similar to: Score vector in optim

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I use optim to compute maximum likelihood estimations without giving an analytical gradient to optim. However, I would like to get an output of the final numerical gradient vector and the final matrix of contributions to the gradient. But I did not find any mention of this kind of output in help pages. Does anyone know how to do that ? Stephane Luchini GREQAM Marseille, France

Good evening! I have a multi-dimensional minimization problem whose gradient is pretty hard to code. I tried Nelder and Mead method implemented in function optim and it does not work well. I also tried the quasi Newton method in optim using difference as approximate derivative. It does not work well either. I just went through Numerical Recipes book. The book discusses another method without

================================================= This is an automated summary of the status of the R-bugs repository. Note that this may be neither complete nor perfectly correct at any given instance: Not all bugs are reported, and some reported bugs may have been fixed, but the repository not yet updated. Some bug fixes are difficult to verify because they pertain to specific hardware or

Dear R-users, In the function constrOptim there is an option to get an approximation to the hessian of the surrogate function R at MLE by declaring hessian=TRUE in the calls to the function optim. I would like to ask if it is advisable to get an approximate hessian for the funcrion f as follows: f''(theta)=R''(theta|theta_k)-B''(theta) where

================================================= This is an automated summary of the status of the R-bugs repository. Note that this may be neither complete nor perfectly correct at any given instance: Not all bugs are reported, and some reported bugs may have been fixed, but the repository not yet updated. Some bug fixes are difficult to verify because they pertain to specific hardware or

Hallo! I read SPSS data in the following way: library(Hmisc) library(foreign) dat<-spss.get("surv_abb.sav") In R1.9.1 I got the message: "Error in all(arg == choices) : Object "typeDate" not found" In R1.8.0 the same script works fine. Does anybody know a possibilty to read a SPSS file under R1.9.1? Thanks! Karl

Hello, is there a possibilty in R to convert numbers (double precision, 64bit) into single precision ones (32bit). I need that for compatibility reasons. Until now I call a C application which casts a double to a float. float precision32(double value) { return (float)value; } But I want to use a R only method. What can I do? Kind regards, Sebastian

I'm trying to obtain numerical derivative of a probability computed with mvtnorm with respect to its parameters using grad() and jacobian() from NumDeriv. To simplify the matter, here is an example: PP1 <- function(p){ thetac <- p thetae <- 0.323340333 thetab <- -0.280970036 thetao <- 0.770768082 ssigma <- diag(4) ssigma[1,2] <- 0.229502120

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

Hello I am running a project but I encounter a problem . I would be happy to receive help : problem: I have a binary dependent variable and some covariates logit(y)=a+bx+cz . I want to estimate the score vectors and their covariance by the usage of logit function and so glm in R .The vlaue of one of the coefficient ( like b) is known previously and I want to extract a and c and covariance

In the documentation for 'optim' it gives the following function: fr <- function(x) { ## Rosenbrock Banana function x1 <- x[1] x2 <- x[2] 100 * (x2 - x1 * x1)^2 + (1 - x1)^2 } optim(c(-1.2,1), fr) When I run this code I get: $par [1] 1.000260 1.000506 I am sure I am missing something but why isn't 1,1 a better answer? If I plug 1,1 in the function it seems

Hi R users, is there any possibilty that a while loop is working like that: z <- c(0,1,2,3,4,5,6,7,8,9) r <- 7 while(w == T) { for ( i in 1:10 ){ w <- r == z[i] print(w) } } The loop should stop if w == TRUE best regards -- View this message in context:

Hello everyone, I am doing the hypothesis test and I need the score vector of each iteration in glm (family=binomial); how could I do it. I tried trace option but it gives me just AIC of each iteration nothing more. thanks; [[alternative HTML version deleted]]

Dear All, I am trying to find MLE by using "OPTIM" function. Difficult in differentiating some parameter in my objective function, I would like to use the returned hessian matrix to yield an estimate of Fisher's Information matrix. My question: Since the hessian is calculated by numerical differentiate, is it a reliable estimate? Otherwise I would have to do a lot of work to

Hi, is there a possibilty to get my function output with "cat " as data.frame.rows with variables ? Var1---------------- 8 15 1 3 Var2---------------- 0.170 0.319 0.0213 0.0638 Var3---------------- 83.8 88.6 90 75 Var4---------------- 84.3 84.3 100 83.3 Var5---------------- 62.5 56 20 53.3 function(data.frame) { .... ....

Hi all, I'm trying to make a little script to determine an "unknown" rate for a number of known exponential trials. My Code: #Set Trials and generate number trials=100 rand<-runif(1,0,1) vector=0 #Generate vector of 100 random exponentials and sum them for (i in 1:100) { vector<-rexp(trials,rate=rand) } sumvect=sum(vector) #Create the log likelihood function

I'd like to run write.exe (an - I think - old Windows 3.1 application). The problem is: It doesn't run but brings up a message that there isn't enough working memory (out of memory error). Actually, there is too much of it. With Windows itself, I can fix it by adjusting the FileCache entry in the system.ini (see http://support.microsoft.com/?scid=kb;en-us;253912). Unfortunately, this

Hi all, I searched through the archives, but found nothing... Is there a possibilty, to take over a call ?? I have for example two extensions.. 102 and 103.... if 102 is ringing, but noone one the desk, I want, that 103 can answer this call on his phone, by just typing some digits... has someone such a setup running, and perhaps some hints for me ??? Thanks in advance.... -- Bye Ernst

Hi, I am using the quota plugin of dovecot. Dovecot is running as LDA for postfix. When the system is running into the quota limit, the bounce message reads as follows: > Your message was automatically rejected by Dovecot Mail Delivery Agent. > The following reason was given: > Quota exceeded Can I somehow change this message, to make it more userfriendly? Postfix has a possibilty