search for: quadprog

When I try to build/install the quadprog package under R1.50 and NT4 it seems to have trouble finding blas routines. I'm currently using the generic blas routines, rather than ATLAS or some other tuned implementation: > Rcmd INSTALL d:/temp/quadrprog ... gcc --shared -s -o quadprog.dll quadprog.def quadprog.a quadprog_r...

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...

...ckage * installing *source* 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/Library/R/2.15/library/its? ERROR: depe...

Full_Name: Ansgar Steland Version: 0.90.0 OS: Linux 6.1 FreeBSD 3.2 Submission from: (NULL) (62.104.196.10) Dear R Team, Yesterday I downloaded R 0.90.0 and the current versions of some packages (tseries, quadprog,...). I had no problems to build the program using FreeBSD 3.2 and SuSe Linux 6.1. I also re-build all packages required by tseries. I checked out portfolio.optim (package: tseries). It crashed under FreeBSD 3.2 and SuSe Linux 6.1. (More precisely, the example in the documentation of portfolio.op...

...is is not available in the main R program.When I try to load the "tseries package" from the R-Console screen, the following message appears: local({pkg <- select.list(sort(.packages(all.available = TRUE))) + if(nchar(pkg)) library(pkg, character.only=TRUE)}) Loading required package: quadprog Error: package 'quadprog' could not be loaded In addition: Warning message: There is no package called 'quadprog' in: library(pkg, character.only = TRUE, logical = TRUE, lib.loc = lib.loc) It seems that the program detects a failure in a package called "quadprog", whic...

Hi, I'm using the package quadprog to solve the following quadratic programming problem. I want to minimize the function (b_1-b_2)^2+(b_3-b_4)^2 by the following constraints b_i, i=1,...,4: b_1+b_3=1 b_2+b_4=1 0.1<=b_1<=0.2 0.2<=b_2<=0.4 0.8<=b_3<=0.9 0.6<=b_4<=0.8 In my opinion the solution should be b...

Hi everybody, I'm using Windows XP Prof, R 2.5.1 and a Pentium 4 Processor. Now, I want to solve a quadratic optimization program (Portfolio Selection) with the quadprog package I want to minimize (\omega'%*%\Sigma%*%\omega) Subject to (1) \iota' %*% \omega = 1 (full investment) (2) R'%*%\omega = \mu (predefined expectation value) (3) \omega \ge 0 (no short sales). Where \omega is a Nx1 vector of the weights invested in each asset \Sigma is the...

I am having some problems using Quadprog in R. I want to minimize the objective function : 200*P1-1/2*10*P1^2+100*P2-1/2*5*P2^2+160*P3-1/2*8*P3^2+50*P4-1/2*10*P4^2+50*P 5-1/2*20*P5^2+50*P6-1/2*10*P6^2, Subject to a set of constrains including not only the variables P1, P2, P3, P4, P5, P6, but also the variables X1, X2,X3,X4,X5,X6...

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...

...orks/ R.framework/.. -framework 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)

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...

Hi R-list, I am new to optimization in R and would appreciate help on the following question. I would like to minimize the following function using two constraints: ###### fn <- function(par,H,F){ fval <- 0.5 * t(par) %*% H %*% par + F%*% par fval } # matrix H is (n by k) # matrix F is (n by 1) # par is a (n by 1) set of weights # I need two constraints: # 1.

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, Inc. 815 14t...

When I run the following: cd \Rpkgs rcmd install mypackage -l library I get a message that it cannot find quadprog which is a library that mypackage depends on. Error: package 'quadprog' could not be loaded I previously used C:\Program Files\R\rw2011\library as my library for CRAN packages and did not have a problem but now that I use C:\Program Files\R\library this problem has started. I act...

Hi list: This is my first time to post my question on the list. Thanks for your help. I am solving a quadratic programming using R. Here is my question: w = arg min 0.5*w'Mw - w'N s. t. sum(w) = 1; w>0 note: w is weight vector, each w_i must >=0, and the sum of w =1. Here is my R code: A <-matrix(c(2.26,1.26,1.12,1.12,2.27,1.13,1.12,1.13,2.2),3,3); B <-

...ll share any further learnings as I move through these suggestions. -Bob Abugov Brian Ripley wrote: I just use optim() on the sum of squares with non-negativity constraints. That did not exist in 1999. Gardar Johannesson wrote: You can always just use the quadratic programing library in R (quadprog). That is, if you have y as your data vector X as your design matrix Then do, D <- t(X) %*% X d <- t(t(y) %*% X) A <- diag(ncol(X)) b <- rep(0,ncol(X)) fit <- solve.QP(D=D,d=d,A=t(A),b=b,meq=0) and the solution is in fit$solution Good luck, Gardar Marcel Wolbers wrote: Hi Bob...

Hi, I have been brought back to the "R-Side" from MatLab. I have used R in graduate econometrics but only for statistics and regression (linear and nonlinear). But now I need to run general nonlinear optimization. I know about the add-in quadprog but my problem is not QP. My problem is a general nonlinear (obj funct) with linear constraints.I know about the "ms" and "nls" functions, but these seem only for nonlinear regression, not nonlinear minimization. I am looking for a pure non-linear optimization module. The nonli...

...stated to depend on MVA. However, there is no MVA package to be found under the list of package sources. Best wishes, ANDREW tseries: Package for time series analysis Package for time series analysis with emphasis on non-linear and non-stationary modelling Version: 0.7-6 Depends: ts, mva, quadprog Date: 2001-08-27 Author: Compiled by Adrian Trapletti <adrian at olsen.ch> Maintainer: Kurt.Hornik <Kurt.Hornik at ci.tuwien.ac.at> License: GPL (see file COPYING), except for ./src/muin2ser.f and ./misc which are free for non-commercial purposes. See file RE...

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.so. Thus I've create...

G'day all, I just took over maintenance of the quadprog package from Kurt Hornik and noticed that one of the FORTRAN routines has an argument that is declared to be a LOGICAL. The R code that calls this routine (via the .Fortran interface) passes the argument down wrapped in a call to as.logical(). This was fine (and as documented) under S-Plus 3.4, f...