Re: [Rd] constrained optimization
Have you considered using the optim function with L-BFGS-B for bounded optimization. Obviously, you will have to do changes of variables so that everything is in terms of a rectangle (which is the type of bounding that it accepts). I believe it is based on "A LIMITED MEMORY ALGORITHM FOR BOUND CONSTRAINED OPTIMIZATION" By Richard H Byrd, Peihuang Lu, Jorge Nocedal, and Ciyou Zhu. Technical Report NAM-08, May 1994. They also have a paper on the exact implementation. I also believe that R uses the code from Nocedal et al. -- View this message in context: http://r.789695.n4.nabble.com/constrained-optimization-tp2280809p2281282.html Sent from the R devel mailing list archive at Nabble.com. __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
[Rd] Accessing options of L-BFGS-B
Hi, I use L-BFGS-B heavily and I want access to some of the options in the code that R calls but does not provide access to. There are some knobs on the convergence criteria that are not accessible via optim, specifically, I want to require a maximum gradient (obviously, it is actually some norm of the gradient vector so that the requirement is 1 dimensional). I want to do this because rerunning from various starting points gives me poor convergence and my own (pure-R) L-BFGS has a poor line search algorithm that sometimes fails. Is there a simple way to do this? As an alternative, the BFGS type papers tend to be long on the BFGS explanations and short on the line search explanations. If someone pointed me to a good line search paper that uses the Wolfe conditions... Thanks, Paul Bailey -- View this message in context: http://r.789695.n4.nabble.com/Accessing-options-of-L-BFGS-B-tp2281324p2281324.html Sent from the R devel mailing list archive at Nabble.com. __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
[Rd] pass-by-reference
I'm working with a large object that I want to modify slightly in a function.
Pass-by-reference would make a lot of sense, but I don't know how to do it.
I've searched this archive and thought that I can do something like
f <- function(x) {
v1 <- list(a=x,b=3)
g(x)
v1
}
g <- function(x) {
frame <- parent.frame()
assign("v1",list(a=x,b=x),frame)
}
f(4)
returns list(a=4,b=4)
but what if I wanted to make v1[[1]] = v1[[1]] + v1[[2]] without creating a
copy of v1?
f2 <- function(x) {
v1 <- list(a=x,b=3)
g2(x)
v1
}
g2 <- function(x) {
frame <- parent.frame()
v1 <- get("v1",envir=frame)
v1[[1]] <- v1[[1]] + v1[[2]]
}
f2(4)
but this fails. (it returns list(a=4,b=3) because v1 was copied into g2, not
passed by reference) Is there a way to do this?
--
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[Rd] aggregate(as.formula("some formula"), data, function) error when called from in a function
I'm having a problem with aggregate.formula when I call it in a function and
the function is converted from a string in the funtion
I think my problem may also only occur when the left hand side of the formula
is cbind(...)
Here is example code that generates a dataset and then the error.
The first function "agg2" fails
> agg2(FALSE)
do agg 2
Error in m[[2L]][[2L]] : object of type 'symbol' is not subsettable
but, if I run it have it return what it is going to pass to aggregate and pass
it myself, it works. I can use this for a workaround (agg3) where one function
does this itself.
I'm confused by the behavior. Is there some way to not have to use a separate
function to make the call ?
==
# start R code
# idea: in a function, count the number of instances
# of some factor (y) associated with another
# factor (x). aggregate.formula appears to be
# able to do this... but I have a problem if all of the following:
# (1) It is called in a function
# (2) the formula is created using as.formula(character)
# calling aggregate with the same formula (created with as.formula)
# outside the function works fine.
agg2 <- function(test=FALSE) {
# create a factor y
dat <- data.frame(y=sample(LETTERS[1:3],100,replace=TRUE))
# create a factor x
dat$x <- sample(letters[1:4],100,replace=TRUE)
# make a column of 1s and zeros
# 1 when that row has that level of y
# 0 otherwise
lvls <- levels(dat$y)
dat$ya <- 1*(dat[,1] == lvls[1])
dat$yb <- 1*(dat[,1] == lvls[2])
dat$yc <- 1*(dat[,1] == lvls[3])
# this works fine if you give the exact function
agg1 <- aggregate(cbind(ya,yb,yc)~x,data=dat,sum)
# and fine if you accept
fo <- as.formula("cbind(ya,yb,yc)~x")
if(test) {
return(list(fo=fo,data=dat))
}
cat("do agg 2\n")
agg2 <- aggregate(fo,data=dat,sum)
list(agg1,agg2)
}
agg2(FALSE)
ag <- agg2(TRUE)
ag$fo
aggregate(ag$fo,ag$data,sum)
agg3 <- function() {
ag <- agg2(TRUE)
ag$fo
aggregate(ag$fo,ag$data,sum)
}
agg3()
# end R code
==
Paul Bailey
University of Maryland
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[Rd] help with S4 objects: trying to use a "link-glm" as a class in an object definition
Hi,
I'm trying to make a new S4 object with a slot for a "link-glm" object. R
doesn't like me have a slot of class "link-glm"
> class(make.link("probit"))
[1] "link-glm"
> setClass("a",representation(item="link-glm"))
[1] "a"
Warning message:
undefined slot classes in definition of "a": item(class "link-glm")
> fa <- function() {
+ new("a",item=make.link("probit"))
+ }>
> fa()
Error in validObject(.Object) :
invalid class "a" object: undefined class for slot "item" ("link-glm")
# and a link-glm looks like a list to me, so I thought I would tell R it is a
list and see what happens
> setClass("b",representation(item="list"))
[1] "b"
> fb <- function() {
+ new("b",item=make.link("probit"))
+ }
> fb()
Error in validObject(.Object) :
invalid class "b" object: invalid object for slot "item" in class "b": got
class "link-glm", should be or extend class "list"
Any advice?
Regards,
Paul Bailey
Ph.D. candidate
Department of Economics
University of Maryland
## raw code #
setClass("a",representation(item="link-glm"))
fa <- function() {
new("a",item=make.link("probit"))
}
fa()
setClass("b",representation(item="list"))
fb <- function() {
new("b",item=make.link("probit"))
}
fb()
###
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[Rd] Error in Rd[[which]] : subscript out of bounds
I'm getting the following form R CMD CHECK mypackage --- * checking Rd files ... WARNING Error in Rd[[which]] : subscript out of bounds problem found in ‘myfunction.Rd’ - This is... not the most helpful error. I'd be happy to make a minimal .Rd example file if someone can point me to what a minimal .Rd file has in it. The file is already pretty minimal, so it's possible I've already gone to small and that is the reason for the error. Best, Paul Bailey __ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
Re: [Rd] Error in Rd[[which]] : subscript out of bounds
> sessionInfo()? If not R v2.14.0, try with that version first. Then
> have a look checkRd() of the 'tools' package, cf. help("checkRd",
> package="tools"). That function allows you to check your Rd file from
> within R so that you get more information/so that you can use
> traceback() etc.
>
Sorry, should have said this is in 2.14.0.
Using traceback() as you suggested solved this problem for me, thanks. this
made it pretty obvious:
2: checkUnique("\\description")
looks like I typed description when I wanted details.
Thanks!
Best,
Paul Bailey
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