Displaying 20 results from an estimated 1000 matches similar to: "samin and vmmin"
2007 Oct 23
0
API for optimization with Simulated annealing
Dear list,
I was trying to use the R API for optimization method "Simulated annealing"
void samin(int n, double *x, double *Fmin, optimfn fn, int maxit,
int tmax, double temp, int trace, void *ex);
but I encountered the following problem:
The implementation of the function samin (as seen in src/main/optim.c)
passes its void * argument "ex" into the function
2008 Mar 16
1
optim: why is REPORT not used in SANN?
Hello,
I wonder why the control parameter REPORT is not supported by method
SANN. Looking into optim.c I found an internal constant:
#define STEPS 100
... and decreasing this to 10 helped me fine-tuning the annealing
parameters in an actual problem.
Is there any reason why not passing nREPORT to samin and setting
something like:
STEPS = nREPORT / tmax
Thomas P.
--
Thomas Petzoldt
2002 Oct 21
3
Combinatorial Optimisation
Hi
I am looking to perform a discrete mean-variance optimisation, specifically to maximise the ratio of portfolio mean over portfolio standard deviation for a portfolio of several hundred stocks through discrete position size holdings in each stock, where all position sizes must be elements of a small finite set of integer amounts which include zero.
I don't think any of the standard R
2002 Oct 21
3
Combinatorial Optimisation
Hi
I am looking to perform a discrete mean-variance optimisation, specifically to maximise the ratio of portfolio mean over portfolio standard deviation for a portfolio of several hundred stocks through discrete position size holdings in each stock, where all position sizes must be elements of a small finite set of integer amounts which include zero.
I don't think any of the standard R
2007 Nov 10
1
polr() error message wrt optim() and vmmin
Hi,
I'm getting an error message using polr():
Error in optim(start, fmin, gmin, method = "BFGS", hessian = Hess, ...) :
initial value in 'vmmin' is not finite
The outcome variable is ordinal and factored, and the independant variable
is continuous. I've checked the source code for both polr() and optim()
and can't find any variable called
2006 Jul 05
1
i suspect that there a memory leak in "vmmin"?
Dear listers,
Am currently using MCMC approaches to estimate some parameters of my model.
One parameter has to be updated using a tuned gamma distribution. So at each
iteration I estimate the mean and variance of the density of the gamma
approximation using "vmmin" (i also supply the gradient argument). For
moderate replications the procedure works, but if I increase them R crashes.
2004 Dec 30
1
optim/vmmin and R_alloc
I am calling 'vmmin' several times from a C function (which is called via
.C). It works very well, except for memory consumption. The cause is that
vmmin allocates memory via R_alloc, and this memory is not freed as vmmin
exits. Instead all the allocated memory is freed on return of the .C
call.
In one application, I have 2000 functions of 500 variables each to
minimize. In each call to
2009 Jan 29
1
Optim error: initial value in 'vmmin' is not finite
Error in optim(method = "BFGS", c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, :
initial value in 'vmmin' is not finite
I am running a logit model with latent class segments. I successfully got
estimates for 2 segments. However when I tried to increase the no. of
segments, I got this error message at the end. I checked my code again but
can't find anything wrong. Is this error
2009 Jan 28
3
initial value in 'vmmin' is not finite
Dear r helpers
I run the following code for nested logit and got a message that
Error in optim(c(0, 0, 0, 0, 0.1, -2, -0.2), fr, hessian = TRUE, method = "BFGS") : initial value in 'vmmin' is not finite
What does this mean? and how can I correct it?
Thank you
June
> yogurt = read.table("yogurtnp.csv", header=F,sep=",")> attach(yogurt)>
2009 Mar 17
1
initial value in 'vmmin' is not finite
Dear r helpers,
I'm trying to run the models of the BIOMOD package and got this message:
*
Error in nnet.default (x, y, w,...): **initial value in 'vmmin' is not finite*
What does this mean? and how can I correct it?
Thank you
*Andreia*
[[alternative HTML version deleted]]
2009 Jul 10
2
error: optim(rho, n2ll.rho, method = method, control = control, beta = parm$beta, : initial value in 'vmmin' is not finite
I am trying to use the lnam autocorrelation model from the SNA package. I have it running for smaller adjacency matrices (<1,500) it works just fine but when my matrices are bigger 4000+. I get the error:
> lnam1_01.adj<- lnam(data01$adopt,x01,ec2001.csr)
Error in optim(rho, n2ll.rho, method = method, control = control, beta = parm$beta, :
initial value in 'vmmin' is not
2003 Nov 21
1
R memory allocation error - Unix
I am using ESS on a unix system for my analysis. My R environment
contains a 90118 by 94 dataframe. I am trying to calculate the mean of a
column in this data frame and I am getting the following error:
Error: can not allocate a vector of size 704 Kb
I have tried
options(memory=1000000000000000000)
and this does not help.
when I call gc() this is what is returned
> gc()
used
2011 Feb 16
1
error in optim, within polr(): "initial value in 'vmmin' is not finite"
Hi all. I'm just starting to explore ordinal multinomial regression. My dataset is 300,000 rows, with an outcome (ordinal factor from 1 to 9) and five independent variables (all continuous). My first stab at it was this:
pomod <- polr(Npf ~ o_stddev + o_skewness + o_kurtosis + o_acl_1e + dispersal, rlc, Hess=TRUE)
And that worked; I got a good model fit. However, a variety of other
2009 Mar 02
1
initial gradient and vmmin not finite
Dear Rhelpers
I have the problem with initial values, could you please tell me how to solve it?
Thank you
June
> p = summary(maxLik(fr,start=c(0,0,0,1,0,-25,-0.2)))
Error in maxRoutine(fn = logLik, grad = grad, hess = hess, start = start, :
NA in the initial gradient
> p = summary(maxLik(fr,start=c(0,0,0,1,0,-25,-0.2),method="BFGS"))
Error in optim(start, func, gr =
2007 Oct 24
4
X11 graphics windows under CMD BATCH
Hi there,
I am trying to plot some output from a FORTRAN (ifort) program using
R (2.5.1) under batch mode. In the FORTRAN code, I call R in batch
mode to execute a script called fig1.R using something like
PROGRAM test
USE IFPORT
IMPLICIT NONE
DO
!Some function which makes an output file called ~/fortran_output.txt
CALL myfunc()
!System call to R plotting routine
CALL SYSTEM
2008 Jan 18
1
constrOptim with method SANN
Hi Everyone,
I'm trying to minimize a function using constrOptim with
the simulated annealing method SANN.
If I understand constrOptim well, it basically passes most
of its arguments to optim while somehow enforcing the constraints.
My problem is, that since SANN does not need gradients,
when using optim with SANN, the gr argument of optim is
used to specify a function to create the next
2012 Feb 23
0
error in optim: initial value in 'vmmin' is not finite
Dear r-helpers,
I'm experiencing some problems in fitting a maximum likelihood binomial
model to some of my data. The error is in optim, which founds: Error in
optim(par = c(0.2, 0.5), fn = function (p) :
initial value in 'vmmin' is not finite
Yes, I know it's a common problem, and I've carefully searched and readed
all the posts about the issue, But, I can't find a
2008 Jun 26
1
Question about Constraint Optimization
Dear All,
I am having trouble in using R function "constrOptim" to do constraint
optimization. It seems that "constrOptim" calls function "optim" when it
does the optimization, and "optim" allows us to set "method" to be "SANN"
if we want to use simulated annealing. In "optim", the function allows us
to set gradient to be
2005 Feb 23
1
Problem saving logic regression result equation to disk file
I want to get some "simple" logic regression examples to work before
exploring a hard problem.
I can get results, but I'm having some problems using "cat" to save the
logic regression equation to a disk file.
Consider this:
# Simple Logic Regression Example
# efg, 23 Feb 2005
library(LogicReg)
# Create simulated data with known logic equation:
# "noise"
2007 Apr 13
1
Simulated annealing using optim()
I'm preparing some code to compute the optimal geometry of stressed
solids. The core of the calculations is the optimization of elastic energy
using the simulated annealing method implemented in the R optim() rutine.
I've defined a function to compute this "energy" scalar (the fn parameter
for optim) and prepared a list with the arrays defining the geometry and
the elastic