search for: optx

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2013 Feb 15
3
lattice 3x3 plot: force common y-limits accross rows and align x-axes
...'high','high','high','high', 'med','med','med','med','med','med','med', 'low','low','low','low'), treatment=c('none','optX','optZ','none','optZ','none','optX','optZ', 'none','optZ','none','optX','optZ','none','optZ', 'none','optX','none','optZ'),...
2019 Jan 31
1
nlminb with constraints failing on some platforms
...gt; I used the code > > ## KKristensen19nlminb.R > f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 ) > opt <- nlminb(rep(0, 10), f, lower=-1, upper=3) > xhat <- rep(1, 10) > abs( opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE > opt > library(optimx) > optx <- opm(rep(0,10), f, lower=-1, upper=3, method="ALL") > summary(optx, order=value) > optxc <- opm(rep(0,10), f, gr="grcentral", lower=-1, upper=3, method="ALL") > summary(optxc, order=value) > optxn <- opm(rep(0,10), f, gr="grnd", lower=-...
2019 Jan 31
0
nlminb with constraints failing on some platforms
...ps://r-forge.r-project.org/projects/optimizer/ I used the code ## KKristensen19nlminb.R f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 ) opt <- nlminb(rep(0, 10), f, lower=-1, upper=3) xhat <- rep(1, 10) abs( opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE opt library(optimx) optx <- opm(rep(0,10), f, lower=-1, upper=3, method="ALL") summary(optx, order=value) optxc <- opm(rep(0,10), f, gr="grcentral", lower=-1, upper=3, method="ALL") summary(optxc, order=value) optxn <- opm(rep(0,10), f, gr="grnd", lower=-1, upper=3, method=&...
2019 Jan 28
8
nlminb with constraints failing on some platforms
I've noticed unstable behavior of nlminb on some Linux systems. The problem can be reproduced by compiling R-3.5.2 using gcc-8.2 and running the following snippet: f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 ) opt <- nlminb(rep(0, 10), f, lower=-1, upper=3) xhat <- rep(1, 10) abs( opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE The example works perfectly when