search for: multistart

...g features: 1) It has cross-validation 2) It can automatically choose the "optimal" bandwidth 3) It doesn't have random effect - i.e. if I run the function at different times on the same data-set, the results should be exactly the same... I am trying "np", but I am seeing: Multistart 1 of 1 | Multistart 1 of 1 | ... It looks like in order to do the optimization, it's doing multiple-random-start optimization... am I right? Could you please give me some pointers? I did some google search but there are so many packages that do this... I just wanted to find the best/modern...

Hi, Is this method broken in R? I am using it to find roots of the following function: f(x) = 2.5*exp(-0.5*(2*0.045 - x)) + 2.5*exp(-0.045) + 2.5*exp(-1.5*x) - 100 It is giving an answer of -38.4762403 which is not even close (f(x) = 2.903809e+25 for x=-38.4762403). The answer should be around 0.01-0.1. This function should converge.. Even for a simple function like f(x) = exp(-x) * x, it gives

I am using numerical optimization to fit a 1 parameter model, in which the input parameter is bounded. I am currently using optimize(), however, the problem turns out to have local minima, and optimize does not always seem to find the global minimum. I could to write a wrapping function that tries multiple intervals or starting values, but I would prefer a package that has built-in methods to make

...ed parameter scaling to work for all methods, as in optim(). However, Ravi's efforts easily convinced me that trying multiple methods was a good idea, so there is an opm() function. We also had an option for polyalgorithms and at one point for multiple starts. I've put them in polyopt() and multistart() -- the combination in optimx was driving me nuts when doing any work on the code. Ravi, I hope this doesn't offend. The optimx ideas are still there, but the restructuring will, I hope, lead to easier maintenance and development. As the package is very new, I fully expect there are some defic...

Dear all, I am trying to use the np package for the estimation of a model with Klein and Spady's semiparametric estimator. When though, I include a constant term ( a column with 1s in X) then the following message appear: Multistart 1 of 3...Error in optim(c(beta, h), fn = optim.fn, gr = NULL, method = optim.method, : non-finite value supplied by optim So, how can I include a constant term in Klein and Spady's estimator or how can I solve the problem with the optimzation? (I already tried all the possible optimizatio...

Dear All, I would like to minimise a nonlinear function subject to linear inequality constraints as part of an R program. I have been using the constrOptim function. I have tried all of the methods that come with Optim, but nothing finds the correct solution. If I use the correct solution as the vector of starting values, though, my program does output the correct solution and optimum - the

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...ormation * tidied up lingering issues with out-of-sample data and conditional modes * fixed error when plotting asymptotic errors with conditional densities * fixed a bug in npplot with partially linear regressions and plot.behavior='data' or 'plot-data' * maximum default number of multistarts is now set to 5 * least-squares cross-validation of conditional densities uses a new, faster algorithm * new, faster algorithm for least-squares cross-validation for both local-constant and local linear regressions. The estimator has changed somewhat: both cross-validation and the estimato...

...ormation * tidied up lingering issues with out-of-sample data and conditional modes * fixed error when plotting asymptotic errors with conditional densities * fixed a bug in npplot with partially linear regressions and plot.behavior='data' or 'plot-data' * maximum default number of multistarts is now set to 5 * least-squares cross-validation of conditional densities uses a new, faster algorithm * new, faster algorithm for least-squares cross-validation for both local-constant and local linear regressions. The estimator has changed somewhat: both cross-validation and the estimato...

...on by the user * Fixed a numerical issue which could hinder npregbw()'s cross validation with higher-order kernels * Default nmulti in npplregbw() is now set correctly * Fixed a bug with the ridging routine in npscoefbw(), added ridging to npscoef * Fixed trivial i/o issue with "Multistart 1 of" using npscoefbw() Changes from Version 0.20-4 to 0.30-0 [15-Jan-2009] * Added basic user-interrupt checking for all underlying C code so that either <Ctrl-C> (Rterm) or the `STOP' icon (Rgui) will interrupt all running processes. This has a number of desirable side effe...

...on by the user * Fixed a numerical issue which could hinder npregbw()'s cross validation with higher-order kernels * Default nmulti in npplregbw() is now set correctly * Fixed a bug with the ridging routine in npscoefbw(), added ridging to npscoef * Fixed trivial i/o issue with "Multistart 1 of" using npscoefbw() Changes from Version 0.20-4 to 0.30-0 [15-Jan-2009] * Added basic user-interrupt checking for all underlying C code so that either <Ctrl-C> (Rterm) or the `STOP' icon (Rgui) will interrupt all running processes. This has a number of desirable side effe...