I'm running DEoptim - it works great!
(A HUGE THANK YOU to David Ardia, Katharine Mullen, Brian Peterson, and Joshua
Ulrich, and Kris Boudt!!!).
Sometimes I set trace to a number so I can see a few intermediate points in the
optimization.
However, I have a large number of variables and would like to omit the
bestmemit, which hides what I'm more interested in: bestvalit.
Is there a way to customize the output of trace so it omits the best member?
Thanks,
David L. Reiner
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Dear David,
The package doesn't have an option to customize the output of the trace.
However, you can create a custom version of the package that doesn't print
the
parameters. Get the package source code, uncompress it, and find the file
de4_0.c in the src/ directory. Then comment out the calls to Rprintf that
print the parameter values, to read:
Rprintf("Iteration: %d bestvalit: %f bestmemit:", i_iter,
t_bestC);
// for (j = 0; j < i_D; j++)
// Rprintf("%12.6f", gt_bestP[j]);
Rprintf("\n");
Then re-build and re-install the package (instructions are at
http://cran.r-project.org/doc/manuals/r-release/R-exts.html#Checking-and-building-packages
).
On Thu, May 9, 2013 at 11:27 AM, David Reiner
<David.Reiner@xrtrading.com>wrote:
> I'm running DEoptim - it works great!
> (A HUGE THANK YOU to David Ardia, Katharine Mullen, Brian Peterson, and
> Joshua Ulrich, and Kris Boudt!!!).
> Sometimes I set trace to a number so I can see a few intermediate points
> in the optimization.
> However, I have a large number of variables and would like to omit the
> bestmemit, which hides what I'm more interested in: bestvalit.
>
> Is there a way to customize the output of trace so it omits the best
> member?
>
> Thanks,
> David L. Reiner
>
>
> This e-mail and any materials attached hereto, including, without
> limitation, all content hereof and thereof (collectively, "XR
Content") are
> confidential and proprietary to XR Trading, LLC ("XR") and/or its
> affiliates, and are protected by intellectual property laws. Without the
> prior written consent of XR, the XR Content may not (i) be disclosed to any
> third party or (ii) be reproduced or otherwise used by anyone other than
> current employees of XR or its affiliates, on behalf of XR or its
> affiliates.
>
> THE XR CONTENT IS PROVIDED AS IS, WITHOUT REPRESENTATIONS OR WARRANTIES OF
> ANY KIND. TO THE MAXIMUM EXTENT PERMISSIBLE UNDER APPLICABLE LAW, XR
> HEREBY DISCLAIMS ANY AND ALL WARRANTIES, EXPRESS AND IMPLIED, RELATING TO
> THE XR CONTENT, AND NEITHER XR NOR ANY OF ITS AFFILIATES SHALL IN ANY EVENT
> BE LIABLE FOR ANY DAMAGES OF ANY NATURE WHATSOEVER, INCLUDING, BUT NOT
> LIMITED TO, DIRECT, INDIRECT, CONSEQUENTIAL, SPECIAL AND PUNITIVE DAMAGES,
> LOSS OF PROFITS AND TRADING LOSSES, RESULTING FROM ANY PERSON'S USE OR
> RELIANCE UPON, OR INABILITY TO USE, ANY XR CONTENT, EVEN IF XR IS ADVISED
> OF THE POSSIBILITY OF SUCH DAMAGES OR IF SUCH DAMAGES WERE FORESEEABLE.
>
[[alternative HTML version deleted]]
Hi David, Unfortunately, there's no way for the user to do that. You would need to change line 522 in de4_0.c (where the printing occurs) and rebuild/install the package. Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2013: Applied Finance with R | www.RinFinance.com On Thu, May 9, 2013 at 1:27 PM, David Reiner <David.Reiner at xrtrading.com> wrote:> I'm running DEoptim - it works great! > (A HUGE THANK YOU to David Ardia, Katharine Mullen, Brian Peterson, and Joshua Ulrich, and Kris Boudt!!!). > Sometimes I set trace to a number so I can see a few intermediate points in the optimization. > However, I have a large number of variables and would like to omit the bestmemit, which hides what I'm more interested in: bestvalit. > > Is there a way to customize the output of trace so it omits the best member? > > Thanks, > David L. Reiner > > > This e-mail and any materials attached hereto, including, without limitation, all content hereof and thereof (collectively, "XR Content") are confidential and proprietary to XR Trading, LLC ("XR") and/or its affiliates, and are protected by intellectual property laws. Without the prior written consent of XR, the XR Content may not (i) be disclosed to any third party or (ii) be reproduced or otherwise used by anyone other than current employees of XR or its affiliates, on behalf of XR or its affiliates. > > THE XR CONTENT IS PROVIDED AS IS, WITHOUT REPRESENTATIONS OR WARRANTIES OF ANY KIND. TO THE MAXIMUM EXTENT PERMISSIBLE UNDER APPLICABLE LAW, XR HEREBY DISCLAIMS ANY AND ALL WARRANTIES, EXPRESS AND IMPLIED, RELATING TO THE XR CONTENT, AND NEITHER XR NOR ANY OF ITS AFFILIATES SHALL IN ANY EVENT BE LIABLE FOR ANY DAMAGES OF ANY NATURE WHATSOEVER, INCLUDING, BUT NOT LIMITED TO, DIRECT, INDIRECT, CONSEQUENTIAL, SPECIAL AND PUNITIVE DAMAGES, LOSS OF PROFITS AND TRADING LOSSES, RESULTING FROM ANY PERSON'S USE OR RELIANCE UPON, OR INABILITY TO USE, ANY XR CONTENT, EVEN IF XR IS ADVISED OF THE POSSIBILITY OF SUCH DAMAGES OR IF SUCH DAMAGES WERE FORESEEABLE. > > ______________________________________________ > 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.