similar to: Minimize function of several variables?

Estimados Usuarios-R: Estoy convirtiendo un programa en Matlab a R. El original lo saqu de: Lai, M., & Poltera, Y. (2009). Lecture with computer exercises: Modelling and simulating social systems with matlab. Tech. rep., Swiss Federal Institute of Technology (December 2009). 27. Ahora estoy convirtiendo la siguiente funcin: function sizes = gridsizes(N,varargin) % gridsizes(N) calculates

I have had the following problem with R 2.10, 2.13.1, and 2.13.2, running on Ubuntu linux 10.04, xubuntu 11.10, and a version of Redhat (I think 5). rnorm.sobol is producing impossible random values, and occasionally the routine crashes. Here are samples of the output and the crash message. library(fOptions) Zs <- rnorm.sobol(50, dimension=1) produces this: [,1] [1,]

Hi, I didn't find any post on this subject so I ll ask you some advices. Let's say that I have two library trees. Number 1 is the default R library tree on path1 Number 2 is another library tree on a server with all packages on path2. When I set library(aaMI,lib.loc=paths2) it loads the package even if its not on default R library When I set library(fOptions,lib.loc=paths2) it

… actually, now that I’m able double-check this, I’m quite surprised to find that we didn’t define fmax(+0,–0) in IEEE–754, which says [paraphrased]: minNum(x,y) is x if x < y, y if y < x, and the number if one is a number and the other is NaN. Otherwise, it is either x or y (this means results might differ among implementations). So I think your proposed semantics are perfectly

Hi, I’d like to re-propose adding intrinsics for fmin / fmax. These can be used to implement the equivalent libm functions as defined in C99 and OpenCL, which R600 and AArch64 at least have instructions with the same semantics. This is not equivalent to a simple fcmp + select due to its handling of NaNs. This has been proposed before, but never delivered

This is a problem with all floating point folding, not just with these operations. What Matt is proposing is consistent with how we fold other libm intrinsics. —Owen > On Aug 18, 2014, at 1:22 AM, Mueller-Roemer, Johannes Sebastian <Johannes.Sebastian.Mueller-Roemer at igd.fraunhofer.de> wrote: > > Wouldn’t it be better to use the target’s implementation (if there is one)

Hi Carter, I would strongly advise you against this direction. I’m aware of two directions that existing languages go in defining min/max operations: - IEEE 754, C, Fortran, Matlab, OpenCL, and HLSL all define it not to propagate NaNs - C++ (std::min/std::max) and OpenGL define it in the trinary operator manner: (a < b) ? a : b What you’re proposing does not match any existing languages

I was trying to find source for optimize and I ran across function (f, interval, ..., lower = min(interval), upper = max(interval), maximum = FALSE, tol = .Machine$double.eps^0.25) { if (maximum) { val <- .Internal(fmin(function(arg) -f(arg, ...), lower, upper, tol)) list(maximum = val, objective = f(val, ...)) } else { val <-

It is a pleasure for me to announce the new built for Rmetrics Version 191.0057. The source files and Windows binary packages can be downloaded from www.rmetrics.org . The new built has also been submitted to the CRAN server. Some new functions and example files have been added. Unfortunately the user guides and reference guides are not yet updated, they have still the status of Version

Hi, The specification for the llvm.minnum/llvm.maxnum intrinsics is too unclear right now to usefully optimize. There are two problems. First the expected behavior for signaling NaNs needs to be clarified. Second, whether the returned value is expected to be canonicalized (as if by llvm.canonicalize). Currently according to the LangRef: Follows the IEEE-754 semantics for minNum, which also

I'm using the CRRBinomialTreeOption function (in package "fOptions") with a loop for pricing a large number of options. But I can't transfer the values obtained from this function to a "numeric" matrix as the outcome of this function is not a simple numeric. The following is the piece of code: # USING THE FUNCTION library(fOptions)

> On Nov 2, 2017, at 11:15 AM, Tiby Kantrowitz <tlkantro at gmail.com> wrote: > > The issue is fAsianOptions. Is there a version that works with the latest version of R? If not, which version of it works with which version of R and where can it be found? I tried several at the archive already. sessionInfo() R version 3.4.2 Patched (2017-10-04 r73465) Platform:

Dear R Users/Experts, I am using a function called logitreg() originally described in MASS (the book 4th Ed.) by Venebles & Ripley, p445. I used the code as provided but made couple of changes to run a 'constrained' logistic regression, I set the method = "L-BFGS-B", set lower/upper values for the variables. Here is the function, logitregVR <- function(x, y, wt =

Hi list! I'm getting an error message when trying to fit an accelerated failure time parametric model using the aftreg() function from package eha: > Error in optim(beta, Fmin, method = "BFGS", control = list(trace = > as.integer(printlevel)), : > non-finite finite-difference value [2] This only happens when adding four specific covariates at the same time in the

> On Jul 23, 2018, at 3:40 PM, Alex Bradbury via llvm-dev <llvm-dev at lists.llvm.org> wrote: > > On 23 July 2018 at 11:56, Arsenault, Matthew via llvm-dev > <llvm-dev at lists.llvm.org <mailto:llvm-dev at lists.llvm.org>> wrote: > >> Hi, >> >> >> The specification for the llvm.minnum/llvm.maxnum intrinsics is too unclear >> right

Sorry, I deleted my old post. Pasting the new query below. Dear R Users/Experts, I am using a function called logitreg() originally described in MASS (the book 4th Ed.) by Venebles & Ripley, p445. I used the code as provided but made couple of changes to run a 'constrained' logistic regression, I set the method = "L-BFGS-B", set lower/upper values for the variables. Here

Hi, I wanted to use R's lbfgsb method for minimization from C. Unfortunately, my toy examples always crashes (segmentation fault). What's wrong with it? double eval(int n, double* par, void *ex) { double result = 0; for (int i=0; i<n; ++i) { result += par[i]*par[i]; } printf("result=%.2f\n", result); return result; } void grad(int n, double *par, double *gr,

> On Nov 2, 2017, at 12:07 PM, Tiby Kantrowitz <tlkantro at gmail.com> wrote: > > Yes. That's the version I've been discussing that has non-zero exit status. That situation is why CRAN retired the prob package. It's possible you installed that library earlier in development and it's been "carried" along. It no longer installs, now. > > The problems

Hi there, can anyone tell me how to extract to values of a particular slot for some S4 object? Let take following example: > library(fOptions) > val <-GBSOption(TypeFlag = "c", S = 60, X = 65, Time = 1/4, r = 0.08, b = 0.08, sigma = 0.30) > val Title: Black Scholes Option Valuation Call: GBSOption(TypeFlag = "c", S = 60, X = 65, Time = 1/4, r = 0.08, b =

> On Nov 1, 2017, at 12:51 PM, Tiby Kantrowitz <tlkantro at gmail.com> wrote: > > The prob package has been archived because it depends upon some other > packages which have issues. > > However, such projects as Introduction to Probability and Statistics in R > depend upon it for learning. There are a few other resources that also use > it. > > Does anyone