search for: broyden

Hello all! I'd like to use a routine in R to find the zero of a function (like Newton-Raphson, Broyden, etc.) In the manual, I found a reference to Newton-Raphson method in the "qr" function, but I simply wonder how I could use it to implement such a method. Carlos -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.t...

Hi there, I have following equations to be solved for a and b: a/(a+b) = x1 ab/((a+b)^2 (a+b+1)) = x2 Is there any direct function available to solve them without disentangling them manually? Thanks for your help.

Hey, I was wondering if there existed a R function similar to 'fsolve' or 'fzero' Matlab functions? Thanks! Francois Aucoin [[alternative HTML version deleted]]

Dear All, I need to find the (possible multiple) zeros of a function f within an interval. I gave uniroot a try, but it just returns one zero and I need to provide it with an interval [a,b] such that f(a)f(b)<0. Is there any function to find the multiple zeros of f in (a,b) without constraints on the sign of f(a) and f(b)? Many thanks Lorenzo

..."p","u1","s1","u2","s2"), function(x,p,u1,s1,u2,s2) NULL) mix.gr<-function(p,x){ p<-p[1] u1<-p[2] s1<-p[3] u2<-p[4] s2<-p[5] colSums(attr(lmix2a(x,p,u1,s1,u2,s2),"gradient"))} # finally, the optimization using the Broyden-Fletcher-Goldfarb- Shanno method. resultsBFGS_D=optim (p0,mix.obj,mix.gr,x=waiting,method="BFGS",control=list(parscale=c (0.1,rep(1,4)))) resultsBFGS_D$par CODE END The output is given as: p u1 s1 u2 s2 0.361204 50.000000...

Hi, Is this method broken in R? I am using it to find roots of the following function: f(x) = 2.5*exp(-0.5*(2*0.045 - x)) + 2.5*exp(-0.045) + 2.5*exp(-1.5*x) - 100 It is giving an answer of -38.4762403 which is not even close (f(x) = 2.903809e+25 for x=-38.4762403). The answer should be around 0.01-0.1. This function should converge.. Even for a simple function like f(x) = exp(-x) * x, it gives

...ed at, it was twice as fast as the equivalent NAG routine. To quote from the manual, "A hybrid method is used combining features from the Newton -Raphson, Steepest descent and Marquardt methods and calculating and maintaining an approximation to the first derivative matrix using the ideas of Broyden." Now that I have converted to R, I will miss my trusted friend. I have started using nls() but have not accumulated enough experience to compare the two. It would be great if VA05AD could be an option in there (algorithm="Powell"). To this end, I recently enquired of the custodian...

Dear All, I couple of weeks ago, I’ve asked for a package recommendation for nonlinear optimization. In my problem I have a fairly complicated non-linear objective function subject to one non-linear equality constrain. I’ve been suggested to use the *Rdonlp2* package, but I did not get any results after running the program for 5 hrs. Is it normal to run this type of programs for hours? Also,

Hi r-users,   I have the following code to solve 4 simultaneous eqns with 4 unknowns using newton iteration method.  But I got the error message:   pars <- c(1.15, 40, 50, 0.78) newton.input2 <- function(pars) {  ## parameters to estimate      alp <- pars[1]    b1  <- pars[2]     b2  <- pars[3]    rho <- pars[4]   f1 <- pars[1]*pars[2] f2 <-

Hello, for my diploma thesis I need to program a solver for Merton?s respectively Black?s and Scholes? Option pricing formula, which should be achieved for several dates. What I want to do is to estimate the value of a firm?s assets "vA" (x[2] denotes vA) and the option-implied volatility of firm?s assets "sigA" (x[1] denotes sigA) by solving it simultaneous using the Black