search for: constr

Displaying 14 results from an estimated 14 matches for "constr".

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2006 Dec 08
1
MAXIMIZATION WITH CONSTRAINTS
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...
2005 Mar 24
1
How to stop the minimization when the condition does not hold
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...
2009 Mar 06
2
Interaction term not significant when using glm???
...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...
2012 Jul 09
0
Problem in plm package
...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...
2012 Jul 18
4
The best solver for non-smooth functions?
...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...
2006 Mar 16
1
lme4/Matrix: Call to .Call("mer_update_y"...) and LMEoptimize gives unexpected side effect...
...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) {...
2012 Oct 19
2
Which package/function for solving weighted linear least squares with inequality and equality constraints?
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...
2008 Feb 28
0
problem with the ltm package - 3PL model
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...
2011 Feb 23
0
Over-constrained? gamma mixtures using R: mix{mixdist}
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...
2005 Oct 17
0
Ordinal GEE model
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...
1997 Sep 09
2
R-beta: "Comparison of Mathematical Programs for Analysis"
...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...
2008 Jun 08
2
optim, constrOptim: setting some parameters equal to each other
...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...
2008 Aug 22
0
Wine release 1.1.3
...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...
2019 Apr 30
6
Disk space and RAM requirements in docs
.../tools/clang/test/CXX/dcl.dcl/dcl.attr/dcl.attr.grammar 16K build/tools/clang/test/CXX/dcl.dcl/dcl.attr/dcl.attr.depend 16K build/tools/clang/test/CXX/dcl.dcl/basic.namespace/namespace.udir 16K build/tools/clang/test/CXX/conv/conv.prom/Output 16K build/tools/clang/test/CXX/concepts-ts/temp/temp.constr 16K build/tools/clang/test/CXX/class/Output 16K build/tools/clang/test/CXX/class/class.union/class.union.anon 16K build/tools/clang/test/CXX/class/class.static/class.static.data/Output 16K build/tools/clang/test/CXX/class/class.nest/Output 16K build/tools/clang/test/CXX/class/class.mfct 16K b...