search for: kkt

...he R-forge version of optimx() has functionality specifically intended to deal with this. NOTE: the CRAN version does not, and the R-forge version still has some glitches! However, I easily ran the code you supplied by changing optim to optimx in the penultimate line. Here's the final output. KKT condition testing Number of parameters = 2 max abs gradient element = 0.004032794 test tol = 0.1018794 KKT1 result = TRUE Hessian eigenvalues: [1] 7.138974e+02 9.931285e-04 KKT2 result = TRUE KKT results: gmax= 0.004032794 evratio= 1.391136e-06 KKT1 & 2: TRUE TRUE [1] 7.138974e+02 9.9...

i am trying to use optim() fn in R to estimate mle of my pdf. even though I am able to get the results, but there are always warning message, which says that NaN produced. I am not very sure if I should ignore these warning message since I have got solution without error message. I am wondering if these message is an indicator of bad mle. How I can debug to get rid of these warning message?

Hi there, I have a major problem (major for me that is) with solve.QP and I'm new at this. You see, to solve my quadratic program I need to have the lagrange multipliers after each iteration. Solve.QP gives me the solution, the unconstrained solution aswell as the optimal value. Does anybody have an idea for how I could extract the multipliers? Thanx, Serge "Beatus qui prodest quibus

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

Dear R Help, I have two nested negative log-likelihood functions that I am optimizing with the spg function [BB package]. I would like to perform model selection on these two objective functions using AIC (and possibly anova() too). However, the spg() function returns a list and I need a fitted model object for AIC(), ICtab() [bbmle package], or anova(). How can I perform AIC-based model

Hi R-listers, I have developed 47 GLM models with different combinations of interactions from 1 variable to 5 variables. I have manually made each model separately and put them into individual tables (organized by the number of variables) showing the AIC score. I want to compare all of these models. 1) What is the best way to compare various models with unique combinations and different number

Hey, R users I do not know how to describe my question. I am a new user for R and write the following?code for a dynamic labor economics?model and use OPTIM to get optimizations and parameter values. the following code does not work due to the?equation: ?? wden[,i]<-dnorm((1-regw[,i])/w[5])/w[5] where w[5]?is one of the parameters (together with vector a, b and other elements in vector

I am trying to create a frequency distribution and I am a bit confused. Here are the commands I have entered: > data <- read.csv(file="40609_sortedfinal.csv",head=TRUE,sep=",") > NumberOfActionsByStatus = data$STATUS > NumberOfActionsByUser = data$ETS_LOGIN > NumberOfBidOffer = data$BID_OFFER > NumberOfActionsByUser.freq = table(NumberOfActionsByUser) >

Hello list. I'm trying to rebuild the 2.6.9.67.0.20.EL kernel, but it fails even without modifications. How did I try it? Created a (non-root) build environment (not a mock ) Installed the kernel.scr.rpm and did a rpmbuild -ba --target=`uname -m` kernel-2.6.spec 2> prep-err.log | tee prep-out.log The build failed at the end: Processing files: kernel-xenU-devel-2.6.9-67.0.20.EL Checking