Displaying 20 results from an estimated 3000 matches similar to: "faster way?"
2007 Nov 20
1
Vectorization/Speed Problem
Hi,
I cannot find a 'vectorized' solution to this 'for loop' kind of problem.
Do you see a vectorized, fast-running solution?
Objective:
Take the value of X at each timepoint and calculate the corresponding value
of Y. Leading 0's and all 1's for X are assigned to Y; otherwise Y is
incremented by the number of 0's adjacent to the last 1. The frequency and
2019 Feb 01
3
nlminb with constraints failing on some platforms
Hello,
R 3.5.2 on ubuntu 18.04. sessionInfo() at the end.
Works with me, same results, cannot reproduce the error.
f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 )
opt <- nlminb(rep(0, 10), f, lower=-1, upper=3)
str(opt)
xhat <- rep(1, 10)
all.equal(opt$par, xhat, tol=0) # good: 5.53 e-7
#[1] "Mean relative difference: 5.534757e-07"
all.equal(opt$objective,
2006 Aug 30
5
working with summarized data
The data sets I am working with all have a weight variable--e.g.,
each row doesn't mean 1 observation.
With that in mind, nearly all of the graphs and summary statistics
are incorrect for my data, because they don't take into account the
weight.
****
For example "median" is incorrect, as the quantiles aren't calculated
with weights:
sum( weights[X < median(X)] )
2019 Feb 01
1
nlminb with constraints failing on some platforms
> On 1 Feb 2019, at 10:00, Martin Maechler <maechler at stat.math.ethz.ch> wrote:
>
> ........
>>> sessionInfo()
>> R version 3.5.2 (2018-12-20)
>> Platform: x86_64-pc-linux-gnu (64-bit)
>> Running under: Scientific Linux release 6.4 (Carbon)
>
>> Matrix products: default
>> BLAS/LAPACK:
2017 Nov 07
2
Using MLE on a somewhat unusual likelihood function
So I am trying to use the mle command (from stats4 package) to estimate a
number of parameters using data but it keeps throwing up this error message:
Error in solve.default(oout$hessian) :
Lapack routine dgesv: system is exactly singular: U[1,1] = 0
This error sometimes indicates that the list of starting values is too far
from optimum but this is unlikely since I picked values close to where
2019 Jan 31
1
nlminb with constraints failing on some platforms
Prof Nash, Prof Galanos
Is it possible to use a generic code stub in front of packages that use
optimx to improve optimx use or curtail it according to the requirements?
Best Regards
Amit
+91 7899381263
________________________________________________________________________
Please request Skype as available
5th Year FPM (Ph.D.) in Finance and Accounting Area
Indian Institute
2019 Jan 28
8
nlminb with constraints failing on some platforms
I've noticed unstable behavior of nlminb on some Linux systems. The problem can be reproduced by compiling R-3.5.2 using gcc-8.2 and running the following snippet:
f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 )
opt <- nlminb(rep(0, 10), f, lower=-1, upper=3)
xhat <- rep(1, 10)
abs( opt$objective - f(xhat) ) < 1e-4 ## Must be TRUE
The example works perfectly when
2019 Feb 04
2
nlminb with constraints failing on some platforms
I get the failure message. To be specific:
adcomp.git>R CMD BATCH --quiet test_nlminb.R
adcomp.git>cat test_nlminb.Rout
> f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 )
> opt <- nlminb(rep(0, 10), f, lower=-1, upper=3)
> xhat <- rep(1, 10)
> abs( opt$objective - f(xhat) ) < 1e-4? ## Must be TRUE
[1] FALSE
My system is described by:
adcomp.git>uname
2006 Jun 09
1
Saving dns2.plot as a jpg image
Hello,
I am using R 2.2.1 with sn 0.4.0 and am trying to save a dns2.plot as a jpg
file.
Here is the latest version of the code I have tried:
x <- seq(0,200,length=200)
y <- seq(0, 35, length=200)
jpeg(filename = "C:/fig1.jpg", width = 5, height = 4,pointsize = 12, quality
= 100, bg = "white", res = NA)
2019 Feb 01
0
nlminb with constraints failing on some platforms
No error on Windows 10, R.3.5.2 patched, Rblas compiled with OpenBLAS
0.20, Rlapack is base.
> f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 )
> opt <- nlminb(rep(0, 10), f, lower=-1, upper=3)
> str(opt)
List of 6
$ par : num [1:10] 1 1 1 1 1 ...
$ objective : num -41.4
$ convergence: int 0
$ iterations : int 66
$ evaluations: Named int [1:2] 96 830
..-
2019 Feb 01
0
nlminb with constraints failing on some platforms
>>>>> Kasper Kristensen via R-devel
>>>>> on Mon, 28 Jan 2019 08:56:39 +0000 writes:
> I've noticed unstable behavior of nlminb on some Linux
> systems. The problem can be reproduced by compiling
> R-3.5.2 using gcc-8.2 and running the following snippet:
> f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 )
> opt
2001 May 14
0
followup: lookup function for density(...) objects
Thanks to Ross Ihaka and Bob Wheeler for responding to my earlier question. I
looked into the Johnson system functions in SuppDists package. For now, I want
to stick with the density(...) estimator, and so still need the variate lookup
function.
As per Ross' suggestion, I just did a numerical integration on the density
object and used approxfun/splinefun to "lookup" the variate
2019 Feb 06
0
nlminb with constraints failing on some platforms
Thank you, Brad (and others),
>>>>> Brad Bell on Mon, 4 Feb 2019 07:21:18 -0700 writes:
> I get the failure message. To be specific:
adcomp.git> R CMD BATCH --quiet test_nlminb.R
adcomp.git> cat test_nlminb.Rout
>> f <- function(x) sum( log(diff(x)^2+.01) + (x[1]-1)^2 )
>> opt <- nlminb(rep(0, 10), f, lower=-1, upper=3)
>>
2019 Jan 31
0
nlminb with constraints failing on some platforms
This is not about the failure on some platforms, which is an important
issue. However, what is below may provide a temporary workaround until
the source of the problem is uncovered.
FWIW, the problem seems fairly straightforward for most optimizers at my
disposal in the R-forge (developmental) version of the optimx package at
https://r-forge.r-project.org/projects/optimizer/
I used the code
##
2017 Nov 07
0
Using MLE on a somewhat unusual likelihood function
(inline)
> On 7 Nov 2017, at 06:02 , Hugo Andr? <karlhugoandre at gmail.com> wrote:
>
> So I am trying to use the mle command (from stats4 package) to estimate a
> number of parameters using data but it keeps throwing up this error message:
>
> Error in solve.default(oout$hessian) :
> Lapack routine dgesv: system is exactly singular: U[1,1] = 0
>
> This error
2007 Feb 17
1
Solve in maximum likelihood estimation
Hi,
I got the following problem.
I am doing a maximum likelihood estimation for a Kalman Filter.
For this purpose, I have to invert an error matrix Ffast of dimension
"no. parameters X no.parameters". The usualy optim methods often find only
local minima, so I decided to make the optimization using the SANN
algorithm, which is very slow already.
However, this becomes a real problem
2007 Oct 23
1
Compute R2 and Q2 in PLS with pls.pcr package
Dear list
I am using the mvr function of the package pls.pcr to compute PLS
resgression using a X matrix of gene expression variables and a Y matrix
of medical varaibles.
I would like to obtain the R2 (sum of squares captured by the model) and
Q2 (proportion of total sum of squares captured in leave-one-out cross
validation) of the model.
I am not sure if there are specific slots in the
2002 Apr 24
3
nonlinear least squares, multiresponse
I'm trying to fit a model to solve a biological problem.
There are multiple independent variables, and also there are multiple
responses.
Each response is a function of all the independent variables, plus a set of
parameters. All the responses depend on the same variables and parameters -
just the form of the function changes to define each seperate response.
Any ideas how I can fit
2013 Feb 05
1
R -HELP REQUEST
Good morning to you all,
Sorry for taking your time from your research and
teaching schedules.
If you have a non-stationary univariate time Series
data that has the transformation:
Say; l.dat<-log (series)
d.ldat<-diff (l.dat, differences=1)
and you fit say arima model.
predit.arima<-predict (fit.series, n.ahead=10,
xregnew= (n+1) :( n+10))
How could I re-transform
2017 Dec 10
3
[cfe-dev] Who wants faster LLVM/Clang builds?
Hi Michael,
On Thu, Dec 7, 2017 at 3:16 AM, Michael Zolotukhin
<mzolotukhin at apple.com> wrote:
>
> Nice to IWYU developers here:) I wonder how hard it would be to run IWYU on
> LLVM/Clang (or, if it’s supposed to work, I wonder what I did wrong).
There are known problems with running IWYU over LLVM/Clang -- Zachary
Turner made an attempt a while back to get it up and running.