similar to: Powell's Metod

Displaying 20 results from an estimated 2000 matches similar to: "Powell's Metod"

2006 Apr 24
3
Sending an ESC command to the console from wihtin a script
Hi, Is there a way to send an ESC command to the console from within a script window, without using the mouse ? Thanks, Tolga
2006 Mar 12
2
Numerical Derivatives in R
Hi, Suppose I have an arbitrary function: arbfun<-function(x) {...} Is there a robust implementation of a numerical derivative routine in R which I can use to take it's derivative ? Something a bit more than simple division by delta of the difference of evaluating the function at x and x+delta... Perhaps there is a way to do this using D or deriv but I could not figure it out.
2005 Apr 14
6
Inverse of the Laplace Transform/Gaver Stehfest algorithm
Hi there, Is there an implementation of the Gaveh Stehfest algorithm in R somewhere ? Or some other inversion ? Thanks, Tolga
2006 Nov 05
2
Generating a double-exponential jump diffusion process
Dear R Users, Does anyone know of a package which can generate random realisations of a double-exponential jump diffusion process with a drift ? Something where I can specify the likelihoods of an up or a down jump, the drift rate, and the mean size, and get back a vector of realisation of the process (for purposes of a Monte-Carlo). Kind regards, Tolga
2006 Feb 16
2
Problem with scoping a variable value
Hi there, I have a function which has a variable called show as an input: richardson.grad <- function(func, x, d=0.01, eps=1e-4, r=6, show=F){ # do some things if(show) { cat("\n","first order approximations", "\n") print(a.mtr, 12) } #do more things and return } The show variable is being used as a flag to show intermediate
2013 Jan 14
1
Rbbg for 2.15.2
Dear R Users, Anyone know of a version of Rbbg compiled for R 2.15.2 . The current version does not appear to work with 2.15.2 > install.packages("Rbbg", repos = "http://r.findata.org") Installing package(s) into ?C:/Users/t_uzu_000/Documents/R/win-library/2.15? (as ?lib? is unspecified) Warning: unable to access index for repository http://r.findata.org/src/contrib
2005 Jun 20
6
Bucketting data
Hi, Am sure this is a trivial question but for some reason, haven't been able to figure it out. I want to bucket data in a vector, and then iterate over the buckets. Say the data set is: > cleandata[,4] [1] 26 26 26 26 26 26 26 26 26 26 26 26 61 61 61 61 61 61 61 61 61 61 61 89 89 89 89 89 89 89 180 180 180 180 362 544 544 544 [39] 544 544 544 544 544 544
2012 Dec 06
5
2-15.2 Windows 32-bit version anywhere ?
Dear R Users, I am working in an environment in which I am not able to compile any code. Sad, but true. Is there a Windows 32-bit version of 2-15.2 anywhere ? I am currently unable to use packages Matrix and mgcv because they appear to have been compiled for 2-15.2 but only 2-15.1 is available for download from the regular CRAN websites. Thanks in advance, Tolga This email is confidential and
2005 May 21
1
Numerical PDE Solver
Is there a package in R which implements numerically solves pde ? Thanks, Tolga
2005 Dec 10
2
Problems with integrate
Hi, Having a weird problem with the integrate function. I have a function which calculates a loss density: I'd like to integrate it to get the distribution. The loss density function is: lossdensity<-function(p,Beta,R=0.4){ # the second derivative of the PDF # p is the default probability of the pool at which we are evaluating the lossdensity # Beta is the correlation with the market
2005 May 05
2
Numerical Derivative / Numerical Differentiation of unkno wn funct ion
Ah... I searched for half an hour for this function... you know, the help function in R could really be a lot better... But wait a minute... looking at this, it appears you have to pass in an expression. What if it is an unknown function, where you only have a handle to the function, but you cannot see it's implementation ? Will this work then ? -----Original Message----- From: Berton Gunter
2005 Jul 15
2
rmpi in windows
Hi Folks, Has anyone been able to get rmpi to work under windows ? Thanks, Tolga Please follow the attached hyperlink to an important disclaimer <http://www.csfb.com/legal_terms/disclaimer_europe.shtml> ============================================================================== Please access the attached hyperlink for an important electronic communications disclaimer:
2012 Jan 12
1
How can I prevent solve.QP from printing the solution progress ?
Dear R Users, How can I prevent solve.Qp from printing the solution progress ? Thanks in advance, Tolga This email is confidential and subject to important disclaimers and conditions including on offers for the purchase or sale of securities, accuracy and completeness of information, viruses, confidentiality, legal privilege, and legal entity disclaimers, available at
2008 Jul 19
2
Title for graph with multiple plots
Dear R Users, I am attempting to place a title to a graph with multiple plots that should go across the top of all the graphs, and not just one of them. I am using mfrow in par to plot. Can anyone suggest if and how this could be done ? Thanks in advance, Tolga
2006 Jan 18
1
Powell's unconstrained derivative-free nonlinear least squares routine, VA05AD
I have used Mike Powell's optimization routine (VA05AD) from the Harwell Subroutine Library (HSL) for more than 20 years. It is no exaggeration to say that it has helped make my career (thanks Mike). I recently learned that I am not alone in this respect - apparently it still has a loyal following in all sorts of fields! It is an exceedingly fine piece of software - fast, reliable and easy to
2008 Sep 09
2
Information on the number of CPU's
Dear R Users, I am on Windows XP SP2 platform, using R version 2.7.2 . I was wondering if there is a way to find out, within R, the number of CPU's on my machine ? I would use this information to set the number of nodes in a cluster, depending on the machine. Sys.info() and .Platform do not carry this information. Thanks in advance, Tolga Uzuner Generally, this communication is for
2005 Dec 20
4
help with sapply, plot, lines
Hi, I am trying to plot multiple lines on a graph. The function is particularly simple: sigma<-function(lambda) atm-2*rr*(lambda-0.5)+16*str*(lambda-0.5)^2 which uses the variables atm, rr and str... I define these as such: atm<-0.4 rr<-0.2 str<-0.1 and this plots fine: plot(seq(0.01,0.99,0.01),sigma(seq(0.01,0.99,0.01)),ylim=c(0,1)) Now, I want to plot the same function for
2008 Jul 08
6
Automatic placement of Legends
Dear R-Users, I am looking for a way to get legends placed automagically in an empty spot on a graph. Additional complication comes through my useage of multiple graphs on the same plot through mfrow. Is there a way to achieve this in R ? I have legends for each of the sub-plots. Many thanks in advance, Tolga Generally, this communication is for informational purposes only and it is not
2005 Apr 11
2
Trying to undo an assignment
Hi, I defined corr to be a function, not realising that this was also the name for correlation in package=boot. How do I explicitly call the corr function within package boot (so, scope up over the current frame, I guess is another way of saying it) without removing my new corr function ? Thanks, Tolga Please follow the attached hyperlink to an important disclaimer
2008 Nov 04
4
fine grain tick marks for zoo plots
Dear R Users, I am trying to get plot.zoo to place monthy tickmarks/labels for a time series which spans daily data going back a bit over a year. Right now, I am getting only one tick mark on the x-axis for the beginning of 2008. How can I force plot.zoo to place more regular x-axis tick marks on a monthly basis ? Thanks in advance, Tolga Generally, this communication is for informational