Displaying 20 results from an estimated 10000 matches similar to: "Need help writing a faster code"
2011 Sep 07
1
Imposing Feller condition using project constraint in spg
Dear R-users,
I'm running a maximization problem in which I want to impose a condition on
the relationship between 2 parameters.
The condition is that w[4] = (1+eps)/(2*w[1]), or equivalently w[4]*w[1] =
(1+eps)/2 , where eps is some small positive constant.
I've been trying to formulate a function that takes care of this, but I
can't really make it work so any suggestions would be
2007 Jun 20
4
finding roots of multivariate equation
Hello,
I want to find the roots of an equation in two variables. I am aware of the
uniroot function, which can do this for a function with a single variable (as I
understand it...) but cannot find a function that does this for an equation
with more than one variable. I am looking for something implementing similar
to a Newton-Raphson algorithm.
Thanks.
--
Bill Shipley
North American Editor for
2008 Apr 09
4
Skipping specified rows in scan or read.table
Hi,
I have a data file, certain lines of which are character fields. I would
like to skip these rows, and read the data file as a numeric data frame. I
know that I can skip lines at the beginning with read.table and scan, but is
there a way to skip a specified sequence of lines (e.g., 1, 2, 10, 11, 19,
20, 28, 29, etc.) ?
If I read the entire data file, and then delete the character
2006 Nov 29
2
How to solve differential equations with a delay (time lag)?
Hi,
I would like to solve a system of coupled ordinary differential equations,
where there is a delay (time lag) term. I would like to use the "lsoda"
function "odesolve" package. However, I am not sure how to specify the
delay term using the syntax allowed by odesolve.
Here is an example of the kind of problem that I am trying to solve:
> library(odesolve)
2006 Sep 29
2
X-axis labels in histograms drawn by the "truehist" function
Hi,
I have a simple problem that I would appreciate getting some tips. I am
using the "truehist" function within an "apply" call to plot multiple
histograms. I can't figure out how to get truehist to use the column names
of the matrix as the labels for the x-axis of the histograms.
Here is a simple example:
X <- matrix(runif(4000),ncol=4)
colnames(X)
2008 Mar 12
3
Types of quadrature
Dear R-users
I would like to integrate something like \int_k^\infty (1 - F(x)) dx, where F(.) is a cumulative distribution function. As mentioned in the "integrate" help-page: integrate(dnorm,0,20000) ## fails on many systems. This does not happen for an adaptive Simpson or Lobatto quadrature (cf. Matlab). Even though I am hardly familiar with numerical integration the implementation
2006 Nov 14
2
Matrix-vector multiplication without loops
Hi,
I am trying to do the following computation:
p <- rep(0, n)
coef <- runif(K+1)
U <- matrix(runif(n*(2*K+1)), n, 2*K+1)
for (i in 0:K){
for (j in 0:K){
p <- p + coef[i+1]* coef[j+1] * U[,i+j+1]
} }
I would appreciate any suggestions on how to perform this computation
efficiently without the "for" loops?
Thank
2009 Jul 01
2
Difficulty in calculating MLE through NLM
Hi R-friends,
Attached is the SAS XPORT file that I have imported into R using following code
library(foreign)
mydata<-read.xport("C:\\ctf.xpt")
print(mydata)
I am trying to maximize logL in order to find Maximum Likelihood Estimate (MLE) of 5 parameters (alpha1, beta1, alpha2, beta2, p) using NLM function in R as follows.
# Defining Log likelihood - In the function it is noted as
2006 Oct 27
2
Multivariate regression
Hi,
Suppose I have a multivariate response Y (n x k) obtained at a set of
predictors X (n x p). I would like to perform a linear regression taking
into consideration the covariance structure of Y within each unit - this
would be represented by a specified matrix V (k x k), assumed to be the same
across units. How do I use "lm" to do this?
One approach that I was thinking of
2008 Aug 27
5
Integrate a 1-variable function with 1 parameter (Jose L. Romero)
Hey fellas:
I would like to integrate the following function:
integrand <- function (x,t) {
exp(-2*t)*(2*t)^x/(10*factorial(x))
}
with respect to the t variable, from 0 to 10.
The variable x here works as a parameter: I would like to integrate the said function for each value of x in 0,1,..,44.
I have tried Vectorize to no avail.
Thanks in advance,
jose romero
2009 Jun 17
3
Matrix inversion-different answers from LAPACK and LINPACK
Hello.
I am trying to invert a matrix, and I am finding that I can get different
answers depending on whether I set LAPACK true or false using "qr". I had
understood that LAPACK is, in general more robust and faster than LINPACK,
so I am confused as to why I am getting what seems to be invalid answers.
The matrix is ostensibly the Hessian for a function I am optimizing. I want
to get
2009 Nov 02
2
a prolem with constrOptim
Hi,
I apologize for the long message but the problem I encountered can't be stated in a few lines.
I am having some problems with the function constrOptim. My goal is to maximize the likelihood of product of K multinomials, each with four catagories under linear constraints on the parameter values. I have found that the function does not work for many data configurations.
#The likelihood
2009 Jul 02
2
constrained optimisation in R.
i want to estimate parameters with maximum likelihood method with contraints (contant numbers).
for example
sum(Ai)=0 and sum(Bi)=0
i have done it without the constraints but i realised that i have to use the contraints.
Without constraints(just a part-not complete):
skellamreg_LL=function(parameters,z,design)
{
n=length(z);
mu=parameters[1];
H=parameters[2];
Apar=parameters[3:10];
2008 Mar 13
3
Use of ellipses ... in argument list of optim(), integrate(), etc.
Hi,
I have noticed that there is a change in the use of ellipses or . in R
versions 2.6.1 and later. In versions 2.5.1 and earlier, the . were always
at the end of the argument list, but in 2.6.1 they are placed after the main
arguments and before method control arguments. This results in the user
having to specify the exact (complete) names of the control arguments, i.e.
partial matching is
2009 Apr 22
3
Help using spg optimization in BB package
i'm trying to use the BB package to minimize the sum of the squared
deviations for 2 vectors. The only thing am having trouble with is defining
the project constraint. I got the upper and lower bounds to work but i am
not sure how to create a constraint that the sum of x must be 1. Any help
would be greatly appreciated.
--
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2009 Oct 15
4
Generating a stochastic matrix with a specified second dominant eigenvalue
Hi,
Given a positive integer N, and a real number \lambda such that 0 < \lambda
< 1, I would like to generate an N by N stochastic matrix (a matrix with
all the rows summing to 1), such that it has the second largest eigenvalue
equal to \lambda (Note: the dominant eigenvalue of a stochastic matrix is
1).
I don't care what the other eigenvalues are. The second eigenvalue is
2007 Jun 26
2
fisher information matrix
Hi All,
a colleague wants to calculate the Fisher information matrix for a model he
wrote (not in R). He can easily get the neg-log-likelihood and the best fit
parameters at the minimum. He can also get negLLs for other parameter values too.
Given these data, is there a way in R to calculate the Fisher information matrix?
Best,
Federico
--
Federico C. F. Calboli
Department of Epidemiology
2005 Nov 21
4
Can't figure out warning message
Hi,
I apologize for the previous posting, where the message was not formatted
properly. Here is a better version:
I have written the following function to check whether a vector has elements
satisfying monotonicity.
is.monotone <- function(vec, increase=T){
ans <- TRUE
vec.nomis <- vec[!is.na(vec)]
if (increase & any(diff(vec.nomis,1) < 0, na.rm=T)) ans <- FALSE
2005 Apr 20
3
Keeping factors with zero occurrences in "table" output
Dear R group,
I have a data frame which contains data on preferences on 7 items (ranks 1
through 7) listed by each participant. I would like to tabulate this in a
7x7 table where the rows would be the items and the columns would be the
number of times that item received a particular rank.
I tried doing this by creating a matrix by "rbind"ing each vector obtained
using
2004 Dec 03
3
Computing the minimal polynomial or, at least, its degree
Hi,
I would like to know whether there exist algorithms to compute the
coefficients or, at least, the degree of the minimal polynomial of a square
matrix A (over the field of complex numbers)? I don't know whether this
would require symbolic computation. If not, has any of the algorithms been
implemented in R?
Thanks very much,
Ravi.
P.S. Just for the sake of completeness, a