similar to: Maximization of a loglikelihood function with double sums

Dear list, The task view on optimization does not reference a package for non linear constrained optimization problems. Stefan Theussl told me to look at the Rsolnp package, but unfortunately it is not very clear what method is R ported. (The authors ported the matlab code of Yinyu Ye http://www.stanford.edu/~yyye/ <http://www.stanford.edu/%7Eyyye/>) Currently I'm looking for an

Hola Klaus y Jorge , gracias por responder. Intente eso mismo y me borra la columna "y", yo quiero eliminar la columna que se genera en los data frame que contiene el número de registro. En el ejemplo de abajo esa columna va de 1 a 4, cuando exporta el data frame se genera esa misma columna (que no tiene cabecera) Años Edad Dpto 1 Bueno 16,75 1 2 Bueno 16 1 3 Malo

Gracias Jorge, sigue apareciendo la primer columna en el archivo. Seguiré investigando El dom., 3 de mar. de 2019 a la(s) 19:49, Jorge I Velez ( jorgeivanvelez en gmail.com) escribió: > Quizás > > write.table(.., row.names = FALSE) > > ? > > Saludos, > Jorge.- > > El El dom, 3 de mar. de 2019 a las 11:18 a. m., Andrés Hirigoyen < > andreshirigoyen en

¡Hola! ¿Alguien sabe si existe una función en R que devuelve el nombre del área de trabajo (workspace) en uso si éste ha sido guardado anteriormente? Con getwd() R me devuelve la carpeta de trabajo, pero si en ésta tengo varios áreas de trabajo guardados, p.e. a.RData y b.RData, ¿cómo podría saber en cuál estoy trabajando si por un despiste no me acordara cuál he abierto anteriormente (sin tener

Hi everybody, Working with interval censored data using S+, I often use the survival analysis' functions kaplanMeier() and censorReg(). Does anybody know, whether these functions exist in R, too? Thanks in advance for any answer! Saludos, Klaus. ---------------------------------------------------- Klaus Langohr Departament d?Estad?stica i Investigaci? Operativa Universitat Polit?cnica de

Hola, estoy trabajando con el paquete xlsx y el xlConnect y ambos presentan este mismo error. Error in .jcall(cell, "V", "setCellValue", value) : java.lang.OutOfMemoryError: Java heap space Alguien conoce una solución. Alguien conoce otro paquete para guardar documento de excel y que no involucre el uso de Java. -- *Wilmer Contreras Sepulveda* *Grupo de Investigación

Hi, I need to maximize a quadratic function under constraints in R. For minimization I used solve.QP but for maximization it is not useful since the matrix D of the quadratic function should be positive definite hence I cannot simply change the sign. any suggestion ? thanks -- View this message in context:

I have a problem moving from multistratum aov analysis to lmer. My dataset has observations of ampl at 4 levels of gapf and 2 levels of bl on 6 subjects levels VP, with 2 replicates wg each, and is balanced. Here is the summary of this set with aov: >> summary(aov(ampl~gapf*bl+Error(VP/(bl*gapf)),hframe2)) > >Error: VP > Df Sum Sq Mean Sq F value Pr(>F) >Residuals

Dear community, I am currently trying to fit an ordinal logistic regression model with the polr function. I often get the same error message : "attempt to find suitable starting values failed", for example with : require(MASS) data(iris) polr(Species~Sepal.Length+Sepal.Width+Petal.Length+Petal.Width,iris) (I know the response variable Species should be nominal but I do as levels

Hi there, I'm trying to solve a ML problem where the likelihood function is a function of two numerical procedures and I'm having some problems figuring out how to do this. The log-likelihood function is of the form L(c,psi) = 1/T sum [log (f(c, psi)) - log(g(c,psi))], where c is a 2xT matrix of data and psi is the parameter vector. f(c, psi) is the transition density which can be

Here a patch to enable Vertical/Horizontal maximization in gtk-window-decorator. Cedric -------------- next part -------------- A non-text attachment was scrubbed... Name: gtk-window-decorator_HorzVertMaximize.patch Type: text/x-diff Size: 1418 bytes Desc: not available Url : http://lists.freedesktop.org/archives/compiz/attachments/20070325/22d15360/gtk-window-decorator_HorzVertMaximize.bin

Hello: I have been trying to program the following maximization problem and would definitely welcome some help. the target function: sum_{i} f(alpha, beta'X_{i}), where alpha and beta are unknown d-dim parameter, f is a known function an X_{i} are i.i.d. r.v. I need to maximize the above sum, under the constaint that:

Dear R Users I am maximizing a user defined log likelihood function. It includes variance parameter (sigma). I used R function optim with BFGS maximization method. However, it stops before the solution saying ?sqrt(sigma): NaNs produced? Could anybody know a proper transformation for sigma which can be passed in the function? For the correlation parameter I used Fishers? transformation so it

Hello, here is an example from the manual. How to turn this minimization problem into maximization problem, i.e. -(0 5 0) %*% b - 1/2 b^T b? # Assume we want to minimize: -(0 5 0) %*% b + 1/2 b^T b # under the constraints: A^T b >= b0 # with b0 = (-8,2,0)^T # and (-4 2 0) # A = (-3 1 -2) # ( 0 0 1) # we can use solve.QP.compact as follows: # library(quadprog) Dmat <- matrix(0,3,3)

Hello, I would like to know if there's a package in R to solve the following problem: Let's consider a cloud of points in a n-dimensional space. Each point is associated to a specific value Vi (a real that can be positive or negative). I would like to find the n-dimensional hypercube that maximizes the sum of Vi corresponding to the points inside of the hypercube. How would you solve

hi people, I'm trying to maximize this function: fn= function (x) {x[1]^2+5*x[2]^2} with this restriction fn1 = function (x) {x[1]+x[2] <=5} Can someone help me how to procedure this? I tried in the alabama and genoud package but i have problems with the setting of constrains. Regards, Eliano -- View this message in context:

Dear R Help, I am trying to fit a nonlinear model for a mean function $\mu(Data_i, \beta)$ for a fixed covariance matrix where $\beta$ and $\mu$ are low- dimensional. More specifically, for fixed variance-covariance matrices $\Sigma_{z=0}$ and $\Sigma_{z=1}$ (according to a binary covariate $Z $), I am trying to minimize: $\sum_{i=1^n} (Y_i-\mu_(Data_i,\beta))' \Sigma_{z=z_i}^{-1} (Y_i-

Dear all, I would like to solve the following problem, which can be done with optimal control theory or dynamic programming: max(x,y) a*u1+b*u2+c*f1(u2) s.t. 0<u1<x, 0<u2<f2(x,u2), x'=f3(u1,u2,x) which can be rewritten if optimal control theory should be applied as H=a*u1+b*u2+c*f1(u2)+lambda*(x') s.t. 0<u1<x, 0<u2<f2(x,u2) The maximum principle

Given a vector : pvec=(p1,p2,.... p J) with sum(pvec)=1, all the elements are non-negative, that is, they are probabilities a matrix A ( N* J ), with the elements alpha(ij) are 0 or 1 I want to MAXIMIZE THE RESULT RESULT= product( i=1, to N [ sum ( alpha(ij)* pj , j =1,to J ) ] ) thus, I need to get pvec. how should I do ? for example

I''m looking for a R function which can maximise this logliklihood function, under the constraits a>0 e b>0 f<-function(param){ a<-param[1] b <-param[2] log(prod)-(a*s2)-(b*s)-n*log(1-((0.5*b/sqrt(a))*(exp((b^2)/(4*a)))*((sqrt(pi ))*(1-pnorm(-b/(2*sqrt(a)), mean=0, sd=1)))))} I''ve tried maxlik constrOptim e donlp2 but without success. Thanks so