT/18/GR) > Baltimore, MD 21201-1524 > (Phone) 410-605-7119 > (Fax) 410-605-7913 (Please call phone number above prior to faxing) > Confidentiality Statement: > This email message, including any attachments, is for the sole use of the intended recipient(s) and may contain confidential and privileged information. Any unauthorized use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by reply email and destroy all copies of the original message. > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >-- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm Confidentiality Statement: This email message, including any attachments, is for the sole use of the intended recipient(s) and may contain confidential and privileged information. Any unauthorized use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by reply email and destroy all copies of the original message.