search for: constr

Dear R users, I?m a graduate students and in my master thesis I must obtain the values of the parameters x_i which maximize this Multinomial log?likelihood function log(n!)-sum_{i=1]^4 log(n_i!)+sum_ {i=1}^4 n_i log(x_i) under the following constraints: a) sum_i x_i=1, x_i>=0, b) x_1<=x_2+x_3+x_4 c)x_2<=x_3+x_4 I have been using the ?ConstrOptim? R-function with the instructions I report below, and I have tried to implement them with different values of ?n?. BUT I have encountered 2 problems: 1) the result of the maximization...

Dear experts! I have a minimization problem with non-linear constraint and Objective function(theta)=lambda*(Constr)^2-f(x,theta). Theta is a vector of parameters. I'd like to stop the optimization after the value of the constraint is less or equal some constant value, say d, and save the last computed value of the function. For this purpose, I thought to...

...ave a dataset where the interaction is more than obvious, but I was asked to give a p-value, so I ran a logistic regression using glm. Very funny, in the outcome the interaction term is NOT significant, although that's completely counterintuitive. There are 3 variables : spot (binary response), constr (gene construct) and vernalized (growth conditions). Only for the FLC construct after vernalization, the chance on spots should be lower. So in the model one would suspect the interaction term to be significant. Yet, only the two main terms are significant here. Can it be my data is too sparse to...

...in 91 which is the closest year and as share I take number of shares offered for voucher scheme data$profit_share <- p91/tnsvp data$debt_assets <- d91/naba data$naba3 <- naba^3 data$difprofit <- p91-p90 data$agri <- (mind==1)*1 data$hi <- (mind==2)*1 data$li <- (mind==3)*1 data$constr <- (mind==4)*1 data$trans <- (mind==5)*1 data$trade <- (mind==6)*1 data$rd <- (mind==7)*1 data$ser <- (mind==8)*1 data$fin <- (mind==9)*1 data$for1 <- data[,7] detach(data) data1 <- data panel <- pdata.frame(data, c("num","rnd")) testovaci <- plm(t...

...o, alpha, rating) # Risk neutral yield rates Y <- cm.cs(M, lgd) y <- c(Y[match(rating[1],rc)], Y[match(rating[2],rc)], Y[match(rating[3],rc)]) ; y # The function to be minimized sharpe <- function(w) { - (t(w) %*% y) / cm.CVaR(M, lgd, ead, N, n, r, rho, alpha, rating) } # The linear constraints constr <- function(w) { sum(w) } # Results' matrix (it's empty by now) Results <- matrix(NA, nrow = 3, ncol = 4) rownames(Results) <- list('donlp2', 'solnp', 'solnp2') colnames(Results) <- list('w_1', 'w_2', 'w_3', 'S...

...namespace in Matrix, so I simply copied the LMEoptimize function and made it an ordinary function as shown below. Thanks in advance S?ren LMEoptimize <- function(x, value) { if (value$msMaxIter < 1) return(x) nc <- x at nc constr <- unlist(lapply(nc, function(k) 1:((k*(k+1))/2) <= k)) fn <- function(pars) deviance(.Call("mer_coefGets", x, pars, 2, PACKAGE = "Matrix")) gr <- if (value$gradient) function(pars) {...

Dear All, Which package/function could i use to solve following linear least square problem? A over determined system of linear equations is given. The nnls-function may would be a possibility BUT: The solving is constrained with a inequality that all unknowns are >= 0 and a equality that the sum of all unknowns is 1 The influence of the equations according to the solving process is weighted too. llAx-bll2 * weight with xi >=0 and sum(x)=1 I?m pleased about every suggestion. Thank you and best regards T...

Hi Xavier, the reason you observe this feature is that in the 'constraint' argument you should specify the values under the additive parameterization, i.e., when in the second column of the matrix supplied in 'constraint' you specify 2, then you need to provide the easiness parameters (not the difficulty parameters) in the third column. Check the Det...

Dear R-help, my aim is to fit a constrained 2 component gamma mixture using mix within package mixdist. The constraints being fixing both of the means and both of the sigmas. Thus the only unconstrained parameter I wish to fit is pi the proportions of the mixtures. This is the code I used: PP2Pars<-data.frame(c(0.23,0.77), c(9.17...

Hi, I am trying to fit a ordinal GEE model using ordgee {geepack}. In order to check the validity of the function, I specified the correlation structure as independence (i.e. constr = "independence") and compared the result with that using polr {MASS}. Because a GEE model with an independent working correlation structure is equivalent to an ordinary GLM model, we would expect the same results from both functions (there might be small differences due to dissimilarit...

...nction + Poly Gamma -(?) Log-Gamma functions + Beta function + 2.2 Linear Algebra Eigenvalues + Eigenvectors + Cholesky Decomposition + Crout Decomposition - LU Decomposition + Singular Value Decomposition + Upper Hessenberg form - Toeplitz matrix - Schur form of quadratic matrix - Optimization (Unconstr. / Constr.) +/- (?) Linear equation solver + Non-linear equation solver -(?) Ordinary Differential Equation solver - Partial Differential Equation solver - Sparse matrices handling - Moore-Penrose pseudo-inverse - 2.3 Analysis Numerical integration (m) Double integration (m) Triple integration (m...

...ariables (a,b,c,a1,b1,c1) and returns x, and I want to find the values of these variables that result in a minimum value of x. That's a straightforward application of optim(). However, for the same function I also need to obtain values that return the minimum value of x subject to the following constraints: a=a1, b=b1, c=c1, a=a1 && b=b1, a=a1 && c=c1, ... and so on, for any combination of these constraints including a=a1, b=b1, c=c1. The brute force way to do this with optim() would be to write into F() an immense switch statement anticipating every possible combination of const...

...user32: Test what FindWindow does when window isn't found. Christian Costa (8): winmm: Implement stub for midiConnect and midiDisconnect. winealsa.drv: Improve midi port names. d3dxof: Implement some parsing in RegisterTemplates. d3dxof: Create FileEnumObject using its constructor. d3dxof: Create FileData object using its constructor. Fix return value of CreateEnumObject. d3dxof: Add basic tests. d3dxof: Add text format support to RegisterTemplates and fix corresponding test. msvcirt: Implement some ostream stubs. Colin Finck (3): Fix some...

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