similar to: Does R have a function for constrained minimiztion

_______________________________________________________________________________________ Hi, I was just wondering if there was any available R code that could handle general constrained optimisation problems. At the moment I'm using nlminb and optim, both of which allow box constraints on the parameters, but ideally I'd like to be able to specify more general constraints on the solution

Hello everybody I need some help. Currently, I'm translating a code from Splus to R. In Splus code there is the function nlminb (Nonlinear Minimization subject to Box Constraints) used. Does anybody know an equivalent function in R? Thanks for help Kind regards, Beat Huggler _____________________________________________ Beat Huggler Quantitative Analysis RMF Investment Management

Dear R and S users, I've been working on fitting finite mixture of negative exponential distributions using maximum likelihood based on the example given in MASS. So far I had much success in fitting two components. The problem started when I tried to extend the procedure to fit three components. More specifically, likelihood = sum( ln(c1*exp(-x/lambda1)/lambda1 + c2*exp(-x/lambda2)/lambda2

Hello all, I am trying to minimize a function which contains a double integral, using "nlminb" for the minimization and "adapt" for the integral. The integral is over two variables (thita and radiusb) and the 3 free parameters I want to derive from the minimization are counts0, index and radius_eff. I have used both tasks in the past successfully but this is the first time

Hi Everybody, My problem is that nlminb doesn't converge, in minimising a logLikelihood function, with 31*6 parameters(2 weibull parameters+29 regressors repeated 6 times). I use nlminb like this : res1<-nlminb(vect, V, lower=c(rep(0.01, 12), rep(0.01, 3), rep(-Inf, n-15)), upper=c(rep(Inf, 12), rep(0.99, 3), rep(Inf, n-15)), control = list(maxit=1000) ) and that's the result :

Hi, I hope someone can help me with the following issue. I need find the minimum beta that satisfies the following: inf{beta>0 | f(x+beta*f(x))*f(x)<=0} where f() is a function and x is a sample statistic. Functions such as "nlminb" and "constrOptim" minimize a function and output the parameter (under parameter constraints). I need to minimize the parameter (also

If one specifies new options in a package, using the options() function, where does/should one document these new options? E.g. suppose that I put the line options(melvin=42) in a file zzz.R in the R directory of the package source, where the package contains functions foo(), bar(), clyde(), and irving() which all query options("melvin") and take some action based on the value of

Hello splus-users, I am trying to fit a regression model for an ordered response factor. So I am using the function polr in library(MASS). My data is a matrix of 1665 rows and 63 columns (one of the column is the dependent variable). The code I use is polr(as.ordered(q23p)~.,data=newdatap) but I am getting the following warning message singularity encountered in: nlminb.1(temp, p, liv, lv,

Dear R-help, I am trying to estimate a Cox model with nested effects basing on the minimization of the overall AIC; I have two frailties terms, both gamma distributed. There is a error message (theta2 argument misses) and I don?t understand why. I would like to know what I have wrong. Thank you very much for your time. fitM7 <- coxph(Surv(lifespan,censured) ~ south + frailty(id,

This may be an FAQ, but a (perfunctory) search failed to turn it up. Suppose I have a function foo(...){<something>} and I want to obtain, inside foo, the names of items comprising the ``...''. E.g. if I call foo(melvin,clyde,irving) I want to be able to loop through the ``...'' and successively obtain the text strings "melvin", "clyde", and

On 5/11/19 3:41 AM, Hadley Wickham wrote: > For what it's worth, I don't think this strategy can work in general, > because a class might have attributes that depend on its data/contents > (e.g. https://vctrs.r-lib.org/articles/s3-vector.html#cached-sum). I > don't think these are particularly common in practice, but it's > dangerous to assume that you can restore a

On 04/11/2019 4:40 p.m., Pages, Herve wrote: > Hi Rolf, > > On 11/4/19 12:28, Rolf Turner wrote: >> >> On 5/11/19 3:41 AM, Hadley Wickham wrote: >> >>> For what it's worth, I don't think this strategy can work in general, >>> because a class might have attributes that depend on its data/contents >>> (e.g. >>>

I am trying to build a function in a context where the environment concept would appear to be useful. But I'm a bit foggy about this concept and would appreciate some pointers and advice. Basically the function I'm building, say foo(x,t), is a function of two variables). Depending on the value of t, foo will return one of the values f1(x), f2(x), ..., fk(x), where each of f1, ..., fk is

I have constructed the function mml2 (below) based on the likelihood function described in the minimal latex I have pasted below for anyone who wants to look at it. This function finds parameter estimates for a basic Rasch (IRT) model. Using the function without the gradient, using either nlminb or optim returns the correct parameter estimates and, in the case of optim, the correct standard

I've just installed version 1.4.0 of R, and am experiencing a puzzling phenomenon with the library() function. I have .lib.loc set as follows: > .lib.loc [1] "/usr/local/lib/R/library" "/home/faculty/rolf/Rlib" If I invoke > library(melvin) I get the error message Error in library(melvin) : There is no package called `melvin' but if I invoke >

Hello -- The question I have is about the gmm() function from the 'gmm' package (v. 1.4-5). The manual accompanying the package says that the gmm() function is programmed to use either of four numerical solvers -- optim, optimize, constrOptim, or nlminb -- for the minimization of the GMM objective function. I wonder whether there is a way to pass controls to a solver used while calling

-----Original Message----- From: MAKRO BAGAFORO, Melvin Sent: Friday, November 16, 2001 11:52 AM To: 'Ben Elliston' Subject: RE: samba error Hi Guys, I already downloaded the latest config.guess and config.sub files, './configure' command is now error free. However, I have another problem, samba won't start. Samba test results:

Dear R-users, I have sent another mail some hour ago about a matlab Code I was trying to translate in R. Actually I have found a simpler code originally written in S-PLUS for the same function. Author's page -> http://math.bu.edu/people/murad/methods/locwhitt/ ============================================================= rfunc_function(h, len, im, peri) # h -- Starting H value for

Greets, I'm trying to use nlminb() to estimate the parameters of a bivariate normal sample and during one of the iterations it passes a parameter vector to the likelihood function resulting in an invalid covariance matrix that causes dmvnorm() to throw an error. Thus, it seems I need to somehow communicate to nlminb() that the final three parameters in my parameter vector are used to

Hi, I got a code from S that uses 'nlminb' to minimize a function with constraints. Is there a similar function in R? Thanks. R. Heberto Ghezzo Ph.D. Meakins-Christie Labs McGill University Montreal - Canada heberto at meakins.lan.mcgill.ca -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read