Displaying 20 results from an estimated 1000 matches similar to: "Followup on quadprog installation"
2002 May 30
1
problem installing quadprog
When I try to build/install the quadprog package under R1.50 and NT4
it seems to have trouble finding blas routines. I'm currently using the
generic blas routines, rather than ATLAS or some other tuned implementation:
> Rcmd INSTALL d:/temp/quadrprog
...
gcc --shared -s -o quadprog.dll quadprog.def quadprog.a quadprog_res.o -Lc:/a
pps/rw1050/src/gnuwin32 -lg2c -lR
2001 Sep 28
1
change directory?
Please pardon a novice use question.
Is there any way under the Win32 version of R (1.3.0)
to change the working directory from the GUI command
line? I see the "Change dir" entry under the File
menu, but haven't found a corresponding command.
Thanks in advance,
-jh-
=========================================
John M. Heumann, Agilent Technologies
815 14th St. S.W., Loveland, CO
2001 Oct 11
1
unary "-" on logicals
"An Introduction to R" says that arithmetic operators
coerce logical vectors to numeric vectors. This doesn't
seem to be true for unary "-" however:
> x <- 1:10
> p1 <- (x > 5)
> p2 <- (-p1)
> is.logical(p2)
[1] TRUE
> is.numeric(p2)
[1] FALSE
Since "==" always does binary comparison, this can lead to
some bizarre behavior:
> p1
2001 Oct 09
1
sample() help
The documentation for sample() describes the optional "prob"
argument as "A vector of probabilities of obtaining the
elements of the vector being sampled".
Both run time behavior and source code (routine FixupProb)
suggest that "prob" can be a vector of non-negative,
relative weights (i.e. not necessarily normalized).
Should the help be updated to reflect this?
2001 Sep 11
5
for loop question
In the windows version of R (1.3.0) is the following a bug, a
known problem, or expected behavior:
> for (i in 1:2) {
+ for (j in i+1:3) {
+ print(j)
+ }
+ }
[1] 2
[1] 3
[1] 4 ????
[1] 3
[1] 4 ????
[1] 5 ????
>
Conversely, the following behaves as expected:
> for (i in 1:2) {
+ k <- i+1
+ for (j in k:3) {
+ print(j)
+ }
+ }
[1] 2
[1] 3
[1] 3
>
2001 Oct 18
1
if/else at 1.3.1
Under NT with 1.3.1
if (x == 1) {
cat("Saw x=1\n");
} else {
cat("Saw x!=1\n");
}
works as expected, but
if (x == 1) {
cat("Saw x=1\n");
}
else {
cat("Saw x!=1\n");
}
is currently giving me a syntax error on the "else" line.
Apparently the parser considers the if statement to have
ended as soon as it sees first closing brace, unless
2002 Nov 26
0
degenerate cases in RPART
RPART doesn't seem to handle the degenerate case when all training
samples are drawn from a single class:
> TrainType
[1] 0 0 0 0
> TrainDat
V1 V2 V3 V4 V5
1 0.6434392 0.5105860 0.3048803 0.3161728 0.5449632
2 0.1710005 0.5973921 0.1267061 0.6146834 0.7299928
3 0.6919125 0.8880789 0.9123243 0.9061885 0.9553663
4 0.3094843 0.6475508
2002 May 10
1
updata.packages()
Something strange is happening with update.packages on my machine (Win2000,
R-1.5.0 installed from binaries). Some of the packages (see below) keep
getting updated every time. When I issue update.packages() I get this
every time for the last few days (I think since I installed 1.5 and the
packages but I am not sure). This happens with CRAN shown below and also
with CRAN set to
2002 May 21
0
Build
Dear helpers!
I tried to build a package I have written, and which I have built up to now
under R v .1.2.1, Windows 98 and Cygwin.
The plan is to migrate to R v 1.5.0, Windows 2000 and Rtools.
The package fits the decription of Simple Ports in readme.packages.
The command
C:\R\rw1050\src\gnuwin32>make pkg-sag
gave the output
make DLLNM= \
-C C:/R/rw1050/src/library/sag PKG=sag
2012 Mar 16
1
quadprog error?
I forgot to attach the problem data, 'quadprog.Rdata' file, in my prior
email.
I want to report a following error with quadprog. The solve.QP function
finds a solution to the problem below that violates the last equality
constraint. I tried to solve the same problem using ipop from kernlab
package and get the solution in which all equality constraints are
enforced. I also tried an old
2004 Sep 01
0
not positive definite D matrix in quadprog
Hello to everybody,
I have a quadratic programming problem that I am trying to solve by various
methods. One of them is to use the quadprog package in R.
When I check positive definiteness of the D matrix, I get that one of the
eigenvalues is negative of order 10^(-8). All the others are positive. When
I set this particular eigenvalue to 0.0 and I recheck the eigenvalues in R,
the last
2006 Apr 26
1
MacOSX package install problem: pkgs quadprog & tseries
I upgraded to R-2.2.1 on two PPC G5 computers today. Further I want
to work with the tseries package for the first time.
As root with
R CMD INSTALL tseries_0.10-0.tar.gz
I get the following
gcc-3.3 -bundle -flat_namespace -undefined suppress -L/usr/local/lib -
o tseries.so arma.o bdstest.o boot.o dsumsl.o garch.o ppsum.o
tsutils.o -framework vecLib -L/usr/local/lib/gcc/powerpc-apple-
2005 Nov 29
1
Constraints in Quadprog
I'm having difficulty figuring out how to implement the
following set of constraints in Quadprog:
1). x1+x2+x3+x4=a1
2). x1+x2+x5+x6=a2
3). x1+x3+x5+x7=a3
4). x1+x2=b1
5). x1+x3=b2
6). x1+x5=b3
for the problem: MIN (x1-c1)2+(x2-c2)2+...+(x8-c8)2.
As far a I understand, "solve.QP(Dmat, dvec, Amat, bvec, meq=0,
factorized=FALSE)" reads contraints using an element-by-element
1999 Nov 27
1
portfolio.optim.default, Packages tseries quadprog (PR#348)
Full_Name: Ansgar Steland
Version: 0.90.0
OS: Linux 6.1 FreeBSD 3.2
Submission from: (NULL) (62.104.196.10)
Dear R Team,
Yesterday I downloaded R 0.90.0 and the current versions of some
packages (tseries, quadprog,...).
I had no problems to build the program using FreeBSD 3.2 and SuSe Linux 6.1.
I also re-build all packages required by tseries.
I checked out portfolio.optim (package:
2010 Feb 19
1
Quadprog help
I am having some problems using Quadprog in R. I want to minimize the
objective function :
200*P1-1/2*10*P1^2+100*P2-1/2*5*P2^2+160*P3-1/2*8*P3^2+50*P4-1/2*10*P4^2+50*P
5-1/2*20*P5^2+50*P6-1/2*10*P6^2,
Subject to a set of constrains including not only the variables P1, P2, P3,
P4, P5, P6, but also the variables X1, X2,X3,X4,X5,X6,X7,X8,X9.
As the set of variables X's are not
2013 Mar 15
1
quadprog issues---how to define the constriants
Hi list:
This is my first time to post my question on the list. Thanks for your
help.
I am solving a quadratic programming using R. Here is my question:
w = arg min 0.5*w'Mw - w'N
s. t. sum(w) = 1;
w>0
note: w is weight vector, each w_i must >=0, and the sum of w =1.
Here is my R code:
A <-matrix(c(2.26,1.26,1.12,1.12,2.27,1.13,1.12,1.13,2.2),3,3);
B <-
2002 Jun 17
2
Rgui crashes
My Rgui crashes quite a lot when entering certain characters. I put a
freshly extracted msvcrt.dll into the rw1050\bin directory, but this did not
fix the problem. Perhaps, as stated in the FAQ section, I need also "put the
rw1050\bin directory early in your path" but I do not know how to do it in
Windows Me. Please could you give me some help?
E. Barahona
2006 Jun 06
1
Problems using quadprog for solving quadratic programming problem
Hi,
I'm using the package quadprog to solve the following quadratic programming problem.
I want to minimize the function
(b_1-b_2)^2+(b_3-b_4)^2
by the following constraints b_i, i=1,...,4:
b_1+b_3=1
b_2+b_4=1
0.1<=b_1<=0.2
0.2<=b_2<=0.4
0.8<=b_3<=0.9
0.6<=b_4<=0.8
In my opinion the solution should be b_1=b_2=0.2 und b_3=b_4=0.8.
Unfortunately R doesn't find
2007 Sep 03
2
The quadprog package
Hi everybody,
I'm using Windows XP Prof, R 2.5.1 and a Pentium 4 Processor.
Now, I want to solve a quadratic optimization program (Portfolio Selection) with the quadprog package
I want to minimize (\omega'%*%\Sigma%*%\omega)
Subject to
(1) \iota' %*% \omega = 1 (full investment)
(2) R'%*%\omega = \mu (predefined expectation value)
(3) \omega \ge 0 (no short sales).
Where
2002 May 31
1
Library Tcltk
Dears users,
Thanks for your responses concerning my question of yesterday (about stand-alone
package). Il would like to explore two ways:
-- Tcltk extension,
-- Rweb application.
I have installed ActiveTcl (in F:\Tcl), and I have modified the PATH (in the
autoexec.bat file):
set R_LIBS=F:\R\rw1050\library
set PATH=%PATH%;F:\Tcl\bin
set PATH=%PATH%;F:\Tcl\lib
set PATH=%PATH%;F:\R\rw1050\bin