similar to: Error message in nmkb()

Hallo together, I am trying to estimate parameters by means of QMLE using the nlminb optimizer for a tree-structured GARCH model. I face two problems. First, the optimizer returns error[8] false convergence if I estimate the functions below. I have estimated the model at first with nlm without any problems, but then I needed to add some constraints so i choose nlminb.

Hello! I am trying to create an R optimization routine for a task that's currently being done using Excel (lots of tables, formulas, and Solver). However, otpim seems to be finding a local minimum. Example data, functions, and comparison with the solution found in Excel are below. I am not experienced in optimizations so thanks a lot for your advice! Dimitri ### 2 Inputs:

Hello: The development version of Ecdat on R-Forge contains a vignette in which optim(?, method=?L-BFGS-B?) stops with an error message while violating the lower bound. To see all the details, try the following: install.packages("Ecdat", repos="http://R-Forge.R-project.org") Then do "help(pac=Ecdat)" -> "User guides, package

Hi R-Help, I am using R to do functional outlier detection (using PCA to reduce to 2 dimensions - the functional boxplot methodology used in the Rainbow package), and using Hscv.diag function to calculate the bandwidth matrix where this line of code is run: result <- optim(diag(Hstart), scv.mat.temp, method = "Nelder-Mead", control = list(trace = as.numeric(verbose))) Within the

Hi all, Many thank in advance for helping me.? I tried to fit Expectation Maximization algorithm for mixture data. I must used one of numerical method to maximize my function. I built my code but I do not know how to make the optim function run over a different value of the parameters.? That is, For E-step I need to get the value of mixture weights based on the current (initial) values of

Hi I am trying to estimate parameter values with mlogit. I attach a part of my data. My code is x=mlogit.data(y,choice="voittaja",shape="long",id.var="id",alt.var="numero") summary(mlogit(voittaja ~ Ie-1 , data=x, na.action=na.pass)) But i get Error in if (abs(x - oldx) < ftol) { : missing value where TRUE/FALSE needed Because there is Na

Dear all, I am using the nlsLM function to fit a Lorentzian function to my experimental data. The LM algorithm should allow to specify limits, but the upper limit appears not to work as expected in my code. The parameter 'w', which is peak width at half maximuim always hits the upper limit if the limit is specified. I would expect the value to be in-between the upper and lower limit with

Hi After good advices i post this problem here again. Now the attached sambledata is in csv form and it is a part of my real data. I have tried different na.action operations but the result stays the same... My code > library(mlogit) > library(foreign) > z<-odbcConnectExcel("D:\\SAMBLEDATA.csv") > y<-sqlFetch(z,"Taul1") >

Hi, I am trying to use mlogit in R to analyse a block design choice experiment dataset. The 12 choice sets/cards have been randomly assigned to 3 different blocks and each respondent answers all sets from one block (i.e. each respondent chooses from 4 choice sets). In total I have 2336 rows of data from 292 respondents. The data looks like this (2 of the three blocks): ID Sex Age Block Card

Dear everybody! take a<-c(5,3,NA,6). if(a[1]!=NA){b<-7} if(a[3]!=5){b<-7} if(a[3]!=NA){b<-7} if(a[3]==NA){b<-7} will alltogeather return Fehler in if (a[1] != NA) { : Fehlender Wert, wo TRUE/FALSE n?tig ist (or simularly). Somehow this is logical. But how else should I get out, whether a certain vector-component has an existing value? Thank you in advance! Yours, Mag. Ferri

Hi everybody, the following alway gives me the error "Fehler in if (File$X.Frame.Number[a] + 1 == File$X.Frame.Number[a + 1]) (File$FishNr[a] <- File$FishNr[a - : Fehlender Wert, wo TRUE/FALSE n?tig ist". Maybe its stupid, but i'm not getting why... Maybe someone can help me. Thanks a lot! for (i in unique(BigFile$TrackAll)) { File <-

I just started to write tiny functions and therefore I appologise in advance if I am asking stupid question. I wrote a tiny function to give me back from the original matrix, a matrix showing only the values smaller -0.8 and bigger 0.8. y<-c(0.1,0.2,0.3,-0.8,-0.4,0.9) x<-c(0.5,0.3,0.9,-0.9,-0.7,0.3) XY<-rbind(x,y) extract.values<-function (x) { if(x>=0.8|x<=-0.8)x

help Hello, I?m a statistic student in Austria and I have to do a survival analysis in R by using psplines as regressor. My problem is that I sometimes (I think it depends on the choose of the parameters) get a error message, but I do not know what it means. After that I tried the procedure with an example dataset R is providing. Although using the cancer dataset I also get this message. Input:

Hello list members I have a problem with modifying a data.frame. As an example given is a data.frame called ex : ex<-data.frame(id=c(1,2,3,4,5,6),obs=c(14,9,20,36,55,47),eff=c("A","A","B","C","C","C")) After that I would like to modify the object ex with the following short script: for (i in ex) { if(ex[i,3]=="A"||

Hi, I'am using the playwith library to write my own small GUI application. But I get the following error under Windows and Linux (Ubuntu): Error in if ((modeOK %in% c("Identify", "Brush")) && (actions$ident == : Fehlender Wert, wo TRUE/FALSE n?tig ist Under linux my R program simply continues, but under Windows it stops. Since it is not in my code, has anyone

-------- Original-Nachricht -------- Betreff: Re: Package cwhmisc and problems Datum: Fri, 24 Aug 2012 07:34:14 +0100 Von: Prof Brian Ripley <ripley@stats.ox.ac.uk> An: Christian Hoffmann <c-w.hoffmann@sunrise.ch> Kopie (CC): CRAN@r-project.org This is the address for CRAN submissions. Please ask for help on R-help or R-devel. On 23/08/2012 20:16, Christian Hoffmann wrote:

I want to create a open/high/low/last plot of intraday data. I try to use the function plotOHLC from the tsteries package. I create my own multiple time series and then try to plot it. raw Data Format (file eurusd2.csv): "Date (GMT)" "Open" "High" "Low" "Last" 17-03-2008 00:00:00 1,5764 1,5766 1,5747 1,5750 17-03-2008 00:05:00 1,5749 1,5750 1,5741

dear R users, I have troubles performing Moran.I test as suggested on http://www.ats.ucla.edu/stat/r/faq/morans_i.htm my spatial data are longitude and lattitide of communities. The calculation of the inverse distance matrix according to the homepage (using my data) datAL <- read.csv2("C:\\Konvergenz AL.csv", header=T) ALdist <- as.matrix(dist(cbind(datAL$L?nge,

Hi, I am currently working on fitting a mixture density to financial data. I have the following data: http://s000.tinyupload.com/?file_id=00083355432555420222 I want to fit a mixture density of two normal distributions. I have the formula: f(l)=πϕ(l;μ1,σ21)+(1−π)ϕ(l;μ2,σ22) my R code is: normalmix<-normalmixEM(dat,k=2,fast=TRUE) pi<-normalmix$lambda[1] mu1<-normalmix$mu[1]

Dear R-users; I'm working with a a dataset that was previously used to fit a nonlinear model of the form: Y ~ a * (1 + b * log(1 - c * X^d)) The parameters published elsewhere are: a = 1.758863, b = .217217, c = .99031, and d = .054589 However, there is no way I can replicate this result. I've tried several options (including SAS) w/o success. The data is: X <-