Displaying 20 results from an estimated 8000 matches similar to: "Is there a bisection method in R?"
2005 Jun 25
2
optimization problem in R ... can this be done?
Im trying to ascertain whether or not the facilities of R are sufficient for solving an optimization problem I've come accross. Because of my limited experience with R, I would greatly appreciate some feedback from more frequent users.
The problem can be delineated as such:
A utility function, we shall call g is a function of x, n ... g(x,n). g has the properties: n > 0, x lies on the
2002 Dec 03
1
Bisection in R
Hi R-users,
Is it possible to make a bisection in R?
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2008 Jan 14
3
Listing the data contents of a package
Hi R users,
Simply question: On the command line, how do I list the datasets contained within a package, e.g. MASS?
I scanned the mailing list history but was unable to find the answer.
Thanks in advance.
Gregory
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2008 May 21
2
how to do pairwise sums in a matrix
I am looking for an efficient way to solve the following problem. I have a large matrix of continuous values with a small proportion of missing values. Columns correspond to variables where each variable has two measurements, call them A and B. The matrix is such that the columns are in sequence with respect to the variables. I would like to sum up the two measurements for each variable and each
2009 Oct 06
4
Text editors for Sweave (rnw) files
Hi fellow R-users,
Are there any text editors that recognize sweave (.rnw) files? I am running Windows Vista and in the past I used Tinn-R for R files but it (surprisingly) doesn't recognize rnw files and does not do any syntax highlighting for them.
Thanks in advance,
Greg
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2012 Nov 08
3
vectorized uni-root?
dear R experts--- I have (many) unidimensional root problems. think
loc.of.root <- uniroot( f= function(x,a) log( exp(a) + a) + a,
c(.,9e10), a=rnorm(1) ) $root
(for some coefficients a, there won't be a solution; for others, it
may exceed the domain. implied volatilities in various Black-Scholes
formulas and variant formulas are like this, too.)
except I don't need 1 root, but a
2011 Feb 21
1
question about solving equation using bisection method
Hi all,
I have the following two function f1 and f2.
f1 <- function(lambda,z,p1){
lambda*(p1*exp(-3*z-9/2)+(0.2-p1)*exp(4*z-8))-(1-lambda)*0.8}
f2 <- function(p1,cl, cu){
0.8*(pnorm(cl)+(1-pnorm(cu)))/(0.8*(pnorm(cl)+(1-pnorm(cu)))+p1*(pnorm(cl+3)+(1-pnorm(cu+3)))+(0.2-p1)*(pnorm(cl-4)+(1-pnorm(cu-4))))}-0.05
First fix p1 to be 0.15.
(i) choose a lambda value, say lamda=0.6,
(ii)
2007 Jul 30
3
Constructing correlation matrices
Greetings,
I have a seemingly simple task which I have not been able to solve today and I checked all of the help archives on this and have been unable to find anything useful. I want to construct a symmetric matrix of arbtriray size w/o using loops. The following I thought would do it:
p <- 6
Rmat <- diag(p)
dat.cor <- rnorm(p*(p-1)/2)
Rmat[outer(1:p, 1:p, "<")] <-
2007 Jul 28
8
generating symmetric matrices
Greetings,
I have a seemingly simple task which I have not been able to solve today. I want to construct a symmetric matrix of arbtriray size w/o using loops. The following I thought would do it:
p <- 6
Rmat <- diag(p)
dat.cor <- rnorm(p*(p-1)/2)
Rmat[outer(1:p, 1:p, "<")] <- Rmat[outer(1:p, 1:p, ">")] <- dat.cor
However, the problem is that the matrix
2008 Mar 14
2
using nrow to identify one row
Hi fellow R-users,
I have run into a problem when trying to identify the number of rows in a matrix. Say we have an arbitrary 5 by 5 matrix called temp:
temp <- matrix(norm(25), nrow=5)
The problem is that nrow(temp[1,]) returns NULL. I would like it to return 1 because in my larger program I am indexing the rows of large matrices according to another variable and I need to test when the
2010 Aug 25
4
Secant Method Convergence (Method to replicate Excel XIRR/IRR)
Hi,
I am new to R, and as a first exercise, I decided to try to implement an XIRR function using the secant method. I did a quick search and saw another posting that used the Bisection method but wanted to see if it was possible using the secant method.
I would input a Cash Flow and Date vector as well as an initial guess. I hardcoded today's initial date so I could do checks in Excel.
2010 Jan 27
3
Function for describing segements in sequential data
Dear R-users,
Say that I have a sequence of zeroes and ones:
x <- c(1,1,1,0,0,0,0,1,1,1,0,0,0,0,1,1,1,0,0,0,0)
The sequences of ones represent segments and I want to report the starting and endpoints of these segments. For example, in 'x', the first segment starts at location 1 and ends at 3, and the second segment starts at location 8 and ends at location 10. Is there an efficient
2005 Jul 28
3
using integrate with optimize nested in the integration
Hi guys
im having a problem getting R to numerically integrate for some function,
say f(bhat)*optimize(G(bhat)), over bhat. Where id like to integrate this over some finite range, so that here as we integrate over bhat optimize would return a different optimum.
For instance consider this simple example for which I cannot get R to return the desired result:
f <- function(bhat) exp(bhat)
g
2007 Nov 21
2
matrix elementwise average with NA's
Hello fellow R users,
I have a matrix computation that I imagine should be relatively easy to do, however I cannot figure out a nice way to do it. I have two matrices, for example
mat1 <- matrix(c(1:5,rep(NA,5), 6:10), nrow=3, byrow=T)
mat2 <- matrix(c(2:6, 6:10, rep(NA,5)), nrow=3, byrow=T)
I'd like to compute the element-wise average for non-NA entries. Of course
(mat1+mat2)/2
2008 Mar 10
1
How can I sample from a two-dimensional grid of points
Hi everyone,
My goal is to sample from a two-dimensional grid. Consider the following example of code:
n.grid <- 500
muA.grid <- seq(-4,4, length=n.grid)
muB.grid <- seq(-4,4, length=n.grid)
mu.p <- matrix(NA, nrow=n.grid, ncol=n.grid)
for(i in 1:n.grid){
for(j in 1:n.grid){
mu.p[i,j] <- dnorm(muA.grid[i], 0, 1)*dnorm(muB.grid[j], 0, 0.5)
}
}
mu.p <-
2011 Apr 02
1
uniroot speed and vectorization?
curiosity---given that vector operations are so much faster than
scalar operations, would it make sense to make uniroot vectorized? if
I read the uniroot docs correctly, uniroot() calls an external C
routine which seems to be a scalar function. that must be slow. I am
thinking a vectorized version would be useful for an example such as
of <- function(x,a) ( log(x)+x+a )
uniroot( of, c(
2006 Jun 24
3
getting the smoother matrix from smooth.spline
Can anyone tell me the trick for obtaining the smoother matrix from smooth.spline when there are non-unique values for x. I have the following code but, of course, it only works when all values of x are unique.
## get the smoother matrix (x having unique values
smooth.matrix = function(x, df){
n = length(x);
A = matrix(0, n, n);
for(i in 1:n){
y = rep(0, n); y[i]=1;
yi =
2009 Mar 16
1
Uniroot and Newton-Raphson Anomaly
I have the following function for which I need to find the root of a:
f <- function(R,a,c,q) sum((1 - (1-R)^a)^(1/a)) - c * q
To give context for the problem, this is a psychometric issue where R is
a vector denoting the percentage of students scoring correct on test
item i in class j, c is the proportion correct on the test by student k,
and q is the number of items on the test in total.
I
2008 Jan 07
1
evaluating a vector of characters
Dear R users,
I'd like to evaluate a vector of characters. For example, say I have a data frame called Data including the field names x1, x2, x3, and I'd like to a list out of paste("Data$x", 1:3, sep=""). How can I get list to evaluate paste("Data$x", 1:3, sep="") as an R object rather than a string?
Thanks in advance for you assistance.
Gregory
2010 Jul 02
1
Producing residual plots by time for lme object
Fellow R-users,
I have a longitudinal data set with missing values in it. I would like to produce a residual plot for each time using panel.xyplot function but I get an error message. Here's a simple example,
library(nlme)
set.seed(1544)
longdata <- data.frame(ID=gl(10,1,50), y=rnorm(50), time = as.numeric(gl(5,10,50)), x = rnorm(50))
longdata$y[5] <- NA
longdata$x[35] <- NA