similar to: Minimization/Optimization under functional constraints

I have 2 series of variables, I want to plot the probability density function of these 2 variabels (i.e. two curves in one graph), I just want to compare these two variable distribution. what should I do? can I use ggplot2 package? -- View this message in context: http://r.789695.n4.nabble.com/plot-probability-density-function-pdf-tp3897055p3897055.html Sent from the R help mailing list archive

Hola Buenas noches   Alguien me podria indicar en que paquete puedo encontras modelos lineales y cuadratico para ajustar una serie de datos   Gracias [[alternative HTML version deleted]]

Buenas tardes   Estoy intentando representar graficamente la elipse de confianza de dos pendiente en un modelo sin intercepto La formula que introduzo esplot(ellipse(recta,c(1,1)),type="l"), pero elipse me sale una recta   Gracias [[alternative HTML version deleted]]

buenas   Por favor me pueden decir como ajusto unos datos con las distribuciones poisson generalizada poisso-pascalgeneralizada conway-maxwell-poisson   no se en que paquette estan   Gracias [[alternative HTML version deleted]]

Function DEoptim in package DEoptim for differential evolution defines an optional parameter fnMap: fnMap "an optional function that will be run after each population is created, but before the population is passed to the objective function. This allows the user to impose integer/cardinality constriants." Unfortunately, there is no further documentation decribing the kind of

Dear experts! I have a minimization problem with non-linear constraint and Objective function(theta)=lambda*(Constr)^2-f(x,theta). Theta is a vector of parameters. I'd like to stop the optimization after the value of the constraint is less or equal some constant value, say d, and save the last computed value of the function. For this purpose, I thought to define the Objective function like

Hi all, I want to use tabu search to solve my minimization problem. but tabu search in R is for maximization, so I turn my function from f to -f? but the eUtilityKeep always be 0 from the second position. I have go through a part of source code found that it always give the default value to compare, move <- ifelse(maxTaboo > maxNontaboo & maxTaboo > aspiration,

Hello R-users, I'm currently facing a pretty hard problem which I'm hopping you'll be able to help me with. I'm using R to create images. That alone is not the problem, the problem is that I'm using R to create 168 000 images... My code (which is given below) use different package (raster and rgdal) to import a image (size 20gig) and divide it into 168 000 pictures that are

Good evening! I have a multi-dimensional minimization problem whose gradient is pretty hard to code. I tried Nelder and Mead method implemented in function optim and it does not work well. I also tried the quasi Newton method in optim using difference as approximate derivative. It does not work well either. I just went through Numerical Recipes book. The book discusses another method without

Hello all, I am trying to minimize a function which contains a double integral, using "nlminb" for the minimization and "adapt" for the integral. The integral is over two variables (thita and radiusb) and the 3 free parameters I want to derive from the minimization are counts0, index and radius_eff. I have used both tasks in the past successfully but this is the first time

Hi everyone, i?m a new user of R and i?m trying to translate an linear optimization problem from Matlab into r. The matlab code is as follow: options = optimset('Diagnostics','on'); [x fval exitflag] = linprog(f,A,b,Aeq,beq,lb,ub,[],options); exitflag fval x=round(x); Where: f = Linear objective function vector (vector of 45,rows) A = Matrix for linear inequality

Dear all, I'm working on the following problem: Assume two datasets: Y, Y that represent the same physical quantity Q. Dataset X contains values of Q after an event A while dataset Y contains values of Q after an event B. In R X, Y are vectors of the same length, containing effectivelly a number of observations of Q in each state. Q is a continous variable. Now, the two datasets should

Hi, I got a code from S that uses 'nlminb' to minimize a function with constraints. Is there a similar function in R? Thanks. R. Heberto Ghezzo Ph.D. Meakins-Christie Labs McGill University Montreal - Canada heberto at meakins.lan.mcgill.ca -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read

Hello, all, I had problems with an extension to a classic optimization problem. The target is to minimize a quadratic form a'Ma with respect to vector b, where vector a=(b',-1)', i.e., a is the expand of b, and M is a symmetric matrix (positive definite if needed). One more constrain on b is b'b=1. I want to solve b given M. I tried but it seems impossible to find an analytic

Hi all, I am trying to minimize the quardratic form w'Aw, with certain constraints. In particular, (1) A=(a_{ij}) is n by n matrix and it is symmetric positive definite, a_{ii}=1 for all i; and 0<a_{ij}<1 for i not equal j. (2) w'1=n; (3) w_{i}>=0 Analytically, for n=2, it is easy to come up with a result. For larger n, it seems difficult to obtain

Dear All, Could someone give me some pointers (just a guide as to what functions I need to look at would be fine) as to how I go about this simple problem please; The problem looks like this; Choose x1 to x4 such that you minimize the MAXIMUM ABSOLUTE value returned in the vector result of this matrix problem; [x1,x2,x3,x4].[ -0.38 -0.52 0.68 -0.29 ] [ -0.39 -0.42

Hi, I am a beginner of R. There is a question about constraint minimization. A function, y=f(x1,x2,x3....x12), needs to be minimized. There are 3 requirements for the minimization: (1) x2+x3+...+x12=1.5 (x1 is excluded); (2) x1=x3=x4; (3) x1, x3 and x5 are in the range of -1~0, respectively. The rest variables (x2, x4, x6, x7, ...., x12) are in the range of 0~1, respectively. The

Default for builds from git is --with-image-minimizer and Fedora builds will have --without-image-minimizer Blacklisting (forceful removal of files and packages) is forbiden by Fedora Spin rules, so official oVirt Node Spin will not use it. --- configure.ac | 12 ++++++------ ovirt-node.spec.in | 2 +- recipe/Makefile.am | 1 +

Hi all, I think the last time i posted this topic i started on the wrong foot. Thnaks alot to everyone who responded. i'm coding in R(first time) for a paper my colleague is publishing. i plotted a histogram for 6000 values. I am told to plot experimental vs theoretical vlaues from the histogram and do a non linear least square curve minimization and compute the mean and sd of the new x

------------------- Version 2 of my problem improving the definition of what the optimal solution would be. Dear all, I'm working on the following problem: Assume two datasets: Y, Y that represent the same physical quantity Q. Dataset X contains values of Q after an event A while dataset Y contains values of Q after an event B. In R X, Y are vectors of the same length, containing