Displaying 20 results from an estimated 200 matches similar to: "Noisy objective functions"
2010 Jul 15
1
Proper use of grep
I just need to confirm something with pattern matching folks. I have a factor with the following levels in a very large data set:
> levels(all$Classical.Statistic)
[1] "" "AB;ABD" "CollapsedSteps" "CR_P" "CR_Prop;CR_P;AB"
[6] "NMK"
2010 Sep 21
5
Can ucminf be installed in 64 bit R and one more question?
Hey, R Users
my windows is 64 bit windows 7.?I am trying to install the package ucminf into
my 64 bit version R but cannot.??the package I downloaded is from
http://cran.r-project.org/web/packages/ucminf/index.html?and I installed it with
the "install from local zip files", due to I did not connect my computer to
internet.
did anyone meet this problem and is there a version of
2012 Mar 24
1
Solving the equation using uniroot
Hello all,
I was going to solve (n-m)! * (n-k)! = 0.5 *n! * (n-m-k)!
for m when values of n and k are provided
n1<-c(10,13,18,30,60,100,500) # values of n
kx<-seq(1,7,1); # values of k
slv2<-lapply(n1,function(n){
slv1<-lapply(kx,function(k){
lhs<-function(m)
{
2010 Nov 16
4
DBLEPR?
Ravi Varadhan and I have been looking at UCMINF to try to identify why it gives occasional
(but not reproducible) errors, seemingly on Windows only. There is some suspicion that its
use of DBLEPR for finessing the Fortran WRITE() statements may be to blame. While I can
find DBLEPR in Venables and Ripley, it doesn't get much mention after about 2000 in the
archives, though it is in the R FAQ
2010 Nov 16
4
DBLEPR?
Ravi Varadhan and I have been looking at UCMINF to try to identify why it gives occasional
(but not reproducible) errors, seemingly on Windows only. There is some suspicion that its
use of DBLEPR for finessing the Fortran WRITE() statements may be to blame. While I can
find DBLEPR in Venables and Ripley, it doesn't get much mention after about 2000 in the
archives, though it is in the R FAQ
2010 Jun 22
1
Subject: Re ZINB by Newton Raphson??
I have not included the previous postings because they came out very strangely on my mail
reader. However, the question concerned the choice of minimizer for the zeroinfl()
function, which apparently allows any of the current 6 methods of optim() for this
purpose. The original poster wanted to use Newton-Raphson.
Newton-Raphson (or just Newton for simplicity) is commonly thought to be the
2011 Jan 17
1
isoreg memory leak?
I believe there is a memory leak in isoreg in the current version of R,
as I believe the following shows
> gc()
used (Mb) gc trigger (Mb) max used (Mb)
Ncells 120405 3.3 350000 9.4 350000 9.4
Vcells 78639 0.6 786432 6.0 392463 3.0
> for(k in 1:100) {
+
+ y <- runif(10000)
+ isoreg(x,y)
+ }
> rm(x)
> rm(y)
> gc()
used (Mb) gc
2011 May 02
1
Optimization - n dimension matrix
Dear all,
I am facing the following problem in optimization:
w = (d, o1, ..., op, m1, ..., mq) is a 1 + p + q vector
I want to determine:
w = argmin (a - d(w))' A (a - d(w))
where a is a 1xK marix, A is the covariance matrix of vector a, d(w) is a
1xK vector which parameters are functions of parameters d, o1 .. op, m1 ..
mq.
Is there some function to solve this problem easily? I know
2016 Apr 26
0
Antwort: Fw: Re: Creating variables on the fly (SOLVED)
Hi Don,
Hi to all readers,
many thanks for all your answers and all your help.
I adapted Don's code to my data and Don's code does the trick:
str(Kunden01)
for (year in 2011:2015) {
Reeller_Kunde <- paste0("Reeller_Kunde_", year)
Umsatz <- paste0("Umsatz_", year)
cat('Creating', Reeller_Kunde,'from', Umsatz,'\n')
Kunden01[[
2013 Apr 03
1
DUD (Does not Use Derivatives) for nonlinear
> Date: Tue, 2 Apr 2013 06:59:13 -0500
> From: Paul Johnson <pauljohn32 at gmail.com>
> To: qi A <send2aqi at gmail.com>
> Cc: R-help <r-help at r-project.org>
> Subject: Re: [R] DUD (Does not Use Derivatives) for nonlinear
> regression in R?
> Message-ID:
> <CAErODj_1pK8raHyAme_2Wt5zQZ_HqOhRjQ62bChhkORWbW=o2A at mail.gmail.com>
> Content-Type:
2016 Apr 22
4
Creating variables on the fly
Hi all,
I would like to use a loop for tasks that occurs repeatedly:
# Groups
# Umsatz <= 0: 1 (NICHT kaufend)
# Umsatz > 0: 2 (kaufend)
for (year in c("2011", "2012", "2013", "2014", "2015")) {
paste0("Kunden$Kunde_real_", year) <- (paste0("Kunden$Umsatz_", year) <= 0) * 1 +
2010 Jun 02
2
help in expression( )
Hi,
I was trying to have a graph whose axes are of the following type:
X axis: n and Y axis: var[U ((a,b) in suffix, and (n,d) in the power)].
U ((a,b) in suffix, and (n,d) in the power)- U^(n,d) _ (a,b).
Actually I require many plots involving different values of a,b,n,d, so need to keep this complicated notation.
The code I used:
plot(n, hn$h_pg,
2012 May 17
3
nls and if statements
Hi All,
I have a situation where I want an 'if' variable to be parameterized. It's
entirely possible that the way I'm trying to do this is wrong, especially
given the error message I get that indicates I can't do this using an 'if'
statement.
Essentially, I have data where I think a relationship enters when a variable
(here Pwd) is below some value (z). I don't
2012 Nov 03
2
optim & .C / Crashing on run
Hello,
I am attempting to use optim under the default Nelder-Mead algorithm for
model fitting, minimizing a Chi^2 statistic whose value is determined by a
.C call to an external shared library compiled from C & C++ code.
My problem has been that the R session will immediately crash upon starting
the simplex run, without it taking a single step.
This is strange, as the .C call itself works,
2011 May 02
2
easy way to do a 2-D fit to an array of data?
Hi,
I've got a matrix, Z, of values representing (as it happens) optical
power at each pixel location. Since I know in advance I've got a
single, convex peak, I would like to do a 2D parabolic fit of the form
Z = poly((x+y),2) where x and y are the x,y coordinates of each pixel
(or equivalently, the row, column numbers).
Is there an R function that lets me easily implement that?
using optimize with two unknowns, e.g. to parameterize a distribution with given confidence interval
2010 Oct 15
2
using optimize with two unknowns, e.g. to parameterize a distribution with given confidence interval
Hi,
I would like to write a function that finds parameters of a log-normal
distribution with a 1-alpha CI of (x_lcl, x_ucl):
However, I don't know how to optimize for the two unknown parameters.
Here is my unsuccessful attempt to find a lognormal distribution with
a 90%CI of 1,20:
prior <- function(x_lcl, x_ucl, alpha, mean, var) {
a <- (plnorm(x_lcl, mean, var) - (alpha/2))^2
b
2019 Nov 03
4
Recent inability to view long filenames stored with scp via samba mount
Greetings Samba team,
It has been a long time since I needed to ask a Samba technical question.
Server and workstation are both running the latest Samba packages via Ubuntu 16.04 LTS. I recently applied the security updates... actually that was yesterday I applied them.
> samba (2:4.3.11+dfsg-0ubuntu0.16.04.23) xenial-security; urgency=medium
>
> * SECURITY UPDATE: client code can
2012 May 13
2
Discrete choice model maximum likelihood estimation
Hello,
I am new to R and I am trying to estimate a discrete model with three
choices. I am stuck at a point and cannot find a solution.
I have probability functions for occurrence of these choices, and then I
build the likelihood functions associated to these choices and finally I
build the general log-likelihood function.
There are four parameters in the model, three of them are associated to
2010 Sep 17
0
question on OPTIMX with installing and using
Dear R users
I have tried to install the optimx but met problems.
I have gone to the website you suggested:
https://r-forge.r-project.org/R/?group_id=395
and tried to install it with the following method:
install.packages("optimx", repos="http://R-Forge.R-project.org")
I have received the following information:
package 'numDeriv' successfully unpacked and MD5