similar to: Low-discrepancy sequences

Thanks for your email. I try to change the name in lowercase but it conflicts with a C implementation also named halton. So I rename the C function halton2() and sobol2() while the Fortran function are HALTON() and SOBOL() (I also try lower case in the Fortran code). Unfortunately, it does not help since I get init.c:97:25: error: use of undeclared identifier 'halton_'; did you mean

Dear list, I?m trying to register Fortran routines in randtoolbox (in srt/init.c file), see https://r-forge.r-project.org/scm/viewvc.php/pkg/randtoolbox/src/init.c?view=markup&root=rmetrics. Reading https://cran.r-project.org/doc/manuals/r-release/R-exts.html#Registering-native-routines and looking at what is done in stats package, I first thought that the following code will do the job:

In package fOptions, there are functions that generate Halton sequences. The van der Corput sequence for base 2 is a particular case of the Halton sequence generated by: n <- 8 # anything here... x <- runif.halton(n, 1) In fact, x <- runif.halton(n, dim) will generate the van der Corput sequences for the base b as the i-th prime number in x[,i]. (in other words, if I want the van der

> On 9 May 2017, at 13:44, Christophe Dutang <dutangc at gmail.com> wrote: > > Dear list, > > I?m trying to register Fortran routines in randtoolbox (in srt/init.c file), see https://r-forge.r-project.org/scm/viewvc.php/pkg/randtoolbox/src/init.c?view=markup&root=rmetrics. > > Reading

I have had the following problem with R 2.10, 2.13.1, and 2.13.2, running on Ubuntu linux 10.04, xubuntu 11.10, and a version of Redhat (I think 5). rnorm.sobol is producing impossible random values, and occasionally the routine crashes. Here are samples of the output and the crash message. library(fOptions) Zs <- rnorm.sobol(50, dimension=1) produces this: [,1] [1,]

Have you tried using tools:::package_native_routine_registration_skeleton()? If you don't like its output, you can easily edit its results and still avoid most pitfalls. Cheers, Jari Oksanen ________________________________________ From: R-devel <r-devel-bounces at r-project.org> on behalf of Berend Hasselman <bhh at xs4all.nl> Sent: 10 May 2017 09:48 To: Christophe Dutang Cc:

Dear list useRs, I have to generate a random set of coordinates (x,y) in [-1 ; 1]^2 for say, N points. At each of these points is drawn a circle (later on, an ellipse) of random size, as in: > N <- 100 > > positions <- matrix(rnorm(2 * N, mean = 0 , sd= 0.5), nrow=N) > sizes<-rnorm(N, mean = 0 , sd= 1) > plot(positions,type="p",cex=sizes) My problem is to

Hi all, I need to transform classic 32bit Fortran code to 64bit Fortran code, see the discussion [R-SIG-Mac] rnorm.halton. But I'm clearly a beginner in Fortran... Does someone already do this for his package? From here, http://techpubs.sgi.com/library/tpl/cgi-bin/getdoc.cgi?coll=linux&db=bks&fname=/SGI_Developer/Porting_Guide/ch03.html , I identify the following changes

Hi All, the new release v1.4-0 of the "sensitivity" package is now available on CRAN The "sensitivity" package is devoted to factor screening and global sensitivity analysis of numerical model output. Here are the new features list: New functionalities: * sequential bifurcation method (sb function) [VERSION ALPHA] * 3D plot 3D for the Morris method (function

Hi All, the new release v1.4-0 of the "sensitivity" package is now available on CRAN The "sensitivity" package is devoted to factor screening and global sensitivity analysis of numerical model output. Here are the new features list: New functionalities: * sequential bifurcation method (sb function) [VERSION ALPHA] * 3D plot 3D for the Morris method (function

Hi, I didn't find any post on this subject so I ll ask you some advices. Let's say that I have two library trees. Number 1 is the default R library tree on path1 Number 2 is another library tree on a server with all packages on path2. When I set library(aaMI,lib.loc=paths2) it loads the package even if its not on default R library When I set library(fOptions,lib.loc=paths2) it

Dear R users, I have been trying to estimate global sensitivity indices such as the sobol 1st and 2nd order indices. I managed to obtain the PRCC. The example presented in the sensitivity package on sobol2002 seems to work well for linear models: for example: calculate y for given x values. However, when trying to apply this technique to dynamic models (SIR type), the error messages just keep

It is a pleasure for me to announce the new built for Rmetrics Version 191.0057. The source files and Windows binary packages can be downloaded from www.rmetrics.org . The new built has also been submitted to the CRAN server. Some new functions and example files have been added. Unfortunately the user guides and reference guides are not yet updated, they have still the status of Version

and I found a reference to an AgentLogin.rtf. Looks great, except I can't get it to work. queues.conf: [sjs-testq] music = default timeout = 1 retry = 1 maxlen = 0 member => Agent/10001 agents.conf: agent => 10001,1234,Steve Sobol extensions.conf: (I have a phone line set up on which the main menu tells you to press 1 to be added to queue. Pressing 1 lands you here) exten =>

Dear All, I have seen a number of e mails on this topic but I have not seen a general solution to date. I have Fortran and C source codes and they have been compiled successfully using: R CMD build mypackage And R CMD install mypackage Without error messages. I then open R and tests out two functions and get: > pgl(0.2,1,2,3,4) Error in

Dear All, I have seen a number of e mails on this topic but I have not seen a general solution to date. I have Fortran and C source codes and they have been compiled successfully using: R CMD build mypackage And R CMD install mypackage Without error messages. I then open R and tests out two functions and get: > pgl(0.2,1,2,3,4) Error in

I'm using the CRRBinomialTreeOption function (in package "fOptions") with a loop for pricing a large number of options. But I can't transfer the values obtained from this function to a "numeric" matrix as the outcome of this function is not a simple numeric. The following is the piece of code: # USING THE FUNCTION library(fOptions)

Hi I am having a bit of difficulty with changing the canvas size on a trellis/lattice plot. I am plotting two "cubes" of 3-dimensional random numbers, as follows: library(gsl) library(lattice) q <- qrng_alloc(type="sobol", 3) npoints <- 200 rs <- qrng_get(q,npoints) # Plot the normal variates in a 3-dim cube p1 <- cloud(rnorm(npoints) ~ rnorm(npoints) +

> On Nov 2, 2017, at 11:15 AM, Tiby Kantrowitz <tlkantro at gmail.com> wrote: > > The issue is fAsianOptions. Is there a version that works with the latest version of R? If not, which version of it works with which version of R and where can it be found? I tried several at the archive already. sessionInfo() R version 3.4.2 Patched (2017-10-04 r73465) Platform:

Hi, Is there something like the Matlab function FMINS in any R packages? Here is the help file of fmins in case something similar exist under R with a different name. Thanks in advance. Yves Gauvreau *********************** function [x, options] = fmins(funfcn,x,options,grad,varargin) %FMINS Minimize function of several variables. % X = FMINS('F',X0) attempts to return a vector X