similar to: Simple control structure issue

R is a case-sensitive language: 'if' (lowercase 'i') is a keyword and 'If' (uppercase 'I') is not. Bill Dunlap TIBCO Software wdunlap tibco.com On Fri, Jun 23, 2017 at 1:00 PM, Michael Ashton < m.ashton at enduringinvestments.com> wrote: > I am having a hard time with 'next'. I come from the "sloppy" school that > learned BASIC with

Thanks Bert. But everyone on that forum wants to use finance tools rather than general optimization stuff! And I am not optimizing a traditional Markowitz mean-variance problem. Plus, smarter people here. :-) > On May 3, 2018, at 3:01 PM, Bert Gunter <bgunter.4567 at gmail.com> wrote: > > You can't -- at least as I read the docs for ?optim (but I'm pretty > ignorant

Hi - For a while I've used RExcel without problems to run a repeating portfolio optimization problem where I solve for a portfolio allocation targeting a particular risk, then solve for a different risk, etc. I call the commands with (e.g.) rinterface.Rrun "(R command)" Recently that macro started blowing up, returning #RErrors, and when I try to trace the error I find that it is

> On Mar 1, 2018, at 2:02 PM, Michael Ashton <m.ashton at enduringinvestments.com> wrote: > > Hi - > > For a while I've used RExcel without problems to run a repeating portfolio optimization problem where I solve for a portfolio allocation targeting a particular risk, then solve for a different risk, etc. I call the commands with (e.g.) rinterface.Rrun "(R

Hi ? This is giving me a headache. I?m trying to do a relatively simple optimization ? actually trying to approximate the output from the Excel Solver function but at roughly 1000x the speed. ? The optimization parameters look like this. The only trouble is that I want to add a constraint that sum(wgt.vect)=1, and I can?t figure out how to do that in optim. Mo.vect <-

On Thu, May 3, 2018 at 2:03 PM, Michael Ashton <m.ashton at enduringinvestments.com> wrote: > Thanks Bert. But everyone on that forum wants to use finance tools rather than general optimization stuff! And I am not optimizing a traditional Markowitz mean-variance problem. Plus, smarter people here. :-) > I'm very confused by these statements. Most of the "finance tools"

Hi Michael, A few comments 1. To add the constraint sum(wgt.vect=1) you would use the method of Lagrange multipliers. What this means is that in addition to the w_i (the components of the weight variables) you would add an additional variable, call it lambda. Then you would modify your optim.fun() function to add the term lambda * (sum(wgt.vect - 1) 2. Are you sure that you have defined

You can't -- at least as I read the docs for ?optim (but I'm pretty ignorant about this, so maybe there's a way to tweak it so you can). See here: https://cran.r-project.org/web/views/Optimization.html for other R optimization capabilities. Also, given your credentials, the r-sig-finance list might be a better place for you to post your query. Cheers, Bert Bert Gunter

Fascinating. The script runs fine in 3.2.5, but won't run in 3.4.3 even with ALL lines commented out. I have no idea what that means. I can't imagine I found a 3.4.3 bug no one knows about. Michael Ashton, CFA Managing Principal Enduring Investments LLC W: 973.457.4602 C: 551.655.8006 -----Original Message----- From: Duncan Murdoch [mailto:murdoch.duncan at gmail.com] Sent: Friday,

Hi, You can use the projectLinear argument in BB::spg to optimize with linear equality/inequality constraints. Here is how you implement the constraint that all parameters sum to 1. require(BB) spg(par=p0, fn=myFn, project="projectLinear", projectArgs=list(A=matrix(1, 1, length(p0)), b=1, meq=1)) Hope this is helpful, Ravi [[alternative HTML version deleted]]

I don't think it's the path or the slashes. I run other files in this same manner, with the same path to the script itself, and they go off without a hitch. Although this is the first time I am using 3.4.3, and the only script I am using that version of R for at the moment. Having said that, I did TRY reversing the slashes and got the same result. :-) Michael Ashton, CFA Managing

Hi - Think this is quick help. Not sure how to trap what is causing my simple script to run fine in R, but fail immediately when called from rscript. I can put all sorts of traps in the script itself, but when called from the command line the r window simply flashes and closes. There's probably a way to find out why rscript is failing, but I don't know it and can't seem to find it

On 02/02/2018 8:20 AM, Michael Ashton wrote: > I don't think it's the path or the slashes. I run other files in this same manner, with the same path to the script itself, and they go off without a hitch. Although this is the first time I am using 3.4.3, and the only script I am using that version of R for at the moment. > > Having said that, I did TRY reversing the slashes and

On 2/2/2018 4:52 AM, Michael Ashton wrote: > Hi - Think this is quick help. Not sure how to trap what is causing my simple script to run fine in R, but fail immediately when called from rscript. I can put all sorts of traps in the script itself, but when called from the command line the r window simply flashes and closes. > > There's probably a way to find out why rscript is failing,

To whom this may concern, I am having issues installing a program called "SAM" (Statistical Analysis of Microarrays) which is an excel add in and requires the use of R. Due to the firewall at my hospital, R cannot connect to a mirror and therefore cannot install necessary files for the complete installation of SAM. The IT department has asked me which "port" needs to be opened

On 02/02/2018 7:52 AM, Michael Ashton wrote: > Hi - Think this is quick help. Not sure how to trap what is causing my simple script to run fine in R, but fail immediately when called from rscript. I can put all sorts of traps in the script itself, but when called from the command line the r window simply flashes and closes. > > There's probably a way to find out why rscript is

Hello After conducting a simulation R closes down reporting the problem I have listed below. These are extracted from the event viewer option under the control panel option in windows. This problem occurs quite often but is as far as I can tell fairly sparadic. I can run identicle programs which run successfully the first time but on the second run it does not (and vise-versa also).

On Fri, 02 Feb 2018, Michael Ashton writes: > Where can I get the patch? I've never installed a patch for R...usually just upgrade. > > Michael Ashton, CFA > Managing Principal > > Enduring Investments LLC > W: 973.457.4602 > C: 551.655.8006 > The patched build (i.e. a complete version, not just the patch) is available from the same CRAN site at which you find the

I would like to be able to exert certain types of control over the plotting of dendrograms (representing hierarchical clusterings) that I think is best achieved by modifying the dendrogram object prior to plotting. I am using the "dendrogram" class and associated methods. Define the cluster number of each cluster formed as the corresponding row of the merge object. So, if you are

Hi all, I've installed the Winamp 2 plugin and it seems to work fine. However I wish to install the Winamp 3 plugin on another machine but can't find it anywhere. Where is it? Thanks Ashton __________________________________________________ Do you Yahoo!? New DSL Internet Access from SBC & Yahoo! http://sbc.yahoo.com