search for: rgenoud

I've been using RGenoud for a while and it worked smoothly so far. However I came across a strange problem lately (for me at least...). It fails after the first individual and I get the following error message when I set MemoryMatrix = FALSE : Error in genoud(fn, nvars = 8, max = TRUE, pop.size = 10, : REAL() can on...

Hi, Using R 2.15.1 on Windows 7. Have installed both versions 32 and 64bit. In both of them among others I have installed a package rgenoud When I open R gui of 32bit and write library(rgenoud) it responds by showing a functional rgenoud version 5.7-8. The same it does on Rgui 64bit. Now I am working in cygwin (v. 1.12.4.0) with xwin. Normally before when I had installed a package, I only had to call the library with the name of...

I have been using the rgenoud package for a nonlinear least-squares problem with lots of local minima, and it works very well but takes lots of time. According to the article refrenced in the documentation, the original GENOUD-software by the same authors seems to allow for user-supplied analytical derivatives instead of numeri...

Dear everyone, I am trying to run rgenoud on several chips simultaneusly. I used the instructions provided on Jasjeet Sekhon's Homepage (http://sekhon.berkeley.edu/rgenoud/multiple_cpus.html). However, I have the newer version of R (R 2.12) installed - for a 64-bit machine. So, when I tried to install the special version of "snow...

Dear R user fellows, I would like to ask you about the package 'rgenoud' which is a genetic optimization tool. I ran the function 'genoud' with two variables to be minimized by the following command. result<-genoud(fn,nvars=2,starting.values=c(0.5,0), pop.size=1000, max.generations=10, wait.generations=3) Then, I had the following error message. E...

...stions from you if faced similar problems. I did install Revolution on Windows on the amazon instance. I usually go for the large one (8 cores, about 20 Ghz, several GB of RAM). - I am running a financial analysis over several periods (months) in which various CVaR calculations are made (with the rGenoud package). The periods do depend on each other, so parallelizing that does not work. I was quite surprised how well written all the libraries seem for R on Mac since they seem to use my dual core on the Macbook for a large portion of the calculations (I guess the matrix multiplications and the like)...

Dear All I am using rgenoud to solve the following maximization problem: myfunc <- function(x) { x1 <- x[1] x2 <- x[2] if (x1^2+x2^2 > 1) return(-9999999) else x1+x2 } genoud(myfunc, nvars=2, Domains=rbind(c(0,1),c(0,1)),max=TRUE,boundary.enforcement=2,solution.tolerance=0.000001) How can one increa...

Dear group, does anybody know how to export libraries/functions to all nodes when launching snow? I want to use a function from fBasics (dstable) for a rGenoud optimization routine, but I fail "making the function accessible" to the nodes created. I know how it works for variables, I know how it works in snowfall(which cant be used in that case), but I dont know how it culd work in snow. Help appreciated! Lui

...dialog I get after entering the command: > install.packages("anchors", dependencies = TRUE, + repos=c("http://wand.stanford.edu/R/CRAN","http://cran.r-project.org ")) dependency ''snow'' is not available also installing the dependency 'rgenoud' trying URL ' http://cran.r-project.org/bin/windows/contrib/2.4/rgenoud_5.0-5.zip' Content type 'application/zip' length 113709 bytes opened URL downloaded 111Kb trying URL ' http://wand.stanford.edu/R/CRAN/bin/windows/contrib/2.4/anchors_2.0.zip' Content type 'app...

I would like to limit the significant figures of the calibrated parameters determined by genoud() in the Rgenoud package. Below is some example output, where column 1 is model run number, columns 2-7 are the parameter values, and columns 8-12 are model fit statistics. I would like genoud to internally limit parameters to 4 decimal places as shown in this output. It is clear that the function is generating...

I am trying to use rgenoud and snow with an external model and file I/O. Unlike the typical application of rgenoud and snow, I need to run an external executable and do pre- and post-processing of input and output files for each parameter set generated by genoud(). I'm hoping that someone can suggest improvements to my...

...parently nothing is broken. The errors I repeatedly get are like this: g++ -no-cpp-precomp -I/Library/Frameworks/R.framework/Resources/include -I/usr/ local/include -DUNIX -DOPTIM -DNONR -fno-common -g -O2 -c unif.cpp -o unif.o g++ -bundle -flat_namespace -undefined suppress -L/usr/local/lib -o rgenoud.so c hange_order.o eval.o evaluate.o frange_ran.o genoud.o gradient.o math.o multiply .o numerics.o operators.o print_format.o rgenoud.o unif.o -lcc_dynamic -framewo rk R ld: warning multiple definitions of symbol _xerbla_ /Library/Frameworks/R.framework/R(print.lo) definition of _xerbla_ /System/...

Hello - and sorry for a possibly stupid question, I'm just starting to learn rgenoud. I am defining a function with 5 parameters (p1, p2, p3, p4a, and p4b) and then want to optimize it using genoud. But I am doing something wrong. Before genoud is even able to run it says: "Error in p2 + 1.2 : 'p2' is missing". I assume I did not specify it right. My code is belo...

...at Enterprise Linux WS release 4 but install.packages() wouldn't work (see below). When I install R-2.0.1 from RPM on the same system, everything is fine. Version 2.1.0 (2005-04-18), ISBN 3-900051-07-0 . . . > options(CRAN = "http://cran.fhcrc.org/") > install.packages("rgenoud") --- Please select a CRAN mirror for use in this session --- Error in inherits(x, "factor") : Object "res" not found > Scott Waichler Pacific Northwest National Laboratory scott.waichler at pnl.gov

...+: you are supposed to write e.g. #includd <cmath> NOT #include <math.h> Symptoms of this can be seen for packages BayesTree EMCC MCMCfglmm MarkedPointProcess Matching Matrix RQuantlib RandomFields Rcpp SoPhy compHclust dpmix igraph minet mixer modeest monomvm multic pcaPP rgenoud robfilter segclust simecol subselect -- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) O...

Dear Friends, I have been trying to learn how to use the derivative free optimization algorithms implemented in the package RGENOUD by Mebane and Sekhon. However, it does not seem to work for reasons best described as my total ignorance. If anybody has experience using this package, it would be really helpful if you can point out where I'm making a mistake. Thanks in advance Anup Sample code attached library(rgenoud)...

Hi R users, "genoud" function of "rgenoud" package will optimize my function. If opt = genoud(fn,2,max=TRUE,starting.value=c(1,10),........) opt$value will give the optimized value of the function, "fn". My problem is from the same opt, can I get the value of the function at the initial parameter values? I need the...

...Fehler in function_called() : Objekt 'globalvariable' nicht gefunden", so the function "function_called" did not have access to the variable "globalvariable". I would be very thankful for some help... I want to implement it in the genetic algorithms provided by the rgenoud package and dont know any other way to have "changing" constraints (e.g. Portfolio optimization and covariance matrix). Thanks in advance! Any help greatly appreciated! Lui

I am trying to use the optimizing function genoud() with the snow package on a couple of i686 machines running Redhat Linux WS4 . I don't know anything about PVM or MPI, so I just followed the directions in snow and rgenoud for the simplest method and started a socket cluster. My function fn for genoud involves updating an input file for a separate numerical model with the latest parameter set from the optimizer, running the (compiled) model on the input file with system(), and processing the output including calculat...

...rn(correl) } a has to be between 0.001 and 0.75 b has to be positive. I apologize if it's a simple question for statisticians but I am not a mathematician/statistician by training. I didn't think optim would work here. The only thing I could think of is genetic optimization, for example in rgenoud below. However, I don't think I could use it for 2 reasons: (1) Solutions do not seem stable and depend on starting values, set.seed, and domains chosen; (2) It takes too long - I have to do the task I described above about 1,200 times and it would take me forever. Could someone maybe provide...