similar to: minimization using Powell's method without derivative

One of the real advances (in my humble oppinion of course) of 2003 is the Very Fast Multivariate Kernel Density Estimation algorithm by Alex Gray which achieves several order of speed improvement by using Computational Geometry to organize the data. The algorithm is now implemented in C++ with Mathlab interface by Alexander Ihler of MIT: http://ssg.mit.edu/~ihler/code/kde.shtml I wondered if a

without having to check the vector element by element? Thanks a lot! Jason ===== Jason G. Liao, Ph.D. Division of Biometrics University of Medicine and Dentistry of New Jersey 335 George Street, Suite 2200 New Brunswick, NJ 08903-2688 phone (732) 235-8611, fax (732) 235-9777 http://www.geocities.com/jg_liao

1. allows underscore as part of a variable name 2. Uses C or Java style comments mark. Jason ===== Jason G. Liao, Ph.D. Division of Biometrics University of Medicine and Dentistry of New Jersey 335 George Street, Suite 2200 New Brunswick, NJ 08903-2688 phone (732) 235-8611, fax (732) 235-9777 http://www.geocities.com/jg_liao __________________________________________________ HotJobs - Search

Hi Jason, I suppose you installed the Matrix library, and it is working on your computer? If yes, may be det.Matrix() was removed, or renamed in the Matrix library you have (I cannot check this for the latest version, because I am away of the office until August 1st), but I will do that next week. In the meantime, you can replace 'det.Matrix' by 'det.default', and it should run.

I have been using a laptop computer of Pentium III 1.13 Ghz. I heard that AMD's Athlon has excellent floating point capacity. So I bought a Athlon 2200+ laptop yesterday. I expected that new Athlon 2200+ will be twice as fast as the P III 1.13 GB. I ran a R simulation program and the new computer is only 30% faster, in fact slightly slower than a Celeron 1.50 GB laptop. I am very disappointed

Thanks to those who responded to my inquiry about generalized linear mixed models on R and S-plus. Before I summarize the software, I note that there are several ways of doing statistical inference for generalized linear mixed models: (1)Standard maximum likelihood estimation, computationally intensive due to intractable likelihood function (2) Penalized quasi likelihood or similar

I am excited to learn that Prof. Tierney is bringing to us compiled R. I would like to learn when it will be available. This information will be useful in scheduling some of my projects. Thanks. Jason Jason Liao, http://www.geocities.com/jg_liao Dept. of Biostatistics, http://www2.umdnj.edu/bmtrxweb University of Medicine and Dentistry of New Jersey 683 Hoes Lane West, Piscataway‚ NJ 08854

Hello, everyone! I guess no one is still using R on Sun Sparc these days. But our department has a (pretty new) two-CPU Sun server. We recently compiled R as a 64 bit application and expected a performance boost. But it runs 25-30% slower than the 32 bit version of R. Anyone knows why this is so? Thanks! Jason ===== Jason Liao, http://www.geocities.com/jg_liao Dept. of Biostatistics,

First, I love R and am grateful to be using this free and extremely high quality software. Recently I have been comparing two algorithms and naturally I programmed in R first. It is so slow that I can almost feel its pain. So I decided to do a comparison with Java. To draw 500,0000 truncated normal, Java program takes 2 second and R takes 72 seconds. Not a computer science major, I find it hard

My coauthor made a new R package GeneLogit (100% R code) which installs ok on R 2.3 on Windows. But when I type library(GeneLogit) it gave the error message Error in library(GeneLogit) : 'GeneLogit' is not a valid package -- installed < 2.0.0? It runs on R 1.9.0 just fine. It seems that others have encountered same problem but no solution is found by googling How can I fix this

First, happy holidays, everyone! Thanks to the R team for bringing out 1.4 before the new year. I have 10000 integer triplets stored in A[1:10000, 1:3]. I would like to find the unique triplets among the 10000 ones with possible duplications. What is the easiest way for this. I know the function unique(), which apply to a vector, not the 10000*3 array in my problem. Thanks in advance. Jason

Happy new month, everyone! I am planning to write a NIH grant proposal to study ways to speed Monte Carlo based maximum likelihood algorithm for hierarchical models with a focus on generalized linear mixed models (GLM with random effects). I thought it would be nice and also increase the chance of funding if I could produce an R package in the process. I understand that Prof. Pinheiro ang Bates

I did some serach around. It seems that ROC curve computation is not supported on R. Anyone has some leads? Thanks. Jason ===== Jason G. Liao, Ph.D. Division of Biometrics UMDNJ School of Public Health 335 George Street, Suite 2200 New Brunswick, NJ 08903-2688 phone (732) 235-9748, fax (732) 235-9777 http://www.geocities.com/jg_liao __________________________________________________ Great

I did several simulation sessions and the result turned out to be a surprise. After some investigation, I found that different R sessions of the program used the same seed. Simply, in R210, if I start R and type rnorm(1), I always get the same random number. This is contradictary to what is in the R document Initially, there is no seed; a new one is created from the current time when one

I have used Mike Powell's optimization routine (VA05AD) from the Harwell Subroutine Library (HSL) for more than 20 years. It is no exaggeration to say that it has helped make my career (thanks Mike). I recently learned that I am not alone in this respect - apparently it still has a loyal following in all sorts of fields! It is an exceedingly fine piece of software - fast, reliable and easy to

Good morning! I recently implemented a KD tree in JAVA for faster kernel density estimation (part of the code follows). It went well. To hook it with R, however, has proved more difficult. My question is: is it possible to implement the algorithm in R? My impression seems to indicate no as the code requires a complete class-object framework that R does not support. But is there an R package or

Folks, Has anyone implemented Powell's Method for minimisation in R ? Many thanks, Tolga

The following runs in an eyeblink on my 700Mhz Thinkpad T-20 (256 MB RAM) with Windows NT: var(matrix(rnorm(4000000),ncol=4,nrow=1000000)) This also has the virtue of being quite readable. You could allow an arbitrary covariance matrix and mean vector and it increases the time slightly, but still only about 5 seconds. Regarding performance, having tons of RAM is crucial. My Windows NT and the

For those who are interested, I have made available a R function for noncentral hypergeometric distribution at http://www.geocities.com/jg_liao/software/Hypergeometric/hypergeometric_in_R.txt The paper that describes the algorithm will appear in The American Statistician. The function does not run on S-plus as the R's scoping rule is used. Here is how the function can be used: > n1

Breaking News - Powell resigns as FCC Chair Federal Communications Commission (FCC) Chairman Michael Powell announced his resignation today (January 21, 2005) and will step down in March. In a brief statement on the FCC's website (www.fcc.gov) Powell said, "Having completed a bold and aggressive agenda, it is time for me to pursue other opportunities and let someone else take the reins