similar to: Non-linear system of equations

Hi everyone, I am new to R and keep getting the message Error in as.vector(x, mode) while trying to run nlsystemfit. Below is my exact code. The data is in Stata format because I only recently swapped to R and am trying to compare results from Stata to make sure I know what is going on. I have searched google and read sever R-help articles with this error. They all say the problem is to do

I have two matrix s1 and s2, each of them is 1000*1. and I have two equations: digamma(p)-digamma(p+q)=s1, digamma(q)-digamma(p+q)=s2, and I want to sovle these two equations to get the value of x and y, which are also two 1000*1 matrices. I write a program like this: f <- function(x) { p<- x[1]; q <- x[2]; ((digamma(p)-digamma(p+q)-s1[2,]) )^2 +((digamma(q)-digamma(p+q)-s2[2,]) )^2

Hello, I want to solve a nonlinear 3SLS problem with "nlsystemfit()". The equations are of the form y_it = f_i(x,t,theta) The functions f_i(.) have to be formulated as R-functions. When invoking "nlsystemfit()" I get the error Error in deriv.formula(eqns[[i]], names(parmnames)) : Function 'f1' is not in the derivatives table

Hi, I would like to estimate a quadratic almost ideal demand system in R which is estimated usually by nonlinear seemingly unrelated regression. But there is no such function in R yet but it is readily available in STATA (nlsur), see B. Poi (2008): Demand-system estimation: Update, Stata Journal 8(4). Now I am thinking, what is quicker learning to "program" STATA which seems not really

I've got a package I would like to send out for testing and have noticed a "problem" with the \tabular portion of the help "compiler" the code for inserting vertical lines, in the tabular environment, causes the build to choke, but not the check command. C:\>rcmd build --binary -docs=all nlsystemfit \tabular{|l|c|c|c|}{ \hline Method \tab Instruments \tab

Hello, for my diploma thesis I need to program a solver for Merton?s respectively Black?s and Scholes? Option pricing formula, which should be achieved for several dates. What I want to do is to estimate the value of a firm?s assets "vA" (x[2] denotes vA) and the option-implied volatility of firm?s assets "sigA" (x[1] denotes sigA) by solving it simultaneous using the Black

Hello everyone, I have estimated system of three linear equations with one non-linear restrictions with nlsystemfit. I was wondering how I can calculate the R-squared (or some alternative coefficient of determination) for the whole system. This is automatically given by linear systemfit but not by nlsystemfit. I can get the values for each of the equations separately, but apparently not for

Hi, I wonder if anyone can help me with specifying a right model for my analysis. I am a beginner to lme methods and though have spent already many hours studying from various books an on-line helps, I was unfortunately not able to find a solution to my problem on my own. Data structure: I studied escape behavior of three species of a prey to a predator. The prey specimens (many) were in a

I have an S3 class called "tis" (Time Indexed Series) which may or may not have multiple columns. I have a function "[<-.tis" that I've reproduced below. My question is this: inside of "[<-.tis", how can I distinguish between calls of the form x[i] <- someValue and x[i,] <- someValue ? In either case, nargs() is 3, and looking at the values

I have an S3 class called "tis" (Time Indexed Series) which may or may not have multiple columns. I have a function "[<-.tis" that I've reproduced below. My question is this: inside of "[<-.tis", how can I distinguish between calls of the form x[i] <- someValue and x[i,] <- someValue ? In either case, nargs() is 3, and looking at the values

I'm using nls to fit periodic gene-expression data to sine waves. I need to set the upper and lower boundaries, because I do not want any negative phase and amplitude solutions. This means that I have to use the "port" algorithm. The problem is, that depending on what start value I choose for phase, the fit works for some cases, but not for others. In the example below, the fit works

Installing odesolve in Raqua 1.8.0 or 1.8.1 under MacOSX gives the following message: Warning message: Installation of package odesolve had non-zero exit status in: install.packages(ui.pkgs, CRAN = getOption(where), lib = .libPaths()[1]) Moreover, in the source of odesolve is no makefile. Does anyone know how to get a proper installation? Maartje

Dear all, Has someone implemented in R (or any other language) Knol DL, ten Berge JMF. Least-squares approximation of an improper correlation matrix by a proper one. Psychometrika, 1989, 54, 53-61. or any other similar algorithm? Best regards Jens Oehlschl?gel Background: I want to factanal() matrices of polychoric correlations which have negative eigenvalue. I coded Highham 2002

Hey, I want to implement a structural model with the package systemfit with some linear and nonlinear constraints. How to implement linear restrictions is clear. Does anybody know how to set up nonlinear restrictions in the systemfit packages. For example: beta1 = beta2-(beta4/beta6) I look forward to your reply -- View this message in context:

Signed-off-by: Jeremy Fitzhardinge <jeremy.fitzhardinge@citrix.com> diff -r 8d6edc3d26d2 -r cfb49fe940fd tools/hotplug/Linux/init.d/xencommons --- a/tools/hotplug/Linux/init.d/xencommons Sat Aug 13 10:14:58 2011 +0100 +++ b/tools/hotplug/Linux/init.d/xencommons Tue Aug 16 16:56:16 2011 -0700 @@ -29,11 +29,9 @@ XENCONSOLED_PIDFILE=/var/run/xenconsoled.pid shopt -s extglob -if test

Hi I would like to solve a system of nonlinear equations below using dfsane function   mn <- 142.36; vr <- 9335.69 ; sk <- 0.81;  kur <- 0.25 test_fn <- function(p) {    f <- rep(NA, length(p))     f[1] <- p[1]*(p [2]+p[3])- mn   f[2] <- - vr + 2*p[1]*p[2]*p[3]*(p[4]-1)+p[1]*(p[2]+p[3])^2   f[3] <- - sk + (p[1]*(p [2]+p[3])^3*(p[1]+1)*(p[1]+2)-6*p[1]*p[2]*p[3]*(p[2]+

> > >> >> Hola a todos, >> >> es la primera pregunta que hago a esta lista, no se si estoy en el sitio correcto. >> >> Tengo el siguiente vector: >> >> a <- c(8,10,4,1,7,2,4,6,3,8) >> >> y quiero conseguir en pantalla 5 valores, empezando por el final, y recorriendo el vector de derecha i izquierda cada vez, es decir,

I am a complete newbie in R . Using R 2.2.0 Windows XP This started as a simple exercise to see if I could produce a simple Cleveland style dotchart with a line from the '2' axis to the dot rather than a continuous line as do "dotchart" and "dotchart2". At least I could not find that option. I got a crude program to work but it includes unnecessary steps.

Dear R-list members, I've had a hard time trying to solve a non-linear system (nls) of equations which structure for the equation i, i=1,...,4, is as follows: f_i(d_1,d_2,d_3,d_4)-k_i(l,m,s) = 0 (1) In the expression above, both f_i and k_i are known functions and l, m and s are known constants. I would like to estimate the vector d=(d_1,d_2,d_3,d_4) which is solution

Signed-off-by: Jeremy Fitzhardinge <jeremy.fitzhardinge@citrix.com> diff -r cfb49fe940fd -r 81f75ed45ec2 tools/hotplug/Linux/init.d/xencommons --- a/tools/hotplug/Linux/init.d/xencommons Tue Aug 16 16:56:16 2011 -0700 +++ b/tools/hotplug/Linux/init.d/xencommons Tue Aug 16 17:05:18 2011 -0700 @@ -29,12 +29,18 @@ XENCONSOLED_PIDFILE=/var/run/xenconsoled.pid shopt -s extglob -if [