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

2012 Mar 16

1

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

1

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

0

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

1

MacOSX package install problem: pkgs quadprog & tseries

...R
ld: can't locate file for: -lcc_dynamic
make: *** [tseries.so] 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

1

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

0

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

2

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

2

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
'http://cran.uk.r-pr...

2005 Jan 13

1

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

0

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: *** [quadprog.so] Error 1
ERROR: compilation failed for package 'quadpr
on the other hand in the system there is a /usr/lib64/libblas.so.3 but not
a libblas....

2004 Mar 31

2

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

1

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

1

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

0

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

1

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

1

FW: R and read.irts

...oubt it does. Thanks again.
Mark
------------------------------------------------------------------------
------------------------------------------------------------------------
---------------------------------
postscript(file="burp.ps")
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

1

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

1

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

1

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

5

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