Displaying 20 results from an estimated 10000 matches similar to: "uniroot speed and vectorization?"
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) ) $root
(for some coefficients a, there won't be a solution; for others, it
may exceed the domain. implied volatilities in various Black-Scholes
formulas and variant formulas are like this, too.)
except I don't need 1 root, but a
2011 Jul 02
5
%dopar% parallel processing experiment
dear R experts---
I am experimenting with multicore processing, so far with pretty
disappointing results. Here is my simple example:
A <- 100000
randvalues <- abs(rnorm(A))
minfn <- function( x, i ) { log(abs(x))+x^3+i/A+randvalues[i] } ?## an
arbitrary function
ARGV <- commandArgs(trailingOnly=TRUE)
if (ARGV[1] == "do-onecore") {
?library(foreach)
?discard <-
2013 Feb 04
2
Contract Syntactic Sugar
## the following is a dream: add some sugar syntax to allow for
contracts with teeth (in and out checking)
> is.positive <- function(x) (all(x>0))
> exponentiate <- function( x ::is.data.frame , exponent ::is.numeric is.positive) :: is.vector is.numeric {
x$base :: is.positive ## error also if base does not exist
in x; may need some special IQ
x$base^exponent
}
2018 Jul 30
2
trace in uniroot() ?
In looking at rootfinding for the histoRicalg project (see gitlab.com/nashjc/histoRicalg),
I thought I would check how uniroot() solves some problems. The following short example
ff <- function(x){ exp(0.5*x) - 2 }
ff(2)
ff(1)
uniroot(ff, 0, 10)
uniroot(ff, c(0, 10), trace=1)
uniroot(ff, c(0, 10), trace=TRUE)
shows that the trace parameter, as described in the Rd file, does not seem to
be
2013 Aug 20
7
Extending suggestion for stopifnot
I am using a variant of stopifnot a lot. can I suggest that base R
extends its functionality? I know how to do this for myself. this is
a suggestion for beginners and students. I don't think it would break
anything.
first, I think it would be more useful if it had an optional character
string, so users could write
stopifnot( is.matrix(m), "m is not a matrix" )
this would
2018 Aug 13
1
trace in uniroot() ?
Despite my years with R, I didn't know about trace(). Thanks.
However, my decades in the minimization and root finding game make me like having
a trace that gives some info on the operation, the argument and the current function value.
I've usually found glitches are a result of things like >= rather than > in tests etc., and
knowing what was done is the quickest way to get there.
2010 Oct 24
1
more errors (behavior)
quick programming question. I am not making enough errors in my
programs, so I want to trigger a few more. ;-)
[1] undefined variable behavior:
> d=data.frame( x=rnorm(1:10), y=rnorm(1:10))
> z
Error: object 'z' not found
> d$z
NULL
is this consistent? I thought that z is the same as .GlobalEnv$z, but
apparently it is not. something here is smart enough to trigger an
error.
2012 Dec 29
1
parallel error message extraction (in mclapply)?
dear R experts---I am looking at a fairly uninformative error in my program:
Error in mclapply(1:nrow(opts), solveme) :
(converted from warning) all scheduled cores encountered errors in user code
the doc on ?mclapply tells me that
In addition, each process is running the job inside try(...,
silent=TRUE) so if error occur they will be stored as try-error
objects in the list.
I looked up
2011 Feb 27
0
foreach() package for parallel computing
dear R experts---I have been experimenting with the foreach package
(with doMC) for a while.
my first impression is that it is a very easy way to acquire parallel
processing capabilities. (thanks, revolution R.) the only two
gotchas were about installation (it required an exit and restart), and
the precedence order of the foreach (higher than '+', I think), but
once I understood this,
1999 Apr 23
1
[S] uniroot -- doesn't work recursively
Dear Prof Azzalini,
You have an interesting example of recursive use of uniroot().
[re-cited at the end]
However, note that R currently has the same problem as S-plus:
Uniroot() doesn't work reliably, recursively.
When you found it to be better, you were just lucky.
The relevant file in R's source, src/main/optimize.c
says
/* WARNING : As things stand, these routines should
2012 May 09
2
big quasi-fixed effects OLS model
dear R experts---now I have a case where I want to estimate very large
regression models with many fixed effects---not just the mean type, but
cross-fixed effects---years, months, locations, firms. Many millions of
observations, a few thousand variables (most of these variables are
interaction fixed effects). could someone please point me to packages, if
any, that would help me estimate such
2004 Nov 01
2
non-linear solve?
hi: could someone please point me to a function that allows me to
solve general non-linear functions?
> irr.in <- function(r, c1, c2, c3 ) { return(c1+c2/(1+r) +
c3/(1+r)^2); }
> solve.nonlinear( irr.in, -100, 60, 70 );
0.189
If someone has written an irr function, this would be helpful,
too---though not difficult to write, either. thanks for any pointers.
Regards,
/iaw
2012 Mar 30
4
list assignment syntax?
Dear R wizards: is there a clean way to assign to elements in a list?
what I would like to do, in pseudo R+perl notation is
f <- function(a,b) list(a+b,a-b)
(c,d) <- f(1,2)
and have c be assigned 1+2 and d be assigned 1-2. right now, I use the clunky
x <- f(1,2)
c <- x[[1]]
d <- x[[2]]
rm(x)
which seems awful. is there a nicer syntax?
regards, /iaw
----
Ivo Welch
2010 Jan 08
4
fast lm se?
dear R experts---I am using the coef() function to pick off the coefficients
from an lm() object. alas, I also need the standard errors and I need them
fast. I know I can do a "summary()" on the object and pick them off this
way, but this computes other stuff I do not need. Or, I can compute (X'
X)^(-1) s^2 myself. Has someone written a fast se() function?
incidentally, I think
2010 Jun 11
3
lm without error
this is not an important question, but I wonder why lm returns an
error, and whether this can be shut off. it would seem to me that
returning NA's would make more sense in some cases---after all, the
problem is clearly that coefficients cannot be computed.
I know that I can trap the lm.fit() error---although I have always
found this to be quite inconvenient---and this is easy if I have only
2011 Jul 02
1
Speed Advice for R --- avoid data frames
This email is intended for R users that are not that familiar with R
internals and are searching google about how to speed up R.
Despite common misperception, R is not slow when it comes to iterative
access. R is fast when it comes to matrices. R is very slow when it
comes to iterative access into data frames. Such access occurs when a
user uses "data$varname[index]", which is a very
2013 Feb 06
5
First R Package --- Advice?
Dear R experts---
after many years, I am planning to give in and write my first R
package. I want to combine my collection of collected useful utility
routines.
as my guide, I am planning to use Friedrich Leisch's "Creating R
Packages: A Tutorial" from Sep 2009. Is there a newer or better
tutorial? this one is 4 years old.
I also plan on one change---given that the
2007 Jan 31
2
what is the purpose of an error message in uniroot?
Hi all,
This is probably a blindingly obvious question: Why does it matter in
the uniroot function whether the f() values at the end points that you
supply are of the same sign?
For example:
f <- function(x,y) {y-x^2+1}
#this gives a warning
uniroot(f,interval=c(-5,5),y=0)
Error in uniroot(f, interval=c(-5, 5), y = 0) : f() values at end
points not of opposite sign
#this doesn't give a
2010 Jan 22
2
sorted reshaping?
dear R wizards:? I am wrestling with reshape.? I have a long data set
that I want to convert into a wide data set, in which rows are firms
and columns are years.
> summary(rin)
firm fyear sim1
Min. :1004.00 Min. :1964.0 Min. : -1.00000
1st Qu.:1010.00 1st Qu.:1979.0 1st Qu.: -0.14334
Median :1016.00 Median :1986.0 Median : 0.00116
Mean
2010 May 11
3
Revolution R and the R Community?
As an end-user, I wonder about Revolution R. Is the relationship
between Revolution R and the R community at-large a positive one? Do
the former contribute to the development efforts of the latter? Is
there a competitive aspect? is their forum competitive with r-help?
any other thoughts? (most of all, I simply hope that they help some
of the many helpful experts on this forum, who have