similar to: Semiparametric double-index Klein Vella 2009 estimator question.

Dear R-Help, I am Deniz. I am currently trying to replicate a semiparametric sample selection paper and I am working on Klein and Spady estimator. I am using the npindex() and npindexbw() functions. The problem is, I need results for single bandwidth and when I set bandwidth computation to "FALSE" mode, R is not optimizing anything. Here is the code I am using:

Dear all, I am trying to use the np package for the estimation of a model with Klein and Spady's semiparametric estimator. When though, I include a constant term ( a column with 1s in X) then the following message appear: Multistart 1 of 3...Error in optim(c(beta, h), fn = optim.fn, gr = NULL, method = optim.method, : non-finite value supplied by optim So, how can I include a constant

>Date: Fri, 22 Feb 2002 09:48:16 -0600 (CST) >From: sun at cae.wisc.edu >Subject: [R] Does R have semiparametric package for time series > >Hello, All: I am new to R. I wonder if there is package for nonparametric or >semiparametric processing of time series. Thank you very much. > >Hongyu Sun Have a look at package "sm" and, in particular function

folks, does anyone know if the SEMIFAR model has been implemented in R? i see that there's a S-FinMetrics function SEMIFAR() that does the job, but I have no access to that software. essentially, this semiparametric fractional autoregressive model introduces a deterministic trend to the FARIMA(p,d,0) model (which, as i understand it, takes care of the random trend and short and long memory).

Dear all, I would like to estimate the standard errors of Klein and Spady's estimator for that I am using: library(np) N<-100 X<-matrix(c(rnorm(N,1,1), rnorm(N,0,1)), ncol=2) BETA <-matrix(1,2,1) Z<-X%*%BETA L<-rlogis(N,location=0, scale=1) Y <-as.vector(X%*%BETA+L>=0)*1 KS <- npindexbw (xdat=X, ydat=Y, bandwidth.compute=TRUE, method="kleinspady",

I can't install rugarch package because installation of nloptr package fails . I use opensuse 12.3 # uname -a Linux candide 3.7.10-1.11-desktop #1 SMP PREEMPT Thu May 16 20:27:27 UTC 2013 (adf31bb) x86_64 x86_64 x86_64 GNU/Linux my gcc version is 4.8.1 I compiled and installed R 3.01 . then I tried to install rugarch package but it fails because it can't install depended package nloptr.

Dear List, I'm just teaching myself semi-parametric techniques. Apologies in advance for the long post. I've got observational data and a longitudinal, semi-parametric model that I want to fit in GAM (or potentially something equivalent), and I'm not sure how to do it. I'm posting this to ask whether it is possible to do what I want to do using "canned" commands

Dear all, I am a new user to R and I am using pracma and nloptr libraries to minimize a numerical integration subject to a single constraint . The integrand itself is somehow a complicated function of x and y that is computed through several steps. i formulated the integrand in a separate function called f which is a function of x &y. I want to find the optimal value of x such that the

Sorry, apparently I forgot that we are looking at the Monday before Devcon for this trip. > ------------------------------ > > Message: 4 > Date: Wed, 24 Jun 2015 11:59:29 +0300 > From: Eric Klein <eric.klein at greenfieldtech.net> > To: asterisk-users at lists.digium.com > Subject: [asterisk-users] Organizing a Pre Astricon road trip > Message-ID: >

Dear all, I would like to create a code for semiparametric Klein and Spady's estimator. For that I created a function that provides the log-likelihood function for each observation (so it is a function of betas and i, where i denotes the observation). Now, in order to maximize the log-likelihood function, I have to sum these log-likelihood functions for each i and so to get another function

I have a complex function that I want to maximize (I have multiplied this function by -1 so that it becomes a minimization problem in the code below). This function has two equality constraints. I get the programs to run but the answer isn't correct because, when it does converge, at least one of the constraints is violated. Any suggestions? Code below Violated constraint (an easy check):

Dear List, I am pleased to announce the release of version 1.0.0 of DPpackage on CRAN. DPpackage covers some important models using Dirichlet process priors. The package includes: Semiparametric Bernoulli regression Semiparametric Density estimation Semiparametric Linear mixed models Semiparametric Generalized linear mixed models Semiparametric AFT model for interval-censored data I

On Thu, May 3, 2018 at 2:03 PM, Michael Ashton <m.ashton at enduringinvestments.com> wrote: > Thanks Bert. But everyone on that forum wants to use finance tools rather than general optimization stuff! And I am not optimizing a traditional Markowitz mean-variance problem. Plus, smarter people here. :-) > I'm very confused by these statements. Most of the "finance tools"

Have you tried "optimx" package that John Nash and I wrote? The main purpose is to be able to readily compare multiple optimizers on a particular class of problems and see which one seems to do the best. It doesn't include nloptr, but most other optimizers are there. Ravi ________________________________________ From: R-devel <r-devel-bounces at r-project.org> on behalf of

On 7 Nov 2017 13:36, Lucas Clemente Vella <lvella at gmail.com> wrote: 2017-11-07 11:10 GMT-02:00 encrupted anonymous <sergeinakamoto at gmail.com<mailto:sergeinakamoto at gmail.com>>: did another test of many. NeroAAC q=1 @400kbps and Vorbis q=10 @412kbps shared 2nd place. OPUS @330 kbps - 3rd place. LAME MP3 q=0 @320 kbps - 1st place. ---JPEG file attached--- Please disable

Hi Michael, A few comments 1. To add the constraint sum(wgt.vect=1) you would use the method of Lagrange multipliers. What this means is that in addition to the w_i (the components of the weight variables) you would add an additional variable, call it lambda. Then you would modify your optim.fun() function to add the term lambda * (sum(wgt.vect - 1) 2. Are you sure that you have defined

Hello everyone, Recently, I have encountered a problem about estimation of binary response model,as I try to estimate the survival probability of firms. I do not want to use the traditional binary respose models, such as Probit model or Logit model, since they are too restricted in their function form. Therefore, I seek to adopt some semiparametric methods, precisely estimation methods of

Dear list, I am using the np package. With the npindex function I estimate a semiparametric single index model using the method of Klein-Spady. P(Z=1|X) = G(X?b) I don?t have any problems to calculated the fitted values and standard errors X?b: bw = npindexbw(xdat=x, ydat=y_bi, method="kleinspady", nmulti=2) model = npindex(bws= bw3, gradients= TRUE, residuals = TRUE, boot.num =

You asked in the Vorbis list, but your text only mentions OGG. The codec commonly used in OGG containers that is limited to 48 khz is Opus. Maybe you are trying to use the wrong codec (i.e. Opus instead of Vorbis)? Using a 44.1 khz wav file, I was able to encode a 192 khz ogg-vorbis file with the following command: $ oggenc --resample 192000 input.wav Of course, if your original material is

Dear R users, An updated version of the np package has recently been uploaded to CRAN (version 0.14-1). The package is briefly described in a recent issue of Rnews (October, 2007, http://cran.r-project.org/doc/Rnews/Rnews_2007-2.pdf) for those who might be interested. A somewhat more detailed paper that describes the np package is forthcoming in the Journal of Statistical Software