similar to: Running the optimization on the subset of parameters

Following the recommendation of Prof. Ripley, I have created the Makevars file with the line: PKG_LIBS="-L/usr/lib/libm -lm -L/usr/local/lib/libgsl -lgsl -L/usr/local/lib /libgslcblas -lgslcblas" in the working directory. Now I have the code file Example3.c which computes the Bessel function value (the example is taken from the GSL reference book). I am running: R CMD SHLIB Example3.c

Dear all, I think that my question is very simple but I failed to solve it. I have a list which elements are matrices like this: >mylist [[1]] [,1] [,2] [,3] [1,] 1 3 5 [2,] 2 4 6 [[2]] [,1] [,2] [,3] [1,] 7 9 11 [2,] 8 10 12 I'd like to create a matrix M<-mylist[[1]]+mylist[[2]] [,1] [,2] [,3] [1,] 8 12 16 [2,] 10 14 18

Dear experts! I have a minimization problem with non-linear constraint and Objective function(theta)=lambda*(Constr)^2-f(x,theta). Theta is a vector of parameters. I'd like to stop the optimization after the value of the constraint is less or equal some constant value, say d, and save the last computed value of the function. For this purpose, I thought to define the Objective function like

Dear all, I'd like to find the mle esttimates using the mle function mle(negloglik, start = list(), fixed=list(), method="..."). I am using the L-BGFS-B method and I don't supply the gradient function. Is there a way to print the gradients found at the solution value? I am using R-1.9.1 on Windows and on Unix. Thank you in advance, Victoria Landsman. [[alternative

Dear experts! Is there a package that enables to create the bivariate log-normal variables? Thanks a lot, Vicky Landsman. [[alternative HTML version deleted]]

Dear all, I need an advice in the following problem. I have to maximize two functions of the form f1(x)=f(y1,x,alpha1,beta1) and f2(x)=(y2,x,alpha2,beta2), the maximization is with respect to alpha1, alpha2, beta1, beta2. I can maximize each function separately using nlm. The problem is that I have to add the constraint of the form g(alpha1)=g(alpha2). The total number of parameters is

>From the `R Data Import/Export' manual, shipped with R, as well as available from the official R web site (last three paragraphs of Section 3.1, describing functions in the `foreign' package): Function read.S which can read binary objects produced by S-PLUS 3.x, 4.x or 2000 on (32-bit) Unix or Windows (and can read them on a di erent OS). This is able to read many but not all S

Couldn't you do this by subtracting 0.5 + x from your y values and checking for normality with mean 0 and sd = 1 (using ks.test or another test of normality). If you fail, you'll have to do additional work to find out whether pairs with some particular x value (or range of x values) is causing the problem, but I think this fits the question as stated. Of course, if you have discrete x

I have found the use of save( ) and attach( ) when supported by a pair of functions written by my colleague John Miyamoto, move( ) and rm.sv( ) quite useful in managing (1) collections of useful homebrew functions, (2) project workspaces, and (3) "packages" under development. An .Rdata file containing these and other handy functions together with a brief supporting document can be

Deall all, We need to perform a statistical analysis of a large database (40,000 entries with approximately 500 fields in each entry) currently handled in Oracle. The data contains categorical variables only. At the current stage we suggest classification and clustering analysis. We are planning to perform the analysis in R and would be very grateful for any

Dear all, I need to compute (numerically) the two-dimensional integral: int(int f(x,y)dy)dx. What is the more efficient(fast) way to do it? Is adapt function appropriate for this problem? I will much appreciate your help and attention. Vicky. [[alternative HTML version deleted]]

This is not a direct answer to your question, but if all you want to do is integrate a function numerically, you don't need to be doing it through R. You should be able to find codes that you can use directly, such as quadpack or even GSL. You may want to search on GAMS (Guide to Available Mathematical Software, http://gams.nist.gov/). Andy > From: Victoria Landsman > > Dear all,

Dear R-experts, I am running a large simulation exercise where the enough complicated integration is required. The integral is computed within a C-function called Denom by use of function qags from the gsl library. Here is a piece of R-code: denom<-try(.C("Denom",as.double(x),as.integer(n), as.integer(p), as.double(param),

Hello everyone, Anybody had the chance to test out this setup and reproduce the problem? I assumed it would be something that's used often these days and a solution would benefit a lot of users. If can be of any assistance please contact me. -- Met vriendelijke groet, Richard Landsman http://rimote.nl T: +31 (0)50 - 763 04 07 (ma-vr 9:00 tot 18:00) 24/7 bij storingen: +31 (0)6 - 4388

Just did some testing.. root at vicky:~# cat /var/log/auth.log | grep "Set" May 30 21:41:05 vicky sshd[1568]: Set /proc/self/oom_adj from -17 to -17 May 30 21:41:07 vicky sshd[1574]: Set /proc/self/oom_adj to -17 root at vicky:~# ps faux | grep 1574 root 1574 0.0 0.0 70488 3404 ? Ss 21:41 0:00 \_ sshd: root at pts/1 root at vicky:~# ps faux | grep

What is 1. par.ests <- optimfit$par 2. fisher <- hessb(negloglik, par.ests, maxvalue=maxima); 3. varcov <- solve(fisher); 4. par.ses <- sqrt(diag(varcov)); Thanks a lot, fit.GEV <- function(maxima) { sigma0 <- sqrt((6. * var(maxima))/pi) mu0 <- mean(maxima) - 0.57722 * sigma0 xi0 <- 0.1 theta <- c(xi0, mu0, sigma0) #10/5/2007: removed assign() for maxima.nl

Dear R-list people, I asked a similar question a few hours before. I will try to be more specific. We like to add the GSL library to the file SHLIB in order to make it possible to run the C code using GSL functions from R. We read that the path to the libgsl.a should be added to the line shlib_libadd=' ' in the file SHLIB but it does not work on our system. Dyn.load fails with error

(Oups! I forgot to send it to the list so everyone could laugh about it. Sorry Vicky for disturbing directly) Good Morning, Vicky! Seems your smb.conf is messed up a little. As I can see you're using security = domain. With this configuration the smbpasswd-file/feature isn't need at all. Authentication is done encrypted with the domain user database, not with the smbpasswd file. The

Dear Specialists in R, May be somebody has experiment in using pakage for the book Quantitative Risk Management by McNeil? This package is writen in R. I have run this package for fitting the data to Nornal Inverse Gaussian distribution and fased with following problem. > Return<-read.csv("data.csv") > Transpose<-t(Return) > fit.NH(Transpose, case="NIG",

Hi I have the following formula (I hope it is clear - if no, I can try to do better the next time) h(x, a, b) = integral(0 to pi/2) ( ( integral(D/sin(alpha) to Inf) ( ( f(x, a, b) ) dx ) dalpha ) and I want to do an mle with it. I know how to use mle() and I also know about integrate(). My problem is to give the parameter values a and b to the