Displaying 20 results from an estimated 3000 matches similar to: "fundamental guide to use of numerical optimizers?"
2020 Oct 08
0
[External] Re: unable to access index for repository...
Oh Hi Arne,
You may recall we visited with this before. I do not believe the problem is algorithm specific. The algorithms I use the most often are BFGS and BHHH (or maxBFGS and maxBHHH). For simple econometric models such as probit, Tobit, and evening sample selection models, old and new versions of R work equally well (I write my own programs and do not use ones from AER or sampleSekection).
2020 Oct 08
2
[External] Re: unable to access index for repository...
Hi Steven
Which optimisation algorithms in maxLik work better under R-3.0.3 than
under the current version of R?
/Arne
On Thu, 8 Oct 2020 at 21:05, Steven Yen <styen at ntu.edu.tw> wrote:
>
> Hmm. You raised an interesting point. Actually I am not having problems with aod per se?-it is just a supporting package I need while using old R. The essential package I need, maxLik, simply
2020 Oct 09
1
[External] Re: unable to access index for repository...
>>>>> Steven Yen
>>>>> on Fri, 9 Oct 2020 05:39:48 +0800 writes:
> Oh Hi Arne, You may recall we visited with this before. I
> do not believe the problem is algorithm specific. The
> algorithms I use the most often are BFGS and BHHH (or
> maxBFGS and maxBHHH). For simple econometric models such
> as probit, Tobit, and evening
2010 May 10
2
Robust SE & Heteroskedasticity-consistent estimation
Hi,
I'm using maxlik with functions specified (L, his gradient & hessian).
Now I would like determine some robust standard errors of my estimators.
So I 'm try to use vcovHC, or hccm or robcov for example
but in use one of them with my result of maxlik, I've a the following
error message :
Erreur dans terms.default(object) : no terms component
Is there some attributes
2009 May 21
2
good numerical optimization to use in R?
Hi all,
Could anybody point me to a good/robust numerical optimization program
to use in R?
I am doing some MLE fitting. Thanks!
2009 May 16
1
maxLik pakage
Hi all;
I recently have been used 'maxLik' function for maximizing G2StNV178 function with gradient function gradlik; for receiving this goal, I write the following program; but I have been seen an error in calling gradient function;
The maxLik function can't enter gradlik function (definition of gradient function); I guess my mistake is in line ******** ,that the vector ‘h’ is
2010 Sep 14
2
Can I monitor the iterative/convergence process while using Optim or MaxLik?
Hi R-helpers,
Is it possible that I have the estimates from each step/iteration shown on
the computer screen in order to monitor the process while I am using Optim
or MaxLik?
Thanks for your help.
Maomao
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2020 Oct 08
0
[External] Re: unable to access index for repository...
Hmm. You raised an interesting point. Actually I am not having problems with aod per se?-it is just a supporting package I need while using old R. The essential package I need, maxLik, simply works better under R-3.0.3, for reason I do not understand?specifically the numerical gradients of the likelihood function are not evaluated as accurately in newer versions of R in my experience, which is why
2012 Dec 20
1
Problem with simulation
Dear:
I am having problem with simulation. Sometimes for 100 iteration, my
program works but sometimes give error message regarding some "built-in
function" which I never used
in my code. I have no idea about the problem. Any suggestion, comments or
idea regarding this would be highly appreciable. Thanks.
I have used ---- "maxLik()" and "BBsolve()" in my code. Error
2010 Aug 28
1
maxNR in maxLik package never stops
Greetings,
I use maxNR function under maxLik package to find the REML estimates of the parameters of variance components in heteroskedastic linear regression models. I assume that in the model there is additive/multiplicative/mixed heteroskedasticity and I need estimate the respective parameters of additive/multiplicative/mixed variance components.
For my research purposes I make a
2009 May 11
1
maxLik package
Hi all.
Recently i have been used maxlik package for optimizing a function with 5 parameters but i couldn't define gradient argument in function maxLik;
How i can define a command to receive my goal? Whether I can change the core of this package?
Thanks for your attention and reply
A. kheradmandi
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2013 Mar 16
3
Running other programs from R
Dear list,
I want to run a statistical program (using its .exe file) from R by
writing a script. I know there are some packages that call WinBUGS, Mplus
etc. form R. I just want to call the .exe extension of this program and run
several times writing a code in R. Thus, I want to have the output inside R.
I just don't know where to start. Does anyone have any idea about that? Is
there a
2009 Mar 02
1
initial gradient and vmmin not finite
Dear Rhelpers
I have the problem with initial values, could you please tell me how to solve it?
Thank you
June
> p = summary(maxLik(fr,start=c(0,0,0,1,0,-25,-0.2)))
Error in maxRoutine(fn = logLik, grad = grad, hess = hess, start = start, :
NA in the initial gradient
> p = summary(maxLik(fr,start=c(0,0,0,1,0,-25,-0.2),method="BFGS"))
Error in optim(start, func, gr =
2008 Jul 27
2
Link functions in SEM
Is it possible to fit a structural equation model with link functions in R? I
am trying to build a logistic-regression-like model in sem, because
incorporating the dichotomous variables linearly seems inappropriate. Mplus
can do something similar by specifying a 'link' parameter, but I would like
to be able to do it in R, ofcourse.
I have explored the 'sem' package from John Fox,
2012 Aug 10
1
Lavaan: Immediate non-positive definite matrix
Hi,
I recently tried to estimate a linear unconditional latent growth curve on
7 repeated measures using lavaan (most recent version):
modspec='
alpha =~ 1*read_g0 + 1*read_g1 + 1*read_g2 + 1*read_g3 + 1*read_g4 +
1*read_g5 + 1*read_g6
beta =~ 0*read_g0 + 1*read_g1 + 2*read_g2 + 3*read_g3 + 4*read_g4 +
5*read_g5 + 6*read_g6
'
gmod=lavaan(modspec, data=math, meanstructure=T,
2011 Apr 08
1
Estimates at each iteration
Dear Sir\ Madam
I am trying to maximise a complicated loglikelihood function via EM algorithm
which consists of two step "E-step and M-step"and in this case I need to
maximize the expected of like lihood function " which I get from E- step" and
take those estimates of parameter to update the E-step and repate these till
convargence has been met. So I need to know if I
2007 May 23
2
saving datafreame object problem
Do I miss here something?
dtaa =
read.table("http://www.ats.ucla.edu/stat/mplus/examples/ma_snijders/mlbook1.dat",
sep=",")
head(dtaa) # shows the data as it should be
save(dtaa,"dtaa",file="c:/dtaa")
d = load("c:/dtaa")
head(d) # all data is lost, it only shows [1] "dtaa" "dtaa"
Thanks for your hint on this.
2010 Oct 01
1
Place constrictions on parameters when using Optim and MaxLik
Hi R users,
I am trying to restrct the range of two of the parameters in a maximization
problem. Both parameters should be between -1 and 1. As far as I know, if
I choose the estimation method ="L-BFGS-B" under Optim, I can restrict the
parameter space. However, the "L-BFGS-B" always require finite values of
the loglik function and cannot get around of the problem if an
2009 Apr 03
2
Geometric Brownian Motion Process with Jumps
Hi,
I have been using maxLik to do some MLE of Geometric Brownian Motion Process and everything has been going fine, but know I have tried to do it with jumps. I have create a vector of jumps and then added this into my log-likelihood equation, know I am getting a message:
NA in the initial gradient
My codes is hear
#
n<-length(combinedlr)
j<-c(1,2,3,4,5,6,7,8,9,10)
2011 Mar 17
2
Incorrect degrees of freedom in SEM model using lavaan
I have been trying to use lavaan (version 0.4-7) for a simple path model,
but the program seems to be computing far less degrees of freedom for my
model then it should have. I have 7 variables, which should give (7)(8)/2 =
28 covariances, and hence 28 DF. The model seems to only think I have 13
DF. The code to reproduce the problem is below. Have I done something
wrong, or is this something I