similar to: optim with constraints

Displaying 20 results from an estimated 300 matches similar to: "optim with constraints"

2009 Dec 06
2
MLE in R
Hi, dear R users I am a newbie in R and I need to use the method of meximum likelihood to fit a Weibull distribution to my survival data. I use "optim" as follows: optim(c(1.14,0.25),weibull.like,mydata=mydata,method="L-BFGS-B",hessian = TRUE) My question is: how do I setup the constraints that the two parametrs of Weibull to be pisotive? Many thanks! Any comments are
2006 Oct 24
2
Installing stats4 package
Hi, I wantto use 'mle' function in R on linux. As I see its been integrated into the stats4 package. Am I correct ? If yes, Can anyone suggest how to install the stats4 package to be able to run 'mle' function in R on linux ? Otherwise how to sort out this problem ? Thanks Himanshu [[alternative HTML version deleted]]
2010 Apr 14
2
Gaussian Quadrature Numerical Integration In R
Hi All, I am trying to use A Gaussian quadrature over the interval (-infty,infty) with weighting function W(x)=exp(-(x-mu)^2/sigma) to estimate an integral. Is there a way to do it in R? Is there a function already implemented which uses such weighting function. I have been searching in the statmode package and I found the function "gauss.quad(100, kind="hermite")" which uses
2011 Nov 06
2
how to use quadrature to integrate some complicated functions
Hello to all, I am having trouble with intregrating a complicated uni-dimensional function of the following form Phi(x-a_1)*Phi(x-a_2)*...*Phi(x-a_{n-1})*phi(x-a_n). Here n is about 5000, Phi is the cumulative distribution function of standard normal, phi is the density function of standard normal, and x ranges over (-infty,infty). My idea is to to use quadrature to handle this integral. But
2012 Feb 29
2
Converting a function from Splus to R
I have a function written for Splus, when I run it in R I obtain get an error because the function has the elements "0.d0" and "2.d0". How can I change it to run in R? The function can be found in page 230 from http://www.stat.wisc.edu/~mchung/teaching/stat471/stat_computing.pdf Function is as follows: gauher <- function(n) {# Gauss-Hermite: returns x,w so that
2006 Oct 02
1
Trig.Rd typo (PR#9269)
Full_Name: Robin Hankin Version: 2.4.0 RC OS: MacOSX 10.4.7 Submission from: (NULL) (139.166.242.29) The first cut line described in Trig.Rd for asin() is incorrect in the ascii version of the manpage. The Rd file reads: For \code{asin()} and \code{acos()}, there are two cuts, both along the real axis: \eqn{\left(-\infty, -1\right]}{\(-Inf, 1\]} and Note the inconsistency between the
2010 Sep 21
3
bivariate vector numerical integration with infinite range
Dear list, I'm seeking some advice regarding a particular numerical integration I wish to perform. The integrand f takes two real arguments x and y and returns a vector of constant length N. The range of integration is [0, infty) for x and [a,b] (finite) for y. Since the integrand has values in R^N I did not find a built-in function to perform numerical quadrature, so I wrote my own after
2012 May 23
1
numerical integration
Greetings, Sorry, the last message was sent by mistake! Here it is again: I encounter a strange problem computing some numerical integrals on [0,oo). Define $$ M_j(x)=exp(-jax) $$ where $a=0.08$. We want to compute the $L^2([0,\infty))$-inner products $$ A_{ij}:=(M_i,M_j)=\int_0^\infty M_i(x)M_j(x)dx $$ Analytically we have $$ A_{ij}=1/(a(i+j)). $$ In the code below we compute the matrix
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
2005 Jul 20
1
how to define a port range?
hi, i´am new in tcc (tcng). i try to define my qos for VoIP-Services. For this i wantto define a class for a port range 10000 till 15000. how is the right way? this down works: class (<$voip>) if tcp_sport => 10000 || tcp_sport <= 10000 ; are there any examples of real installations - maybe including VoIP, HTTP and P2P services? regards thorsten gehrig
2011 Dec 07
1
postlogin script
Hi, I have Postfix + OpenLdap + DoveCot configuration, and it's running succesfuly, i wantto convert users pop3 password NTPassword and LMPassword, so i ne plain passwor dof users, how can i do that. (Normaly using perl's ntlmgen function i convert password , but in plain) thanks in advance
2014 May 08
1
İnstall dovecot-piegonhone
Hi, We have Postfix-Dovecot MTA at Redhat EL 5 system. Also we are using this system activelly. Now i wantto install pigeonhole managesive server on this sys. Do i have any risk or anything ? thanks in advance -- Sel?uk YAZAR
2005 Apr 18
1
Poblem while build a package (PR#7798)
Full_Name: Justin Bem Version: 1.9.1 OS: Windows XP Home Submission from: (NULL) (196.202.235.48) I am a R new user ! I have writed procedure that i wantto transform as a package but with RCMD build packageName [...] I have 'sh' is not a recognized command in the dos promp I have Active Perl 5.8 ! Does I need to have another software or it is a Perl problem ? I hope you will find a
2006 Nov 18
1
Questions regarding "integrate" function
Hi there. Thanks for your time in advance. I am using R 2.2.0 and OS: Windows XP. My final goal is to calculate 1/2*integral of (f1(x)^1/2-f2(x)^(1/2))^2dx (Latex codes: $\frac{1}{2}\int^{{\infty}}_{\infty} (\sqrt{f_1(x)}-\sqrt{f_2(x)})^2dx $.) where f1(x) and f2(x) are two marginal densities. My problem: I have the following R codes using "adapt" package. Although "adapt"
2007 Aug 14
1
Slack variable in OR
Hi dear R users, Is it basically correct that a problem is ( linearly on nonlinearly ) modeled so that the slack variable is bounded by an upper bound ? If so, how it can be handled and coded practically ? for example: x1+ x2 =< b so ----> x1 + x2 + s=b s=b- x1 - x2 b- x1 - x2 =< upper value But algorithms can not calculate b- x1 - x2 , because
2011 Mar 16
2
Re; Fitting a Beta distribution
I want to fit some p-values to a beta distribution. But the problem is some of the values have 0s and 1's. I am getting an error if I use the MASS function to do this. Is there anyway to get around this? -- Thanks, Jim. [[alternative HTML version deleted]]
2008 Jan 07
2
chi-squared with zero df (PR#10551)
Full_Name: Jerry W. Lewis Version: 2.6.1 OS: Windows XP Professional Submission from: (NULL) (24.147.191.250) pchisq(0,0,ncp=lambda) returns 0 instead of exp(-lambda/2) pchisq(x,0,ncp=lambda) returns NaN instead of exp(-lambda/2)*(1 + SUM_{r=0}^infty ((lambda/2)^r / r!) pchisq(x, df + 2r)) qchisq(.7,0,ncp=1) returns 1.712252 instead of 0.701297103 qchisq(exp(-1/2),0,ncp=1) returns 1.238938
2008 Mar 26
2
choose fails a fundamental property of binomial coefficients (PR#11035)
Full_Name: Jerry W. Lewis Version: 2.7.0 (2008-03-23 r44847) OS: Windows XP Professional Submission from: (NULL) (71.184.230.48) choose(n,k) = choose(n,n-k) is not satisfied if either 1. n is a negative integer with k a positive integer (due to automatically returning 0 for n-k<0) 2. n is not an integer with k a positive integer (due to rounding n-k to an integer, compounded by
2009 Sep 09
1
R code for creating and appending to frequency table
Apologies for what might seem like an simple question. I have written a model which gives me a frequency distribution for a particular score within a set. What I now want to do is loop this so that I get many different frequency distributions and append them to a table with a collum which specifies which loop the frequency distribution is from. What I wantto end up with would look something like
2005 Jan 21
2
[LLVMdev] making cygwin nightly builds available?
Hello, Reid. You wrote Friday, January 21, 2005, 11:14:41 PM: RS> FYI, work progresses on the Win32 native port which you might also find RS> interesting. It might even get done before the cygwin stuff. Jeff Cohen RS> is working on that. Perhaps he can indicate the status of that effort. There is too much work to do native Win32 builds. I've tried to get llvm compiled on mingw32