similar to: how can i get hessian matrix at "constrOptim"

i have a function like 1+sin(a+bx) where -pi/2<=a+bx<=pi/2 i made a progrom using constrOptim() function but it is not giving good result. it depends on the initial value. but when i am doing simulation it is impossible of find the best initial value for every step. also i am not exactly sure how to input the restriction though i have read the help file of the function. here x is a set of

Dear helpers, I am using the function "constrOptim" to estimate a model with ML with an inequality constraint using the option method='Nelder-Mead'. When I specify the option: hessian = TRUE I obtain the response: Error in f(theta, ...) : unused argument(s) (hessian = TRUE) I guess the function "constrOptim" does not allow this argument which, on the other hand, is

Dear Helper, I used "constrOptim.nl" and got the value of par. The estimations looks good even if the number of iterations is only 16. But the values of hessian and convergence are both "NULL". I tested the objective function and gradient function by "optim" and didn't see any problem there. With these functions, "optim" gives the convergence value

Hi, Use the `auglag' function in "alabama" if you want to get the Hessian at convergence. This typically tends to perform better than `constrOptim.nl'. Also, `constrOptim.nl' does not compute the Hessian. You should not specify method="L-BFGS-B". The default method "BFGS" is better in this setting. Hope this helps, Ravi

Hi, Is there any way to get the hessian matrix from the "constrOptim" function without supplying gradient function? Thanks. --------------------------------- Bring words and photos together (easily) with [[alternative HTML version deleted]]

Dear R-users, In the function constrOptim there is an option to get an approximation to the hessian of the surrogate function R at MLE by declaring hessian=TRUE in the calls to the function optim. I would like to ask if it is advisable to get an approximate hessian for the funcrion f as follows: f''(theta)=R''(theta|theta_k)-B''(theta) where

Dear all R users, Is there any way to calculate hessian matrix of a given function at any given point? Regards [[alternative HTML version deleted]]

Hi, Environment: Samba version: 4.1.11 or above. Windows: Server 2012 R2/Windows 8 Linux: Fedora 21 Scenario: I have accessed the file in Ubuntu as an administrator and opened it but when I'm trying to enumerate the opened files using NetFileEnum() it shows an error that enumerating files is only possible as an administrator. Kindly help. Thanks and regards, Anirvan Roy Choudhury.

On 1/9/19 10:24 AM, Akshar Kanak wrote: > Dear team > ? ? I am running a centos guest VM? which freezes for every few days . > The qemu-kvm on? shows 100% cpu utilization. > ? ? Ping to the guest might work or may not work .Please can you tell > me what approach can i take to debug it . > ? ? using "virsh dump" I can dump the core of the? guest vm but I am > not

Hi Thanks for the reply We have seen the same guest VM freezing on vmware ESXi machine also , so we were interested in know in the internal condition of the guest vm when the freeze happened How can we analyse the core file generated by "virsh dump " Thanks and regards Akshar On Wed, Jan 9, 2019 at 1:58 PM Manuel Wolfshant <wolfy at nobugconsulting.ro> wrote: > On 1/9/19

I am using R for hierarchical clustering of a number of documents. I have a distance matrix on which I have applied hclust method. When I plot the result of hclust method, I can see the dendogram plotted. What I need now is the dendogram stored as a tree in a data structure. My goal is to automatically label all internal nodes. For that, I need to know, which leaf nodes make a first level

Hi Everyone, I'm trying to minimize a function using constrOptim with the simulated annealing method SANN. If I understand constrOptim well, it basically passes most of its arguments to optim while somehow enforcing the constraints. My problem is, that since SANN does not need gradients, when using optim with SANN, the gr argument of optim is used to specify a function to create the next

Hi, I'm having trouble using the constrOptim function to generate the 9-component vector argmin of the function ELfsds: ELfsds <- function(pvechat){ LG=0 for(i in 1:9){ LG=LG+log(pvechat[i]) } return(-LG) } with accompanying gradient function: gradfunc <- function(thetavec){ g=1/(9*thetavec) return(g) } The constraints on the optimization problem are: 1 - components of

I've moved this from r-help to r-bugs. If you reply, please be careful that replies go to the right place: r-bugs if your comment is specifically about the bug (and it contains the PR# in the subject that will be added when this is cc'd to r-devel), r-devel if general discussion, not both. On Wed, 14 Jul 2004 10:01:45 -0400, "Roger D. Peng" <rpeng@jhsph.edu> wrote :

Hi Everyone, I'm trying to minimize a function using constrOptim with the simulated annealing method SANN. If I understand constrOptim well, it basically passes most of its arguments to optim while somehow enforcing the constraints. My problem is, that since SANN does not need gradients, when using optim with SANN, the gr argument of optim is used to specify a function to create the next

Hi, I think that there something wrong with the 'constrOptim' max/minimization function because she doesn?t send extra arguments to 'optim' call. Fact: When I use optim in a f(x,theta)-like function, everything goes ok. But using constrOptim with the same function leads to error... Proof: Make a small change in the 'Rosenbrock Banana function' (taken from the Examples

Okay, looking at the docs, then it's not a bug, since the "..." argument is not actually documented as "other arguments passed to f or grad". However, that *is* how it's document in `optim', so one can see how this might cause some confusion. Now, it's not clear to me which other arguments need to be passed to `optim' except perhaps `hessian'. Am

I have a function myFunction(beta,x) where beta is a vector of coefficients and x is a data frame (think of it as a matrix). I want to optimize the function myFunction() by ONLY changing beta, i.e. x stays constant, with 4 constraints. I have the following code (with a separate source file for the function): rm(list=ls()) source('mySourceFile')

Dear List, I am using constrOptim to solve the following fr1 <- function(x) { b0 <- x[1] b1 <- x[2] ((1/(1+exp(-b0+b1))+(1/(1+exp(-b0)))+(1/(1+exp(-b0-b1)))))/3 } As you can see, my objective function is ((1/(1+exp(-b0+b1))+(1/(1+exp(-b0)))+(1/(1+exp(-b0-b1)))))/3 and I would like to solve for both b0 and b1. If I were to use optim then I would derive the gradient of the

Hello, I got a question with the R function constrOptim. >From the R help, it says that the return values of "constrOptim" are the same as "optim". For the return value "convergence" of the function "optim", the values should be 0, 1, 10, 51 and 52. See http://www.maths.lth.se/help/R/.R/library/stats/html/optim.html When I use constrOptim, I get