[R] Double Infinite Integration

2013-12-04 Thread Aya Anas
Hello all, I need to perform the following integration where the integrand is the product of three functions: f(x)g(y)z(x,y) the limits of x are(0,inf) and the limits of y are(-inf,inf). Could this be done using R? I tried using the function integrate 2 times, but it didn't work: z<- function(x,

[R] Singular matrix

2013-10-11 Thread Aya Anas
Dear all, I am using the DEoptim package. My optimization syntax has three decesion variables. If I increase the upper bound of the first or third variables,I get an error related to singularity of a matrix. However, I need to increase the upper bound of the first and third variables. The true boun

[R] DEoptim inconsistent output

2013-09-29 Thread Aya Anas
Dear all, I wrote an R optimization code using the DEoptim package that is used to minimize a numerical integration subject to a single constraint. I noticed that the code takes a long time to give an output. The resulting output doesn't make sense at all. I got parameters that don't satisfy the

[R] A program running for a too long time

2013-02-27 Thread Aya Anas
Dear all, The attached code is supposed to minimize a numerical integration subject to a non linear constraint. The code runs for 2 days& more without giving an output. Also, when i change the value of "m<-100" to "m<-1" it gives an output in areasonable period but with a message " maximum number

[R] error: Error in if (is.na(f0$objective)) { : argument is of length zero

2013-02-18 Thread Aya Anas
Dear all, I tried running the following syntax but it keeps running for about 4 hours and then i got the following errors: Error in if (is.na(f0$objective)) { : argument is of length zero In addition: Warning message: In is.na(f0$objective) : is.na() applied to non-(list or vector) of type 'NUL

[R] minimizing a numerical integration

2013-02-15 Thread Aya Anas
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 functi