Displaying 20 results from an estimated 2000 matches similar to: "Calling Optim() from C"
2007 Mar 02
2
nlm() problem : extra parameters
Hello:
Below is a toy logistic regression problem. When I wrote my own code,
Newton-Raphson converged in three iterations using both the gradient
and the Hessian and the starting values given below. But I can't
get nlm() to work! I would much appreciate any help.
> x
[1] 10.2 7.7 5.1 3.8 2.6
> y
[1] 9 8 3 2 1
> n
[1] 10 9 6 8 10
derfs4=function(b,x,y,n)
{
2004 Mar 24
1
Question on deriv3()
Hello:
Why is deriv3() functioning differently in R from that in Splus
using library(MASS) ? For example
deriv3(~(t1*log(t2)+lgamma(t1)+(1-t1)*log(y)+y/t2),c("t1","t2"),function(y,t1,t2)NULL)
complains of lgamma.
Mervyn
2007 Nov 10
1
polr() error message wrt optim() and vmmin
Hi,
I'm getting an error message using polr():
Error in optim(start, fmin, gmin, method = "BFGS", hessian = Hess, ...) :
initial value in 'vmmin' is not finite
The outcome variable is ordinal and factored, and the independant variable
is continuous. I've checked the source code for both polr() and optim()
and can't find any variable called
2004 Dec 30
1
optim/vmmin and R_alloc
I am calling 'vmmin' several times from a C function (which is called via
.C). It works very well, except for memory consumption. The cause is that
vmmin allocates memory via R_alloc, and this memory is not freed as vmmin
exits. Instead all the allocated memory is freed on return of the .C
call.
In one application, I have 2000 functions of 500 variables each to
minimize. In each call to
2012 Jun 08
0
Working with optim in C
I've searched to find examples of how to work with the C versions of
optim.
I've separated out the function just to test on it alone, and currently I'm
attempting to use fmmin as follows:
!~~CODE ~~!
double optimfn(int n, double *par, void *ex) {
double * lambda = (double*)malloc(sizeof(double)*n);
double sum = 0;
for(int i =0; i < n; i++) { lambda[i] =
2001 Jan 26
2
Suggestion for an extension of the API
Dear R Developers (I think in particular Brian)
Especially for larger optimization problems, it would be nice to have an
entry point for C/C++ code to the R optimizers (the ones which are called
when using optim()), where the client just has to provide the functions
fminfn() and fmingr() and calls directly, e.g., vmmin() (all from
$RHOME/src/main/optim.c). Are there any plans for providing such
2009 Jan 29
1
Optim error: initial value in 'vmmin' is not finite
Error in optim(method = "BFGS", c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, :
initial value in 'vmmin' is not finite
I am running a logit model with latent class segments. I successfully got
estimates for 2 segments. However when I tried to increase the no. of
segments, I got this error message at the end. I checked my code again but
can't find anything wrong. Is this error
2008 Apr 18
1
R-extension in unix system -- help to locate header files
Hi list,
To call C, I used to use R-extension in windows but I'm moving to unix system
because my PC doesn't have enough memory. My C codes requires to include the
following header files:
#include <stdlib.h>
#include <R.h>
#include <Rdefines.h>
#include <Rmath.h>
#include <R_ext/Applic.h>
#include <R_ext/PrtUtil.h>
In windows, I had no problem with it
2009 Jul 10
2
error: optim(rho, n2ll.rho, method = method, control = control, beta = parm$beta, : initial value in 'vmmin' is not finite
I am trying to use the lnam autocorrelation model from the SNA package. I have it running for smaller adjacency matrices (<1,500) it works just fine but when my matrices are bigger 4000+. I get the error:
> lnam1_01.adj<- lnam(data01$adopt,x01,ec2001.csr)
Error in optim(rho, n2ll.rho, method = method, control = control, beta = parm$beta, :
initial value in 'vmmin' is not
2006 Jul 05
1
i suspect that there a memory leak in "vmmin"?
Dear listers,
Am currently using MCMC approaches to estimate some parameters of my model.
One parameter has to be updated using a tuned gamma distribution. So at each
iteration I estimate the mean and variance of the density of the gamma
approximation using "vmmin" (i also supply the gradient argument). For
moderate replications the procedure works, but if I increase them R crashes.
2007 Oct 13
1
R API - optim
I am trying to use the R API to call optim functions (nmmin, vmmin, lbfgsb,
etc.) through a C program but I couldn't find the shared library to link
under the R-2.6.0 build which is compiled under Linux (REL5).
main.cpp:35: undefined reference to `Rf_initEmbeddedR(int, char**)'
main.cpp:41: undefined reference to `nmmin'
Thanks in advance for any help.
------------------------
2005 Jul 25
1
Rmath library problems
Hello,
Has anybody successfully called the Rmath library from C using the MS
Visual Studio compiler (I am using Visual Studio 6.0)?
I have compiled the Rmath library using gcc, and the 'test.c' program
(which makes a call to qnorm) works fine when compiled with gcc. However,
I get a fatal memory error when I run it after compiling it with Visual C.
Would this memory problem be related
2011 Jan 20
1
GPU packages and 'Debian R Policy'
Hi there,
Moving this request for info over from an R-HPC-SIG list thread as
the issue is less HPC than something that has bitten me as a result
of trying to install HPC (read CUDA) R packages.
Background to this is that I have both a Ubuntu host for a Tesla card
that some researchers are looking to do CUDA-related R computation on,
and a prototype, RHEL-based, cluster that is being used to
2010 Jun 10
1
Rmath.dll importing in VB6 problem
Hi,
I am facing a problem which i think i need to explain it to you with some
background.
I need to use the Project R pnorm function in Visual Basic 6.0.
I have already installed R and this is how i perform and get back the
result:
> pnorm(2, 15)
[1] 6.117164e-39
which is what i need.
I have already installed R, i generated the Rmath.DLL file out so i can
import it into my VB6 and use it.
2007 Oct 23
0
API for optimization with Simulated annealing
Dear list,
I was trying to use the R API for optimization method "Simulated annealing"
void samin(int n, double *x, double *Fmin, optimfn fn, int maxit,
int tmax, double temp, int trace, void *ex);
but I encountered the following problem:
The implementation of the function samin (as seen in src/main/optim.c)
passes its void * argument "ex" into the function
2008 Oct 11
1
defines in Rmath.h and R_NO_REMAP
-----BEGIN PGP SIGNED MESSAGE-----
Hash: SHA512
Hi,
I'm programming with R 2.7.2 and had some trouble including
Rmath.h for its random variates generation routines: Although
I define R_NO_REMAP (which works fine for Rinternals.h stuff),
Rmath.h defines "beta" as "Rf_beta" etc., so that my "beta" strings
get redefined as well! Is this a feature?
I found an old
2009 Jan 28
3
initial value in 'vmmin' is not finite
Dear r helpers
I run the following code for nested logit and got a message that
Error in optim(c(0, 0, 0, 0, 0.1, -2, -0.2), fr, hessian = TRUE, method = "BFGS") : initial value in 'vmmin' is not finite
What does this mean? and how can I correct it?
Thank you
June
> yogurt = read.table("yogurtnp.csv", header=F,sep=",")> attach(yogurt)>
2004 Jun 27
1
cross-compiling + expm1
Hello all,
Just joined this mailing list -- not sure if this is the right list to
send this question, but I have a question about cross-compiling R. I am
working with R-1.9.1.tgz.
It may just be with my version of mingw32, but it seems that expm1 is
not defined, so I tried to ensure that HAVE_EXPM1 was #undef'ed before
cross-compiling. The problem is that, in <include/Rmath.h> if
2011 Aug 08
1
Making rmath.dll (or equivalent)
I currently have R 2.12.1 installed, both 32 and 64 bit. I also have a file
that was passed to me named rmath.dll. I do not know what version of R it
was created from, but I do know it is 32-bit only. I am developing an
application in C# that uses this library as a reference but I have to
downgrade it to 32-bit in order to use the DLL file.
I wish to make a rmath.dll from the version of R I have
2011 Feb 16
1
error in optim, within polr(): "initial value in 'vmmin' is not finite"
Hi all. I'm just starting to explore ordinal multinomial regression. My dataset is 300,000 rows, with an outcome (ordinal factor from 1 to 9) and five independent variables (all continuous). My first stab at it was this:
pomod <- polr(Npf ~ o_stddev + o_skewness + o_kurtosis + o_acl_1e + dispersal, rlc, Hess=TRUE)
And that worked; I got a good model fit. However, a variety of other