search for: quadprog

Displaying 20 results from an estimated 41 matches for "quadprog".

2012 Mar 16
quadprog error?
I forgot to attach the problem data, 'quadprog.Rdata' file, in my prior email. I want to report a following error with quadprog. The solve.QP function finds a solution to the problem below that violates the last equality constraint. I tried to solve the same problem using ipop from kernlab package and get the solution in which all equali...
2013 Feb 22
R on mac not installing packages
...package ?Hmisc? ... ** package ?Hmisc? successfully unpacked and MD5 sums checked ** libs *** arch - i386 sh: make: command not found ERROR: compilation failed for package ?Hmisc? * removing ?/Users/ravshonbek/Library/R/2.15/library/Hmisc? * installing *source* package ?quadprog? ... ** libs *** arch - i386 sh: make: command not found ERROR: compilation failed for package ?quadprog? * removing ?/Users/ravshonbek/Library/R/2.15/library/quadprog? ERROR: dependency ?Hmisc? is not available for package ?its? * removing ?/Users/ravshonbek/...
2004 Sep 01
not positive definite D matrix in quadprog
Hello to everybody, I have a quadratic programming problem that I am trying to solve by various methods. One of them is to use the quadprog package in R. When I check positive definiteness of the D matrix, I get that one of the eigenvalues is negative of order 10^(-8). All the others are positive. When I set this particular eigenvalue to 0.0 and I recheck the eigenvalues in R, the last eigenvalue is positive of order 10^(-12). I try t...
2006 Apr 26
MacOSX package install problem: pkgs quadprog & tseries
...R ld: can't locate file for: -lcc_dynamic make: *** [] Error 1 ERROR: compilation failed for package 'tseries' ** Removing '/Library/Frameworks/R.framework/Versions/2.2/Resources/ library/tseries' the -lcc_dynamic is also problem with quadprog. I've read the appropriate R manuals; however, I don't know where to go from here. Thanks, William Asquith (author package lmomco)
2005 Nov 29
Constraints in Quadprog
I'm having difficulty figuring out how to implement the following set of constraints in Quadprog: 1). x1+x2+x3+x4=a1 2). x1+x2+x5+x6=a2 3). x1+x3+x5+x7=a3 4). x1+x2=b1 5). x1+x3=b2 6). x1+x5=b3 for the problem: MIN (x1-c1)2+(x2-c2)2+...+(x8-c8)2. As far a I understand, "solve.QP(Dmat, dvec, Amat, bvec, meq=0, factorized=FALSE)" reads contraints using an element-by-element multipli...
2002 May 30
Followup on quadprog installation
Oops... just realized there were a couple mistakes in the question I posted regarding installation of quadprog: 1) The gcc command line is shown wrapped to the next line. Please ignore this. 2) In addition to adding a -Lc:/apps/rw1050/bin option to the command line, I also added -lRblas. Thanks, -jh- ================================= John Heumann, Agilent Technologies,...
2009 Feb 16
solve.QP with box and equality constraints
Dear list, I am trying to follow an example that estimates a 2x2 markov transition matrix across several periods from aggregate data using restricted least squares. I seem to be making headway using solve.QP(quadprog) as the unrestricted solution matches the example I am following, and I can specify simple equality and inequality constraints. However, I cannot correctly specify a constraint matrix (Amat) with box constraints per cell and equality constraints that span multiple cells. Namely the solution matrix...
2008 May 07
Problem installing tseries under FC7 x86_64
I have just installed the 64 bit version of R, using yum. The version is: 2.6.2-1.fc7.1.x86_64. I installed zoo without any major problem and the same with quadprog (a few warnings). However, when I came to install tseries I get the following: install.packages() Warning in install.packages() : argument 'lib' is missing: using '/home/xxxxxx/R/x86_64-redhat-linux-gnu-library/2.6' trying URL '
2005 Jan 13
how to use solve.QP
...s my sample code if anyone is willing to go through it. This problem will not solve because it is not set up properly. I hope I included enough details for someone to deciper it. Or does anyone have a good example they can send me? Thanks so much for any hints and suggestions, Roger. library(quadprog, lib.loc="C:\\Program Files\\R\\tools") library(MASS, lib.loc="C:\\Program Files\\R\\tools") n<-100 m<-200 rho<-0.7 sigma<-0.2 mu<-0.1 Cov <- matrix(rho*sigma*sigma, ncol=n, nrow=n) diag(Cov) <- rep(sigma*sigma, n) S <- 1+matrix(mvrnorm(m, rep(mu, n), Sig...
2011 Oct 22
linking options -lblas
Hi all, I want to install some packages in R in a computer where I haven't root privilegues, and R is already installed. The system manager is extremely busy and at the moment I'm afraid that I have to manage my own installations. So, I am trying to install 'quadprog' and I'm getting the message: /usr/bin/ld: cannot find -lblas collect2: ld returned 1 exit status make: *** [] Error 1 ERROR: compilation failed for package 'quadpr on the other hand in the system there is a /usr/lib64/ but not a libblas....
2004 Mar 31
functions & paths
Hi, I have a couple of quick questions regarding R. 1) I have a ".First" function that automatically loads the quadprog package into the workspace. The .First function resides in R and is only saved if I save the workspace. The exact function is as follows: .First<-function() { library(quadprog) } Is there any way that this function can be saved outside of R? That is, is there any procedure that will run spec...
2010 Jun 01
TSA package dependencies
In Ubuntu 10.04, from the R command line install.packages('TSA',dep=TRUE) downloads & installs about 100 packages from CRAN, including some big ones like Zelig. It's only supposed to depend on leaps, locfit, mgcv, & tseries & through them akima, lattice, quadprog, zoo, & stats. Not a big problem of course, but I wondered if anyone else had noticed this behaviour.
2007 Jul 02
QP for solving Support Vector Regression
Dear R users, I'm trying to run the Support Vector Regression by a general quadratic programming function like ipop ( ) in kernlab or solve.QP ( ) in quadprog packages. Since they are general, their application in Support Vector Regression can lead to misunderstanding, particularly when constructing matrices. Even their examples are general and applied in Support Vector Classification. Could anybody please introduce an example code for regres...
2007 Jul 11
Some questions about quadratic programming (QP)
Dear R Users , As a beginner in QP, I'm trying to solve a Support Vector Machine problem by a QP. In particulare I am using the quadprog package. My questions are here: 1- In the document for the package (The quadprog Package), the inequality constraint is mentioned with >= , however in a standard QP, this usaully is written with <= . This constraint should be multiplied by a negativity sign to be standard ? 2- How about non...
2010 Dec 04
Quadratic programming with semi-definite matrix
Hello. I'm trying to solve a quadratic programming problem of the form min ||Hx - y||^2 s.t. x >= 0 and x <= t using solve.QP in the quadprog package but I'm having problems with Dmat not being positive definite, which is kinda okay since I expect it to be numerically semi-definite in most cases. As far as I'm aware the problem arises because the Goldfarb and Idnani method first solves the unconstrained problem requiring a positi...
2005 Dec 28
FW: R and read.irts
...oubt it does. Thanks again. Mark ------------------------------------------------------------------------ ------------------------------------------------------------------------ --------------------------------- postscript(file="") library(quadprog) library(zoo) library(tseries) temp<-read.irts('~/ml/research/data/highfreq.dat',format="%H:%M:%S",tz=" GMT",sep=",",header=FALSE,row.names=NULL, col.names=c("transdate","transprice","transamount")) temp pl...
2007 Sep 14
segfault in download.file
Hello, I was trying to use get.hist.quote in tseries, and got a segfault: -8<----------------------------------- > library(tseries) Loading required package: quadprog Loading required package: zoo 'tseries' version: 0.10-6 'tseries' is a package for time series analysis and computational finance. See 'library(help="tseries")' for details. > get.hist.quote("^spx") trying URL 'http://ch...
2002 May 28
constrained regression
I want to do a linear regression where the coefficients obey two linear constraints, and also are all non-negative. What is the best way to do this? Computational speed is a consideration as I must do it many times. When this question was asked previously on the list, quadprog was suggested - is this the best solution? (I may have missed something obvious in the documentation, but I have looked). thanks Giles ********************************************************************** This communication is confidential and is intended only for the person to whom it is...
2008 Jun 17
read.spss {foreign} doesn't work over network?
...GRA~1/R/R-27~1.0/library" "0.9-96" plm "plm" "C:/PROGRA~1/R/R-27~1.0/library" "0.3-2" prettyR "prettyR" "C:/PROGRA~1/R/R-27~1.0/library" "1.3" quadprog "quadprog" "C:/PROGRA~1/R/R-27~1.0/library" "1.4-11" randomForest "randomForest" "C:/PROGRA~1/R/R-27~1.0/library" "4.5-25" Rcmdr "Rcmdr" "C:/PROGRA~1/R&...
2006 Aug 25
Quickie : unload library
Dear list, I know it must be obvious and I did my homework. (In fact I've RSiteSearched with keyword "remove AND library" but got timed out.(why?)....) How do I unload a library? I don't mean getting ride of it permanently but just to unload it for the time being. A related problem : I have some libraries loaded at startup in .First() which I have in .Rprofile. Now, I exited R