search for: genoud

Hi; I have a R script that includes a call to genoud(); genoud process lasts about 4 seconds, what would be OK if I hadn't have to call it about 2000 times. This yields about 2 hours of processing. And I would like to use this script operationally; so that it should be run twice a day. It seems to me that the parallel processing option included i...

Hello, I am trying to optimise a nonlinear model to derive 'best-fit' parameter esimates using the genoud function. I have been using the genetic algorithm - gafit - in order to do this, but I am getting parameter estimates that do not always reach the global minimum. I am very keen to apply genoud to optimising this model to see if my results will improve, and also out of personal interest. However th...

Hi R users, "genoud" function of "rgenoud" package will optimize my function. If opt = genoud(fn,2,max=TRUE,starting.value=c(1,10),........) opt$value will give the optimized value of the function, "fn". My problem is from the same opt, can I get the value of the function at the initi...

Hello - and sorry for a possibly stupid question, I'm just starting to learn rgenoud. I am defining a function with 5 parameters (p1, p2, p3, p4a, and p4b) and then want to optimize it using genoud. But I am doing something wrong. Before genoud is even able to run it says: "Error in p2 + 1.2 : 'p2' is missing". I assume I did not specify it right. My code is belo...

I would like to limit the significant figures of the calibrated parameters determined by genoud() in the Rgenoud package. Below is some example output, where column 1 is model run number, columns 2-7 are the parameter values, and columns 8-12 are model fit statistics. I would like genoud to internally limit parameters to 4 decimal places as shown in this output. It is clear that the functi...

Hello R users, I am trying to minimize two functions with genoud. It is actually one function with two sets of data, each of them having two unknown variables (called Vcmax and gi) which have the same value in each of the function. They are called f.1 and f.2 in the code below. My objective to minimize the functions in order to get the two variables equal in ea...

I am trying to use rgenoud and snow with an external model and file I/O. Unlike the typical application of rgenoud and snow, I need to run an external executable and do pre- and post-processing of input and output files for each parameter set generated by genoud(). I'm hoping that someone can suggest improvements to my...

Dear Friends, I have been trying to learn how to use the derivative free optimization algorithms implemented in the package RGENOUD by Mebane and Sekhon. However, it does not seem to work for reasons best described as my total ignorance. If anybody has experience using this package, it would be really helpful if you can point out where I'm making a mistake. Thanks in advance Anup Sample code attached library(rgenoud)...

Dear All I am using rgenoud to solve the following maximization problem: myfunc <- function(x) { x1 <- x[1] x2 <- x[2] if (x1^2+x2^2 > 1) return(-9999999) else x1+x2 } genoud(myfunc, nvars=2, Domains=rbind(c(0,1),c(0,1)),max=TRUE,boundary.enforcement=2,solution.tolerance=0.000001) How can one increa...

Dear R user fellows, I would like to ask you about the package 'rgenoud' which is a genetic optimization tool. I ran the function 'genoud' with two variables to be minimized by the following command. result<-genoud(fn,nvars=2,starting.values=c(0.5,0), pop.size=1000, max.generations=10, wait.generations=3) Then, I had the following error message. E...

I am trying to use the optimizing function genoud() with the snow package on a couple of i686 machines running Redhat Linux WS4 . I don't know anything about PVM or MPI, so I just followed the directions in snow and rgenoud for the simplest method and started a socket cluster. My function fn for genoud involves updating an input file for a se...

Hello, After getting help to solve part of my problem and some delay on my part, I am posting a more refined version to see if someone can help me further. I am trying to autocalibrate a model in my subject area using the snow and rgenoud packages. I want to use the key function "fn" that is called by genoud() to finalize input, run the model executable, and compute the objective function on the model output. My problem is that only in the master node do all of these steps happen. In the slave node of a cluster of two,...

...soda(((Dose/Tinf)*(1/(kel*Vd)))*(1-exp(-kel*time)),c(0,time),defun,parms=c(kel=kel,Vd=Vd),rtol=1e-3,atol=1e-5)  out[-1,2]  } objfun <- function(par) {  out <- modfun(PKindex$time, par[1], par[2])  gift <- which( PKindex$conc != 0 )  sum((PKindex$conc[gift]-out[gift])^2)  }        gen<-genoud(objfun,nvars=2,max=FALSE,pop.size=30,max.generations=100,wait.generations=100,starting.value=c(0.7,60),BFGS=FALSE,print.level=0,boundary.enforcement=2,Domains=matrix(c(0.01,0.01,100,100),2,2),MemoryMatrix=TRUE)   but get the following:  Error in lsoda(((Dose/Tinf) * (1/(kel * Vd))) * (1 - exp(-kel...

...procedure becomes exponentially more data-intensive as the number of latent dependent variables increases. The update to version 1.04 was not announced; only minor modifications were made to ensure compatibility with R 1.9. The update to version 1.05 permits the use of Sekhon and Mebane's GENOUD optimizer for likelihood surfaces that are convoluted and therefore contain multiple local maxima. Because this procedure can produce such surfaces quite easily, the use of GENOUD is recommended. Bear F. Braumoeller Associate Professor Department of Government Harvard University http://www.peo...

...procedure becomes exponentially more data-intensive as the number of latent dependent variables increases. The update to version 1.04 was not announced; only minor modifications were made to ensure compatibility with R 1.9. The update to version 1.05 permits the use of Sekhon and Mebane's GENOUD optimizer for likelihood surfaces that are convoluted and therefore contain multiple local maxima. Because this procedure can produce such surfaces quite easily, the use of GENOUD is recommended. Bear F. Braumoeller Associate Professor Department of Government Harvard University http://www.peo...

...arently nothing is broken. The errors I repeatedly get are like this: g++ -no-cpp-precomp -I/Library/Frameworks/R.framework/Resources/include -I/usr/ local/include -DUNIX -DOPTIM -DNONR -fno-common -g -O2 -c unif.cpp -o unif.o g++ -bundle -flat_namespace -undefined suppress -L/usr/local/lib -o rgenoud.so c hange_order.o eval.o evaluate.o frange_ran.o genoud.o gradient.o math.o multiply .o numerics.o operators.o print_format.o rgenoud.o unif.o -lcc_dynamic -framewo rk R ld: warning multiple definitions of symbol _xerbla_ /Library/Frameworks/R.framework/R(print.lo) definition of _xerbla_ /System/...

I have been using the rgenoud package for a nonlinear least-squares problem with lots of local minima, and it works very well but takes lots of time. According to the article refrenced in the documentation, the original GENOUD-software by the same authors seems to allow for user-supplied analytical derivatives instead of numeri...

I have a model with 5 parameters that I am optimising where the (best) value of the objective function is negative. I would like to use the Hessian matrix (from genoud and/or optim functions) to construct the covariance and correlation matrices. This is the code that I am using: est <- out$par # Parameter estimates H <- out$hessian # Hessian V <- solve(H) # Covariance matrix s <- sqrt(abs(...

I've been using RGenoud for a while and it worked smoothly so far. However I came across a strange problem lately (for me at least...). It fails after the first individual and I get the following error message when I set MemoryMatrix = FALSE : Error in genoud(fn, nvars = 8, max = TRUE, pop.size = 10, : REAL() can on...

hi people, I'm trying to maximize this function: fn= function (x) {x[1]^2+5*x[2]^2} with this restriction fn1 = function (x) {x[1]+x[2] <=5} Can someone help me how to procedure this? I tried in the alabama and genoud package but i have problems with the setting of constrains. Regards, Eliano -- View this message in context: http://r.789695.n4.nabble.com/Maximization-tp3936359p3936359.html Sent from the R help mailing list archive at Nabble.com.