search for: auglag

Hello, This is my first post to the help request list, so I'm going to err on the side of giving too much information. I'm working on writing a simulation in which agents will make repeated production and exchange decisions with randomly chosen partners. The idea is, all agents can produce two goods which they want to consume, they choose a value t in [0,10] which sets their production

Hi, I am testing code that is working successfully using constrOptim. I am replacing constrOptim with other solvers to compare benefits and performance. My belief was that, like constrOptim, auglag in the alabama package would eliminate beta vectors that failed the constraints prior to calling the objective function. These betas are not only not in the solution space but also cause chaos for my objective function. I can see via debugging that hin is working correctly, but I am findin...

Dear R-users, I'm estimating a two- dimensional state-space model using the FKF package. The resulting log likelihood function is maximized using auglag from the Alabama package. The procedure works well for a subset of my data, but if I try to use the entire data set I get the following error message. Error in eigen(a$hessian) : infinite or missing values in 'x' What's even more confusing is that if I estimate the model for a sample...

...y calculate the gradient of phi, where in general: dphi/dz=d/dz[i] of phi== p*f'/f, where f' is df/dz[i]. 4. I created functions for inequality and equality constraints and their jacobians, the cost function, and the grad of cost function. 5. I utilize the alabama package, and the 'auglag' function. As a first attempt, I utilized only a single inequality constraint for z>0, all other z constraints are z=0, and the Z - sum(z) > 0 inequality constraint. I used default settings, except for attempts to utilize various 'methods', e.g. BFGS, Nelder-Mead. Review of t...

Dear List, I'm trying to solve this simple optimization problem in R. The parameters are the exponents to the matrix mm. The constraints specify that each row of the parameter matrix should sum to 1 and their product to 0. I don't understand why the constraints are not satisfied at the solution. I must be misinterpreting how to specify the constrains somehow. library(alabama) ff <-

...1 =0.55, lambda_2 =0.009, theta_1 = 0.173, theta_2 = 0.12, delta_0 =0.686, delta_1 =-0.003, delta_2=0.0025) hin <- function(parm, yt){ h<- numeric(2) h[1] <- 2*parm[1]*parm[7]-parm[3]^2 h[2] <- 2*parm[2]*parm[8]-parm[4]^2 h } ##optimizing objective function fit <- auglag(par = parm, fn = objective, yt = x, control.outer = list(method = "CG"), hin = hin) print(fit) [[alternative HTML version deleted]]

Hi, Use the `auglag' function in "alabama" if you want to get the Hessian at convergence. This typically tends to perform better than `constrOptim.nl'. Also, `constrOptim.nl' does not compute the Hessian. You should not specify method="L-BFGS-B". The default method "BFGS"...

Hello, I want to perform a nonlinear curve fit in order to obtain parameter estimates from experimentally determined data (y in dependence of x), but with an implicit function, thus, a function of which I cannot isolate y on the left-hand side of the equation. As far as I understand, the functions I found up to now (nls, optim) all work only for explicit functions. My data looks like

Dear All, I am running a simulation to obtain coverage probability of Wald type confidence intervals for my parameter d in a function of two parameters (mu,d). I am optimizing it using "optim" method "L-BFGS-B" to obtain MLE. As, I want to invert the Hessian matrix to get Standard errors of the two parameter estimates. However, my Hessian matrix at times becomes

...Content-Type: text/plain; charset="us-ascii" I do not understand the constraint x1 = x3 = x4. If this is correct, you only have 10 unknown parameters. If you can correctly formulate your problem, you can have a look at the packages "alabama" or "BB". The function `auglag' in "alabama" or the function `spg' in "BB" may be useful. Ravi. ------------------------------------------------------- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-...

I have data that looks like this: > df1 group id 1 red A 2 red B 3 red C 4 blue D 5 blue E 6 blue F I want a list of the groups containing vectors with the ids. I am avoiding subset(), as it is only recommended for interactive use. Here's what I have so far: df1 <- data.frame(group=c("red", "red", "red", "blue",