similar to: Problems using quadprog for solving quadratic programming problem

Hello, I have a data set which I am using to find a model with the most significant parameters included and most importantly, the p-values. The full model is of the form: sad[,1]~b_1 sad[,2]+b_2 sad[,3]+b_3 sad[,4]+b_4 sad[,5]+b_5 sad[,6]+b_6 sad[,7]+b_7 sad[,8]+b_8 sad[,9]+b_9 sad[,10], where the 9 variables on the right hand side are all indicator variables. The thing I don't understand

Do Users of Nonlinear Mixed Effects Models Know Whether Their Software Really Works? Lesaffre et. al. (Appl. Statist. (2001) 50, Part3, pp 325-335) analyzed some simple clinical trials data using a logistic random effects model. Several packages and methods MIXOR, SAS NLMIXED were employed. They reported obtaining very different parameter estimates and P

Hi there! Today I tried to estimate models using both plm and pgmm functions, with an interaction between X1 and lag(X2, 1). And I notice two issues. Let "Y=b_1 * X_1 + b_2 * X_2 + b_3 * X_1 * x_2 + e" be our model. 1) When using plm, I got different results when I coded the interaction term with I(X1 * lag(X2, 1)) and when I just saved this multiplication X1 * lag(X2, 1) in a

Hi, See example. for (i in 1:2) { for (j in 1:3) { b_1[i,j]<-rank(c(a1[i,j],a2[i,j],a3[i,j]))[1] b_2[i,j]<-rank(c(a1[i,j],a2[i,j],a3[i,j]))[2] b_3[i,j]<-rank(c(a1[i,j],a2[i,j],a3[i,j]))[3] } } The inner codes is really repeated, so i want to change the inner codes into loops. Take nn is from 1 to 3, something like, for (nn in 1:3) {

Dear All, I've been searching relevant topics about replacing values, none seemed to be applicable to me... I have a file with many many varieties, and want to replace some of them into different names. I tried various of ways, still don't know how to do that most efficiently.. Here is part of the example data: Gen Rep A_1 1 A_1 2 A_2 1 A_2 2 B_1 1 B_1

Dear R-users I'm running a maximum likelihood procedure using the spg package. I'd like to save some output produced in each iteration to a file, but if I put the capture.output() within the function I get the following message; Error in spg(par = startval, fn = loglik, gr = NULL, method = 3, lower = lo, : Failure in initial function evaluation!Error in -fn(par, ...) : invalid argument

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

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

sorry for cross-posting Dear all, I have tow (several) bivariate distributions with a known mean and variance-covariance structure (hence a known density function) that I would like to compare in order to get an intersect that tells me something about "how different" these distributions are (as t-statistics for univariate distributions). In order to visualize what I mean hear a little

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

Hi list, i'm using Samba 3.0.14a as standalone-pdc with posix-acl-features. On the fileserver i've mounted an ext3 partition to /home /dev/hdc2 /home type ext3 (rw,usrquota,acl) The following directory structur exists on /home /home +-/public_folder (exported per samba as \\fileserver\public ) | +-/a | +-/a_ann | | +-/anyfolder | | +- anyfiles | +-/a_bert | +-/a_sven | +-/a_eve |

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 <-

Hi, everybody. I am working processing EEG data from 1000 pacients. I have a specific syntax to perform the Spectral Analysis and a loop to analyse all subjects. each subject data are in separate folders (P1, P2 P3...) My question is: in some cases, some errors can appear in one subject. I want to know if is possible to jump to the next subject and perform the same syntax , exibiting an error

Hi Everyone, I am trying to figure out the spatstat package for the first time and am having some trouble. Unfortunately, I can't post my data set but I'll hopefully post enough details for some help. I want to model the intensity of a spatial point process using 2 covariates from my data. After reading through the documentation, I have successfully created 2 "ppp" objects. The

On 23 October 2013 16:05, Arnold Schwaighofer <aschwaighofer at apple.com>wrote: > In the examples you gave there are no reduction variables in the loop > vectorizer’s sense. But, they all have memory accesses that are strided. > This is what I don't get. As far as I understood, a reduction variable is the one that aggregates the computation done by the loop, and is used

Hi all, Does anyone have any tips for extracting chunks of data from a distance matrix? For instance, if one was interested in only a subset of distance comparisons (i.e., that of rows 4 thru 6, and no others), is there a simple way to pull that data out? >From some playing around with an example (below), I've been able to figure out that a distance matrix in R is stored as a single

At the risk of ridicule for my deficient linear algebra skills, I ask for help using the solve.QP function to do portfolio optimization. I am trying to following a textbook example and need help converting the problem into the format required by solve.QP. Below is my sample code if anyone is willing to go through it. This problem will not solve because it is not set up properly. I hope I

Hi there, I'm trying to solve 2 nonlinear equations in 2 unknowns using the BB package. The first part of my program solves 3 ODEs using the deSolve package. This part works. The output is used as parameter values in the functions I need to solve. The second part is to solve 2 equations in 2 unknowns. This does not work. I get the error message "unexpected end of input". So what

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

Hello: Does anyone know if there exists a package that handles methods for [ for dist objects? I would like to access a dist object using matrix notation e.g. dMat = dist(x) dMat[i,j] Thanks in advance to anyone who can point me in the right direction. [[alternative HTML version deleted]]