similar to: Two Questions on R (call by reference and pre-compilation)

Hi, I have been brought back to the "R-Side" from MatLab. I have used R in graduate econometrics but only for statistics and regression (linear and nonlinear). But now I need to run general nonlinear optimization. I know about the add-in quadprog but my problem is not QP. My problem is a general nonlinear (obj funct) with linear constraints.I know about the "ms" and

Hi there, I have a piece of Matlab code I use to optimise a trding strategy. If there are any Matlab/R specialists out there, I would appreciate your help in doing the exact same optimisation in R. I suspect I would use nlm() in R but am not sure where to define my constraints. I have attached my Matlab code below for reference. Many thanks. Constraints function [c,ceq]=TriskellConstraints(X)

Hi, In my memory, "<<-" means assigning via a pointer or alias. But this is not officially defined in "R Language Definition". Could anybody help for the clarification? Thank you very much! Bests, Ruihong

Dear all R users, I am wondering if there are any function for Constraint optimization in R. Especially i am looking for a R - equivalent of "fmincon" function in MATLAB. Thanks and regards, Arun [[alternative HTML version deleted]]

Hi, I'm using the Sweave and I would like include codes of the R in my LaTeX file. I extracts the R code with Stangle (), whose name is Relatorio.R but I can't include it in the Latex file as an appendix. Suggests? Thanks, -------------------------------------- Silvano Cesar da Costa Departamento de Estat?stica Universidade Estadual de Londrina Fone: 3371-4346

Hi, I need to solve an optimization problem in R having linear objective function and quadratic constraints(number of variables is around 80). What are the possible choices to do this in R. optim() function only allows box constrained problems. Is it possible in nlm()? Or please tell me if there is any other routine. Thanks Amit

Unsubscribe -----Original Message----- From: r-help-request at r-project.org Date: Wed, 05 May 2010 12:00:09 To: <r-help at r-project.org> Subject: R-help Digest, Vol 87, Issue 5 Send R-help mailing list submissions to r-help at r-project.org To subscribe or unsubscribe via the World Wide Web, visit https://stat.ethz.ch/mailman/listinfo/r-help or, via email, send a message with subject

Dear all, I am looking for a R-function that performs nonlinear constraint optimization (where the objective function and the constraints are allowed to be nonlinear). More specifically, I am trying to figure out whether there is an equivalent function of NAG fortran library' "E04UCF" or matlab's "fmincon" in R. Any help is greatly appreciated. Thank you, Sunduz

======= 2005-12-06 22:16:17 伳侜佋佢伬伌佇伵佒佇佇伌伒伬仯伜======= >Martin Maechler a 侀crit : > >> please, please, these trailing ";" are *so* ugly. >> This is GNU S, not C (or matlab) ! >> >> but I'll be happy already if you could >> drop these ugly empty statements at the end of your lines... > >May I disagree ? >I find missing ";" at

I used to consider using R and "Optim" to replace my commercial packages: Gauss and Matlab. But it turns out that "Optim" does not converge completely. The same data for Gauss and Matlab are converged very well. I see that there are too many packages based on "optim" and really doubt if they can be trusted! -- View this message in context:

I try to code the ULS factor analysis descrbied in ftp://ftp.spss.com/pub/spss/statistics/spss/algorithms/ factor.pdf # see PP5-6 factanal.fit.uls <- function(cmat, factors, start=NULL, lower = 0.005, control = NULL, ...) { FAfn <- function(Psi, S, q) { Sstar <- S - diag(Psi) E <- eigen(Sstar, symmetric = TRUE, only.values = TRUE) e <- E$values[-(1:q)] e <-

Hi! I'm translating some code from Matlab to R and I found a problem. I need to translate Matlab's function 'lsqnonlin' (http://www-ccs.ucsd.edu/matlab/toolbox/optim/lsqnonlin.html) into R, and at the beginning I thought it would be the same as R's 'optim'. But then I looked at the definition of 'lsqnonlin' and I don't quite see how to make

Hi, I'm having a problem converting a Matlab program into R. The R code works almost all the time, but about 4% of the time R's optim function gets stuck on a local minimum whereas matlab's fminsearch function does not (or at least fminsearch finds a better minimum than optim). My understanding is that both functions default to Nelder-Mead optimization, but what's different about

Dear R-users, I am trying to port to R something that I wrote in Matlab to perform model parameter optimization using the Nelder-Mead simplex method (fminsearch). I read the help on ?optim (which seems to be the way to go) as well as a bunch of posts on the topic, but I would like to make sure about something before I spend to much time trying to reproduce something that is not possible. The

Dear R Users I would like to use optim function to optimize a function. I read help but I couldn't find what I need: is it possible to get information after each iteration, for example as there is in MATLAB: Gradient's Iteration Func-count f(x) Step-size infinity-norm 0 24 388.976

Folks, I'm kind of newbie in R, but with some background in Matlab and VBA programming. Last month I was implementing a Maximum Likelihood Estimation in Matlab, but the algorithms didn't converge. So my academic advisor suggested using R. My problem is: estimate a mean reverting jump diffusion parameters. I've succeeded in deriving the likelihood function (which looks like a gaussian

How Can I write this this matlab code in R: options=optimset('TolFun',1e-9,'TolX',1e-9,'MaxIter',1e8,'MaxFunEvals',1e8); c=c/2; [alpha, delta, epsilon, nofcup] = ustrs(set_date,mat_date); y = fminsearch('pbond',.15,options,p,c,nofcup,delta/epsilon); y = 200*y; Note pbond is a function in Matlab I already wrote in R ustrs is a function in Matlab I

Dear R help archive group, I am looking for a maximization routine that I can use to maximize a large variety of relatively complex likelihoods. I undertand (from previous posts) that coding the objective function more efficiently can help. However, the optimization routine employed seems important too. So far, I have tried the optimization routines optim, maxlik, trust and nlminb. The latter two

Hi, I'm having trouble converting code from MATLAB to R; I want to find the equivalence to MATLAB's function 'fsolve'. I've tried 'nlm', on the squared argument, in R but i did not get the same results. Thankful if helped. Best regards, Martin Englund ------------------------------------------------------------------------------ This e-mail and any attachment may

I'd like to perform return variable assignments like matlab. For example, the following function would return A, B, and c to the script that called it. ================================= function [A,B,c] = simple(m,n) A=[ 3 2; 3 3] B=m c=1:n ================================= I'd like to do similar assignments in R, but I seem to be able to only return one variable. I tried to use a