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...mple is taken from the GSL reference book). I am running: R CMD SHLIB Example3.c and all looks good. The dyn.load("Example3.so") fails with the following error message: Error in dyn.load(x, as.logical(local), as.logical(now)) : unable to load shared library "/fs/users1/guest/msvika/PhD/R_04/Example3.so": ld.so.1: /usr/local/sbin/R-1.9/R-1.9.1/bin/R.bin: fatal: relocation error: file /fs/users1/guest/msvika/PhD/R_04/Example3.so: symbol gsl_sf_bessel_J0: referenced symbol not found What is wrong? Much thanks, Vicky. ----- Original Message ----- From: "Vicky Lands...

Dear all, I think that my question is very simple but I failed to solve it. I have a list which elements are matrices like this: >mylist [[1]] [,1] [,2] [,3] [1,] 1 3 5 [2,] 2 4 6 [[2]] [,1] [,2] [,3] [1,] 7 9 11 [2,] 8 10 12 I'd like to create a matrix M<-mylist[[1]]+mylist[[2]] [,1] [,2] [,3] [1,] 8 12 16 [2,] 10 14 18

Dear all, I'd like to find the mle esttimates using the mle function mle(negloglik, start = list(), fixed=list(), method="..."). I am using the L-BGFS-B method and I don't supply the gradient function. Is there a way to print the gradients found at the solution value? I am using R-1.9.1 on Windows and on Unix. Thank you in advance, Victoria Landsman. [[alternative

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 define the Objective function like

...st | > https://www.stat.math.ethz.ch/mailman/listinfo/r-help | > PLEASE do read the posting guide! | > http://www.R-project.org/posting-guide.html | > | | | | ------------------------------ | | Message: 19 | Date: Sun, 11 Jul 2004 22:54:19 +0200 | From: "Victoria Landsman" <msvika at mscc.huji.ac.il> | Subject: [R] How to bring an Splus object into R | To: <r-help at stat.math.ethz.ch> | Message-ID: <009701c46789$3c54fe00$8600a8c0 at home2> | Content-Type: text/plain | | Dear all, | I like to bring the list created in Splus into R. What is the shortest way to...

Dear all, I'd like to find a minimum of (-loglik) function which is a function of k parameters. I'd like to run the minimization algorithm for the different subsets of the parameters and assign the fixed values to the complementary subset. How should I define my (-loglik) function such that it can be passed to the optim or other optimization function? Much thanks for any suggestions.

Dear R users, I am using the nlm function for minimization of the very non-linear function of four parameters. I am running 100 simulations and almost always I get the convergence code =2 (Successive iterates within tolerance. Current iterate is probably solution.) [about 75 times of 100]. Frequently, 3 of 4 relative gradients are close to zero and the fourth is huge but there are also cases

Dear R-list people, I asked a similar question a few hours before. I will try to be more specific. We like to add the GSL library to the file SHLIB in order to make it possible to run the C code using GSL functions from R. We read that the path to the libgsl.a should be added to the line shlib_libadd=' ' in the file SHLIB but it does not work on our system. Dyn.load fails with error

Dear all, I need to compute (numerically) the two-dimensional integral: int(int f(x,y)dy)dx. What is the more efficient(fast) way to do it? Is adapt function appropriate for this problem? I will much appreciate your help and attention. Vicky. [[alternative HTML version deleted]]

Dear experts! Is there a package that enables to create the bivariate log-normal variables? Thanks a lot, Vicky Landsman. [[alternative HTML version deleted]]

Deall all, We need to perform a statistical analysis of a large database (40,000 entries with approximately 500 fields in each entry) currently handled in Oracle. The data contains categorical variables only. At the current stage we suggest classification and clustering analysis. We are planning to perform the analysis in R and would be very grateful for any

Dear all, I need an advice in the following problem. I have to maximize two functions of the form f1(x)=f(y1,x,alpha1,beta1) and f2(x)=(y2,x,alpha2,beta2), the maximization is with respect to alpha1, alpha2, beta1, beta2. I can maximize each function separately using nlm. The problem is that I have to add the constraint of the form g(alpha1)=g(alpha2). The total number of parameters is