search for: moret

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2018 May 03
4
adding overall constraint in optim()
...ization parameters look like this. The only trouble is that I want to add a constraint that sum(wgt.vect)=1, and I can?t figure out how to do that in optim. Mo.vect <- as.vector(tail(head(mo,i),1)) wgt.vect <- as.vector(tail(head(moWeightsMax,i),1)) cov.mat <- cov(tail(head(morets,i+12),12)) opt.fun <- function(wgt.vect) -sum(Mo.vect %*% wgt.vect) / (t(wgt.vect) %*% (cov.mat %*% wgt.vect)) LowerBounds<-c(0.2,0.05,0.1,0,0,0) UpperBounds<-c(0.6,0.3,0.6,0.15,0.1,0.2) OptimSolution<-optim(wgt.vect, fn=opt.fun, method="L-BFGS-B",lower=...
2018 May 03
0
adding overall constraint in optim()
...look like this. The only trouble is that I want to add a constraint that sum(wgt.vect)=1, and I can?t figure out how to do that in optim. > > Mo.vect <- as.vector(tail(head(mo,i),1)) > wgt.vect <- as.vector(tail(head(moWeightsMax,i),1)) > cov.mat <- cov(tail(head(morets,i+12),12)) > opt.fun <- function(wgt.vect) -sum(Mo.vect %*% wgt.vect) / (t(wgt.vect) %*% (cov.mat %*% wgt.vect)) > > LowerBounds<-c(0.2,0.05,0.1,0,0,0) > UpperBounds<-c(0.6,0.3,0.6,0.15,0.1,0.2) > > OptimSolution<-optim(wgt.vect, fn=opt.fun, method...
2004 Aug 02
5
Samba vs NtBackup Round 3.0.5
Hi all, I experienced the same problem with 3.0.4 that Jeremy and Bruno were discussing - NTBackup unable being to connect to shares and erroring out with 'Access Denied'. I have today upgraded to 3.0.5 (using the Debian Woody packages) and that didn't fix the problem. Was the fix in 3.0.5r1 only applicable to 2000/2003 server? I am stuck in the dark ages of NT 4 here, maybe that is a
2018 May 03
2
adding overall constraint in optim()
.... The only trouble is that I want to add a constraint that sum(wgt.vect)=1, and I can?t figure out how to do that in optim. >> >> Mo.vect <- as.vector(tail(head(mo,i),1)) >> wgt.vect <- as.vector(tail(head(moWeightsMax,i),1)) >> cov.mat <- cov(tail(head(morets,i+12),12)) >> opt.fun <- function(wgt.vect) -sum(Mo.vect %*% wgt.vect) / (t(wgt.vect) %*% (cov.mat %*% wgt.vect)) >> >> LowerBounds<-c(0.2,0.05,0.1,0,0,0) >> UpperBounds<-c(0.6,0.3,0.6,0.15,0.1,0.2) >> >> OptimSolution<-optim(wgt.ve...
2018 May 04
0
adding overall constraint in optim()
...ble is that I want to add a constraint that sum(wgt.vect)=1, and I can?t figure out how to do that in optim. >>> >>> Mo.vect <- as.vector(tail(head(mo,i),1)) >>> wgt.vect <- as.vector(tail(head(moWeightsMax,i),1)) >>> cov.mat <- cov(tail(head(morets,i+12),12)) >>> opt.fun <- function(wgt.vect) -sum(Mo.vect %*% wgt.vect) / (t(wgt.vect) %*% (cov.mat %*% wgt.vect)) >>> >>> LowerBounds<-c(0.2,0.05,0.1,0,0,0) >>> UpperBounds<-c(0.6,0.3,0.6,0.15,0.1,0.2) >>> >>> OptimSol...
2018 May 06
1
adding overall constraint in optim()
...a constraint that sum(wgt.vect)=1, and I can?t figure out how > to do that in optim. > >>> > >>> Mo.vect <- as.vector(tail(head(mo,i),1)) > >>> wgt.vect <- as.vector(tail(head(moWeightsMax,i),1)) > >>> cov.mat <- cov(tail(head(morets,i+12),12)) > >>> opt.fun <- function(wgt.vect) -sum(Mo.vect %*% wgt.vect) / > (t(wgt.vect) %*% (cov.mat %*% wgt.vect)) > >>> > >>> LowerBounds<-c(0.2,0.05,0.1,0,0,0) > >>> UpperBounds<-c(0.6,0.3,0.6,0.15,0.1,0.2) > >>...
2004 Jul 21
5
Windows Backup
hi, i created a share called backup and it is wrightable for everyone but even so the windows gives me the access denied when using windows backup but i can acess normaly and create using windows explorer any ideas? using win2k
2018 May 05
1
adding overall constraint in optim()
Hi, You can use the projectLinear argument in BB::spg to optimize with linear equality/inequality constraints. Here is how you implement the constraint that all parameters sum to 1. require(BB) spg(par=p0, fn=myFn, project="projectLinear", projectArgs=list(A=matrix(1, 1, length(p0)), b=1, meq=1)) Hope this is helpful, Ravi [[alternative HTML version deleted]]
2010 Dec 16
0
ssh-copy-id
Hi Folks, Prompted by this talk of ssh-import-id, I am reminded that Eric Moret and I have collaborating on a new version of ssh-copy-id, available here: http://git.hands.com/ssh-copy-id Recently, Eric and I have been taking turns to be too busy to test the very latest stuff (mostly my fault), but I think it's now pretty much ready for a wider public, and if it's n...
2001 Aug 16
4
Idletimeout patch
While I was updating our ssh-servers, I rewrote my old patch that adds idletimeout (just like in old ssh1) parameter to openssh. Since reapplying the patch for all new versions of openssh is not fun at all, I would like to have it included in the official openssh, if you consider the patch worthy. Unlike ClientAlive, idletimeout works for both protocol versions. It also works together with
2007 Jan 10
1
Fw: Memory problem on a linux cluster using a large data set [Broadcast]
...so does anyone now if there is a version available that we could use? Iris Kolder ----- Original Message ---- From: "Liaw, Andy" <andy_liaw@merck.com> To: Martin Morgan <mtmorgan@fhcrc.org>; Iris Kolder <iriskolder@yahoo.com> Cc: r-help@stat.math.ethz.ch; N.C. Onland-moret <n.c.onland@umcutrecht.nl> Sent: Monday, December 18, 2006 7:48:23 PM Subject: RE: [R] Memory problem on a linux cluster using a large data set [Broadcast] In addition to my off-list reply to Iris (pointing her to an old post of mine that detailed the memory requirement of RF in R), she mig...
2001 Jul 03
2
2.9p?: connection hangs with agent forwarding
Hi! when using agent forwarding, the connection hangs on exit, if the agent has been accessed. Symptoms: - On the client side, when the agent is accessed, the following output is being logged: debug1: channel 1: new [authentication agent connection] debug1: confirm auth-agent at openssh.com debug1: channel 1: rcvd eof debug1: channel 1: output open -> drain debug1: channel 1: obuf empty
2006 Dec 21
1
Memory problem on a linux cluster using a large data set [Broadcast]
...n so does anyone now if there is a version available that we could use? Iris Kolder ----- Original Message ---- From: "Liaw, Andy" <andy_liaw@merck.com> To: Martin Morgan <mtmorgan@fhcrc.org>; Iris Kolder <iriskolder@yahoo.com> Cc: r-help@stat.math.ethz.ch; N.C. Onland-moret <n.c.onland@umcutrecht.nl> Sent: Monday, December 18, 2006 7:48:23 PM Subject: RE: [R] Memory problem on a linux cluster using a large data set [Broadcast] In addition to my off-list reply to Iris (pointing her to an old post of mine that detailed the memory requirement of RF in R), she mig...
2008 Oct 14
4
replace_html not working
hallo, everyone can anybody help me? i did add my code under ENGINES as a module in a project. before the change , all worked . and the differenz between both is only about application''s environment, before is Ruby version 1.8.6 (i486-linux) RubyGems version 1.1.1 Rails version 2.0.2 Active Record version 2.0.2 Action Pack version 2.0.2