Displaying 20 results from an estimated 3000 matches similar to: "how to see what's wrong with a self written function?"
2010 Aug 25
4
Secant Method Convergence (Method to replicate Excel XIRR/IRR)
Hi,
I am new to R, and as a first exercise, I decided to try to implement an XIRR function using the secant method. I did a quick search and saw another posting that used the Bisection method but wanted to see if it was possible using the secant method.
I would input a Cash Flow and Date vector as well as an initial guess. I hardcoded today's initial date so I could do checks in Excel.
2012 Nov 08
3
vectorized uni-root?
dear R experts--- I have (many) unidimensional root problems. think
loc.of.root <- uniroot( f= function(x,a) log( exp(a) + a) + a,
c(.,9e10), a=rnorm(1) ) $root
(for some coefficients a, there won't be a solution; for others, it
may exceed the domain. implied volatilities in various Black-Scholes
formulas and variant formulas are like this, too.)
except I don't need 1 root, but a
2010 Nov 12
1
what's wrong with this 'length' in function?
Hi all,
I am having a trouble with this function I wrote
###################################################
p26=function(x,alpha){
# dummy variable
j=1
ci=matrix(ncol=2,nrow=3)
while (j<4){
if (j==2) {x=x+c(-1,1)*0.5}
ci[j,]=
x+qnorm(1-alpha/2)^2/2+
c(-1,1)*qnorm(1-alpha/2)*
sqrt(x+qnorm(1-alpha/2)^2/4)
j=j+1
if (j==3) { # exact
x=x-c(-1,1)*0.5
2012 May 16
3
triangular matrices input/output
Hi,
Is there any package that deals with triangular matrices?
Say ways of inputting an upper (lower) triangular matrix?
Or convert a vector of length 6 to an upper (lower) triangular matrix (by
row/column)?
Thanks!
-----
######################
PhD candidate in Statistics
Big R Fan
Big LEGO Fan
Big sTaTs Fan
######################
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2011 Sep 11
2
how to quote "factors" in a function?
### code ###
x=sample(LETTERS[1:26],100,T)
prob=function(y){
count=sum(x==y)
total=length(x)
count/total
}
### end ###
How do I quote the letters A,B,C,D ect, in order to make the "prob" function
return the weights of the desired Letter?
Thanks!
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2010 Dec 18
3
use of 'apply' for 'hist'
Hi all,
##########################################
dof=c(1,2,4,8,16,32)
Q5=matrix(rt(100,dof),100,6,T,dimnames=list(NULL,dof))
par(mfrow=c(2,6))
apply(Q5,2,hist)
myf=function(x){ qqnorm(x);qqline(x) }
apply(Q5,2,myf)
##########################################
These looks ok.
However, I would like to achieve more.
Apart from using a loop,
is there are fast way to 'add' the titles to be
2013 Apr 01
2
Is DUD available in nls()?
SAS has DUD (Does not Use Derivatives)/Secant Method for nonlinear
regression, does R offer this option for nonlinear regression?
I have read the helpfile for nls() and could not find such option, any
suggestion?
Thanks,
Derek
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2011 Sep 22
1
nlm's Hessian update method
Hi R-help!
I'm trying to understand how R's nlm function updates its estimate of the Hessian matrix. The Dennis/Schnabel book cited in the references presents a number of different ways to do this, and seems to conclude that the positive-definite secant method (BFGS) works best in practice (p201). However, when I run my code through the optim function with the method as "BFGS",
2010 Nov 08
3
how do i plot this "hist"?
Hi all,
I have the following data in abc.dat
=======================
50 0 1 0 0
55 1 14 0 1
60 7 86 0 3
65 22 324 2 3
70 58 1035 1 7
75 30 2568 0 34
80 9 2936 15 162
85 27 2169 46 365
90 80 1439 212 432
95 236 1670 521 281
100 332 827 709 172
105 156 311 556
2010 Mar 07
3
barplot with factors problem
http://www.harding.edu/fmccown/R/#autosdatafile
http://www.harding.edu/fmccown/R/#autosdatafile
I am tring to get a barchat by factors,
following the example in that link above.
===========================
x=c(145,40,40,120,180,
140,155,90,160,95,
195,150,205,110,160,
45,40,195,65,145,
195,230,115,235,225,
120,55,50,80,45
)
y2=c(
rep(as.character(1),5),
rep(as.character(2),5),
2010 Nov 28
4
how to divide each column in a matrix by its colSums?
Hi,
I have a matrix, say
m=matrix(c(
983,679,134,
383,416,84,
2892,2625,570
),nrow=3
)
i can find its row/col sum by
rowSums(m)
colSums(m)
How do I divide each row/column by its rowSum/colSums and still return in
the matrix form?
(i.e. the new rowSums/colSums =1)
Thanks.
Casper
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2010 Nov 20
3
how to add frequencies to barplot
Hi,
I have count data
x2=rep(c(0:3),c(13,80,60,27))
x2
0 1 2 3
13 80 60 27
I want to graph to be ploted as
barplot(table(x2),density=4)
how do I add relative frequency to it, like in
hist(x2,labels=T)
above the 'bar's
Thanks.
casper
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Sent from the R help
2010 Mar 26
2
R loop help
Hi,
I am tring to write a loop to compute this,
==========================
x1=c(
rep(-1,4),
rep(1,4)
)
x2=c(
rep(c(-1,-1,1,1),2)
)
x3=c(
rep(c(-1,1),4)
)
x1*x2
x1*x3
x2*x3
========================
suppose i have x1,x2,x3
i want to compute their ' two factor interactions', x1x2,x1x3 and x2x3,
I wrote
========================
for(i in 1:2){
for( j in i+1:3){
xij=c()
2012 Mar 22
2
Quicker way to apply values to a function
Hi all,
myint=function(mu,sigma){
integrate(function(x) dnorm(x,mu,sigma)/(1+exp(-x)),-Inf,Inf)$value
}
mymu=seq(-3,3,length(1000))
mysigma=seq(0,1,length(500))[-1]
k=1
v=c()
for (j in 1:length(mymu)) {
for (i in 1:length(mysigma)) {
v[k]=myint(mymu[j],mysigma[i])
k=k+1
}
}
Basically, I want to investigate for what values of mu and sigma, the
integral is divergent.
Is there another way
2012 Mar 10
3
function input as variable name (deparse/quote/paste) ??
Hi all
Say I have a function:
myname=function(dat,x=5,y=6){
res<<-x+y-dat
}
for various input such as
myname(dat1)
myname(dat2)
myname(dat3)
myname(dat4)
myname(dat5)
how should I modify the 'res' line, to have new informative variable name
correspondingly, such as
dat1.res
dat2.res
dat3.res
dat4.res
dat5.res
stored in the workspace.
This is only an example of a complex
2010 Apr 13
3
writing function ( 'plot' and 'if') problem
===========================
myf=function(ds=1){
x=rnorm(10)
y=rnorm(10)
{ #start of if
if (ds==1)
{
list(x,y)
}
else (ds==2)
{
plot(x,y)
}
} # end of if
} # end of function
===========================
Hi All,
the problem i am having here is,
that I want to be able to control the display,
lf ds=1, i want to just have a list,
but it seem to always plot...
Thanks.
casper
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2008 Aug 26
2
Problem with Integrate for NEF-HS distribution
I need to calcuate the cumulative probability for the Natural Exponential Family - Hyperbolic secant distribution with a parameter theta between -pi/2 and pi/2. The integration should be between 0 and 1 as it is a probability.
The function "integrate" works fine when the absolute value of theta is not too large. That is, the NEF-HS distribution is not too skewed. However, once the
2009 Dec 07
5
confint for glm (general linear model)
Hi,
I have a glm gives summary as follows,
Estimate Std. Error z value Pr(>|z|)
(Intercept) -2.03693352 1.449574526 -1.405194 0.159963578
A 0.01093048 0.006446256 1.695633 0.089955471
N 0.41060119 0.224860819 1.826024 0.067846690
S -0.20651005 0.067698863 -3.050421 0.002285206
then I use confint(k.glm)
2013 Mar 31
1
DUD (Does not Use Derivatives) for nonlinear regression in R?
Hi, All
SAS has DUD (Does not Use Derivatives)/Secant Method for nonlinear
regression, does R offer this option for nonlinear regression?
I have read the helpfile for nls() and could not find such option, any
suggestion?
Thanks,
Derek
[[alternative HTML version deleted]]
2012 Mar 23
3
R numerical integration
Hi all,
Is there any other packages to do numerical integration other than the
default 'integrate'?
Basically, I am integrating:
integrate(function(x) dnorm(x,mu,sigma)/(1+exp(-x)),-Inf,Inf)$value
The integration is ok provided sigma is >0.
However, when mu=-1.645074 and sigma=17535.26
It stopped working. On the other hand, Maple gives me a value of
0.5005299403.
It is an