similar to: bracketing for optimize

Dear All, I am using package fPortfolio to run minimum variance portfolio optimizations in R. I already know how to set portfolioSpecs, portfolio objects and constraints. Unfortunately I am not able to set the following type of constraints. I have a timeSeries object with returns data for roughly 1.5k assets for 261 subperiods (workingdays) and want to compute the global minimum variance

On Tue, 30 Jan 2024, Richard O'Keefe writes: > Given > - UTC timestamp > - a location (latitude,longitude,elevation) > I want to know > - the sun angles > - the moon angles > - the phase of the moon. > I looked on CRAN for astronomy, but didn't notice anything that seems > to offer what I want. I could try coding these functions myself, but > "if

See, I have built my own genetic algorithm already and tested it on this problem. I have a solution, but due to the heuristic nature of GA, I cannot guarantee that it is the optimal subset. If I was simply doing this for a company project, you are spot on with the type of algorithm I would use, but I am doing this for a scientific paper. I need to be able to find the optimal subset over my

I am looking for packages that can run a branch-and-bound algorithm to maximize a distance measure (such as Bhattacharyya or Mahalanobis) on a set of features. I would like this to be learning algorithm independent, so that the method just looks at the features, and selects the subset of a user-defined size that maximizes a distance criteria such as those stated above. Can anyone give some

Hi, As I can see via path.expand a filename which contains a tilde anywhere gets automatically crippled. +> path.expand("a ~ b") [1] "a /home/user b" +> path.expand("a ~ b ~") [1] "a /home/user b /home/user" I want to open a file regardless whether its name contains any character unless 0. The unix filesystem allow the creation of such files, it

Hi, As I can see via path.expand a filename which contains a tilde anywhere gets automatically crippled. +> path.expand("a ~ b") [1] "a /home/user b" +> path.expand("a ~ b ~") [1] "a /home/user b /home/user" I want to open a file regardless whether its name contains any character unless 0. The unix filesystem allow the creation of such files, it

There is also the package solrad that might do some of this. It is more intended for calculating solar radiation, which is probably not what you want, but may do other things you may find helpful. > On Jan 30, 2024, at 5:44?AM, Enrico Schumann <es at enricoschumann.net> wrote: > > On Tue, 30 Jan 2024, Richard O'Keefe writes: > >> Given >> - UTC timestamp

Dear All, My query is: Do we always need to use perl = TRUE option when doing ignore.case=TRUE? A small example : my_text = "RECOVERY OFFICER-II\nDEBTS RECOVERY TRIBUNAL-III\n RC No. 162/2015\nSBI VS RAMESH GUPTA.\n Dated: 01.03.2016 Item no.01\n Present: Ms. Sonakshi, the proxy counsel for Ms. Usha Singh, the counsel for ARCIL.\n None for the CDs.\n

On Thu, 29 Jun 2017, Alex Byrley writes: > I am looking for packages that can run a branch-and-bound algorithm to > maximize a distance measure (such as Bhattacharyya or Mahalanobis) on a set > of features. > > I would like this to be learning algorithm independent, so that the method > just looks at the features, and selects the subset of a user-defined size > that maximizes

On Tue, 21 Feb 2023, Selke, Gisbert W. writes: > On Mon, 20 Feb 2023 15:58:33 +0000, Stadler Thomas <thomas.stadler at vpbank.com> wrote: > >> as the download method 'wininet' is deprecated, I'm looking into alternative ways to install packages from within R. >> Unfortunately, curl, libcurl and wget refuse to cooperate with Kerberos on our corporate setup.

Zitat von Ashim Kapoor <ashimkapoor at gmail.com>: > Dear All, > > My query is: > > Do we always need to use perl = TRUE option when doing ignore.case=TRUE? > > A small example : > > my_text = > "RECOVERY OFFICER-II\nDEBTS RECOVERY TRIBUNAL-III\n RC No. 162/2015\nSBI > VS RAMESH GUPTA.\n Dated: 01.03.2016 Item no.01\n > Present:

In the first paragraph of Sweave.Rnw (./src/library/utils/vignettes/Sweave.Rnw), it reads for literate programming \cite{fla:Knuth:1984}. but probably should be for literate programming \citep{fla:Knuth:1984}. ^ kind regards Enrico -- Enrico Schumann Lucerne, Switzerland http://enricoschumann.net

On Thu, 08 Jun 2023, Ashim Kapoor writes: > Dear All, > > I had done an automatic upgrade of my Debian 10 system which had also > upgraded R. > > I reinstalled the stargazer package and the error went away. > > Query : Do I need to reinstall all packages with each upgrade of R ? > > Best, > Ashim Your session info says "stargazer 5.2.2". What version

On Tue, 28 May 2024, Stefano Sofia writes: > Dear R-list users, > > From an initial and a final date I create a sequence of days using POSIXct. > > If this interval covers all or only in part the months from May to October, I need to get rid of the days from the 2nd of May to the 31st of October: > > > a <- as.POSIXct("2002-11-01", format =

Dear R contributors, I have a problem in selecting in an efficient way, rows of a data frame according to a condition, which is a part of a row name of the table. The data frame is made of 64 rows and 2 columns, but the row names are very long but I need to select them according to a small part of it and perform calculations on the subsets. This is the example: X Y "Unique to

I have a humongous csv file containing census data, far too big to read into RAM. I have been trying to extract individual columns from this file using the colbycol package. This works for certain subsets of the columns, but not for others. I have not yet been able to precisely identify the problem columns, as there are 731 columns and running colbycol on the file on my old slow machine takes

Hi I have "observations" obs <- (11455, 11536, 11582, 11825, 11900, ...) and a simulation function f(A,B,C,D,E,F), so sim <- f(A,B,C,D,E,F) e.g. sim = c(11464, 11554, 11603, 11831, 11907, ...) now I would like to fit A,B,C,D,E,F such that "obs" and f(A,B,C,D,E,F) match as well as possible. A,..,F should be integers and have bounds. How would you solve this problem

Hi, I'm an R newbie and I've been struggling with a optimization problem for the past couple of days now. Here's the problem - I have a matrix of expected payouts from different stock option strategies. Each column in my matrix represents a different stock and each row represents the return to the strategy given a certain market move. So the rows are not a time series of percentage

#using "rollapply" to calculate a moving sum or running sum? #I am tryign to use rollapply to calcualte a moving sum? #I tried rollapply and get the error message #"Error in seq.default(start.at, NROW(data), by = by) : # wrong sign in 'by' argument" #example: mymatrix <- ( matrix(data=1:100, nrow=5, ncol=20) ) mymatrix_cumsum <- ( matrix(data=NA, nrow=5,

Dear R-helpers, www.statistik.lmu.de/~*leisch*/*Sweave*/*Sweave*-Rnews-2003-2.pdf says that R CMD build creates the pdf from a .Rnw file. But when I do R CMD build followed by R CMD check it gives me a warning that there is a vignette without a PDF. My query is : when R CMD build works it creates a pdf in the doc subdirectory of the directory returned by system.file(package = mypackage) and not