similar to: replacing Na's in a vector with the preceding integer element

Hi all, When I try to sum a few columns in a data frame (which has NA?s randomly distributed as elements), I am not able to get the summing operation to ignore the NA?s. Let me explain with the following code : ################################? a<-structure(list(a1 = c(NA, 2, 3, NA, 5, 6, NA, 8, 9, NA), a2 = c(NA, + 4, 5, 5, NA, 7, 8, 8, NA, 10), a3 = c(2, NA, 6, 8, NA, 12, 14, + NA, 18, 20)),

Hi, I am getting stuck over an apparently simple problem in the use of regular expressions : To collect together the first letters of the words from the Perl motto, ?There is more than one way to do it? in the following form ? TIMTOWTDI. I tried the following code : ? ##### A regex problem with the Perl motto astr<-"There is more than one way to do it" b1<-grep("\\<",

Add a helper to initialize a bvec based of a page pointer. This will help removing various open code bvec initializations. Signed-off-by: Christoph Hellwig <hch at lst.de> --- block/bio-integrity.c | 7 +------ block/bio.c | 12 ++---------- include/linux/bvec.h | 15 +++++++++++++++ 3 files changed, 18 insertions(+), 16 deletions(-) diff --git a/block/bio-integrity.c

Hi I'm having problems getting the "factorized" argument in solve.QP (part of the quadprog library) to work as expected. The helpfile states that when the factorized argument is set to TRUE, then the function requires the inverse of a square-root factor of the Hessian instead of the Hessian itself. That is, when factorized=TRUE, the Dmat argument should be a matrix R^(-1), such

vDPA supports the possibility to use user VA in the iotlb messages. So, let's add support for user VA in vringh to use it in the vDPA simulators. Signed-off-by: Stefano Garzarella <sgarzare at redhat.com> --- Notes: v3: - refactored avoiding code duplication [Eugenio] v2: - replace kmap_atomic() with kmap_local_page() [see previous patch] - fix cast warnings when

Hi everybody, I'm using Windows XP Prof, R 2.5.1 and a Pentium 4 Processor. Now, I want to solve a quadratic optimization program (Portfolio Selection) with the quadprog package I want to minimize (\omega'%*%\Sigma%*%\omega) Subject to (1) \iota' %*% \omega = 1 (full investment) (2) R'%*%\omega = \mu (predefined expectation value) (3) \omega \ge 0 (no short sales). Where

I am having some problems using Quadprog in R. I want to minimize the objective function : 200*P1-1/2*10*P1^2+100*P2-1/2*5*P2^2+160*P3-1/2*8*P3^2+50*P4-1/2*10*P4^2+50*P 5-1/2*20*P5^2+50*P6-1/2*10*P6^2, Subject to a set of constrains including not only the variables P1, P2, P3, P4, P5, P6, but also the variables X1, X2,X3,X4,X5,X6,X7,X8,X9. As the set of variables X's are not

Hi, I'm using the package quadprog to solve the following quadratic programming problem. I want to minimize the function (b_1-b_2)^2+(b_3-b_4)^2 by the following constraints b_i, i=1,...,4: b_1+b_3=1 b_2+b_4=1 0.1<=b_1<=0.2 0.2<=b_2<=0.4 0.8<=b_3<=0.9 0.6<=b_4<=0.8 In my opinion the solution should be b_1=b_2=0.2 und b_3=b_4=0.8. Unfortunately R doesn't find

Hi, From R 2.6, I would like to update to R2.7. I would like to have some tips on the recommended method of installing the latest versions of an entire list of packages in R2.7 - i.e. all the packages that I have presently installed in R2.6. I am hoping that there is an easier method than fetching the packages individually as I did, to begin with, for R2.6. Additionally, I would like to install

On Tue, Mar 21, 2023 at 11:43?PM Stefano Garzarella <sgarzare at redhat.com> wrote: > > vDPA supports the possibility to use user VA in the iotlb messages. > So, let's add support for user VA in vringh to use it in the vDPA > simulators. > > Signed-off-by: Stefano Garzarella <sgarzare at redhat.com> > --- > > Notes: > v3: > - refactored

Dear all, I need to maximize the v: v= D' W D D is a column vector ( n , 1) W is a given matrix (n, n) subject to: sum D= 1 (BTW, n is less than 300) I´ve tried to use maxBFGS, as follows: ##################################### objectiveFunction<-function(x) { return(t(D)%*%W%*%D) } Amat<-diag(nrow(D)) Amat<-rbind((rep(-1, nrow(D))), Amat) bvec<-matrix( c(0), nrow(D)+1,

Hi list: This is my first time to post my question on the list. Thanks for your help. I am solving a quadratic programming using R. Here is my question: w = arg min 0.5*w'Mw - w'N s. t. sum(w) = 1; w>0 note: w is weight vector, each w_i must >=0, and the sum of w =1. Here is my R code: A <-matrix(c(2.26,1.26,1.12,1.12,2.27,1.13,1.12,1.13,2.2),3,3); B <-

Hi, Is there some alternative to cumsum for chron objects? I have data frames that contain some chron objects that look like this: DateTime 13/10/03 12:30:35 NA NA NA 15/10/03 16:30:05 NA NA ... and I've been trying to replace the NA's so that a date/time sequence is created starting with the preceding available value. Because the number of rows with NA's following each available

I wonder if anyone could help me find an expression for skipping the last missing values in a vector? The kind of material I have is something like x<-c(23,12,NA,23,24,21,NA,NA,NA) I would like to skip the last NA's, but not the ones in between other vallues. Any hints? (Why not do this by simply take x[1:6]? I have several vectors a couple of thousand observations long with varying

At the risk of ridicule for my deficient linear algebra skills, I ask for help using the solve.QP function to do portfolio optimization. I am trying to following a textbook example and need help converting the problem into the format required by solve.QP. Below is my sample code if anyone is willing to go through it. This problem will not solve because it is not set up properly. I hope I

Hi Rhelpers, I would like to have some help with a plot which is beyond my capabilities. This plot that I am seeking involves an overlay of two different barcharts and one xyplot. The code that I have used is the following : #save(df1,file="M:\\KBR\\df1.RData") load(file="M:\\KBR\\df1.RData") # df1$Year.ord created to obtain the right order i.e. 2015M < 2015K

This patch contains fixes for persistent grants implementation v2: * handle == 0 is a valid handle, so initialize grants in blkback setting the handle to BLKBACK_INVALID_HANDLE instead of 0. Reported by Konrad Rzeszutek Wilk. * new_map is a boolean, use "true" or "false" instead of 1 and 0. Reported by Konrad Rzeszutek Wilk. * blkfront announces the

Dear R list, I use the constrOptim to maximize a function with four constriants but the answer does not leave from the starting value and there is only one outer iteration. The function is defined as follows: tm<-function(p){ p1<-p[1]; p2<-p[2]; p3<-p[3]; p4<-1-p1-p2-p3; p1*p2*p3*p4} ##the constraints are p1>=0; p2>=0; p3>=0 and p4>=0 i.e. p1+p2+p3<=1

Dear list, I am trying to follow an example that estimates a 2x2 markov transition matrix across several periods from aggregate data using restricted least squares. I seem to be making headway using solve.QP(quadprog) as the unrestricted solution matches the example I am following, and I can specify simple equality and inequality constraints. However, I cannot correctly specify a constraint

Hello. I'm trying to solve a quadratic programming problem of the form min ||Hx - y||^2 s.t. x >= 0 and x <= t using solve.QP in the quadprog package but I'm having problems with Dmat not being positive definite, which is kinda okay since I expect it to be numerically semi-definite in most cases. As far as I'm aware the problem arises because the Goldfarb and Idnani method first