I hereby protest strongly against the misuse of this thread through
unnecessary and pointless discussions. My request was satisfactorily
answered with references to R libraries and legitimate warnings about
the use of zero-based indexing schemes in R. If you want to continue
the discussions, PLEASE
t 13:36, Ben Bolker wrote:
>
> https://cran.r-project.org/package=index0
>
> On Sun, Apr 21, 2024, 3:56 AM Hans W wrote:
>>
>> As we all know, in R indices for vectors start with 1, i.e, x[0] is not a
>> correct expression. Some algorithms, e.g. in graph theory or comb
library that provides this functionality?
Or is there a simple trick to do this in R? The expression 'x[0]' must
be possible, does this mean the syntax of R has to be twisted somehow?
Thanks, Hans W.
[[alternative HTML version deleted]]
_
What really interests me:
With all those strict checking procedures, how is it possible that the
new 'Matrix' version got accepted on CRAN?
I think this happened twice to me before, and it takes a lot of time
to check package dependencies that turn out to be not dependent --
more time than checki
I tried to update my package {pracma} on CRAN from 2.4.2 (2022-09-21)
to version 2.4.4 (2023-11-08). This package reverse depends / imports
/ suggests on 350 packages on CRAN and 25 packages on Bioconductor.
The only changes are small corrections on some help files, a new
function for stereographi
;SANN".
See the Optimization cheatsheet I wrote with John Nash:
"NOTE: CG (John is the author!) and SANN are NOT recommended."
https://github.com/hwborchers/CheatSheets/blob/main/Base%20R%20Optim%20Cheatsheet.pdf
Hans W.
On Sun, 13 Aug 2023 at 21:28, Hans W wrote:
>
> While w
While working on 'random walk' applications, I got interested in
optimizing noisy objective functions. As an (artificial) example, the
following is the Rosenbrock function, where Gaussian noise of standard
deviation `sd = 0.01` is added to the function value.
fn <- function(x)
(1
> Have anybody used this module?
> https://cran.r-project.org/web/packages/rredis/README.html
>
> Could share your experience please. thank you.
I have successfully used this package (on Linux and macOS) and I think
it is a great way of storing hashed data across different platforms
and programmin
Yes. "*on* the unit sphere" means on the surface, as you can guess
from the equality constraint. And 'auglag()' does find the minimum, so
no need for a special approach.
I was/am interested in why all these other good solvers get stuck,
i.e., do not move away from the starting point. And how to av
Mark, you're right, and it's a bit embarrassing as I thought I had
looked at it closely enough.
This solves the problem for 'alabama::auglag()' in both cases, but NOT for
* NlcOptim::solnl -- with x0
* nloptr::auglag -- both x0, x1
* Rsolnp::solnp -- with x0
* Rdonlp::donlp
Just by chance I came across the following example of minimizing
a simple function
(x,y,z) --> 2 (x^2 - y z)
on the unit sphere, the only constraint present.
I tried it with two starting points, x1 = (1,0,0) and x2 = (0,0,1).
#-- Problem definition in R
f = function(x) 2 * (x[1]^2 -
By using the *pkgapi* package and with quite a bit of manual work I
was able to (almost) automatically find all function calls to my
package in 150 depending on, importing, or suggesting packages. It
took two days to overcome all the obstacles during the process -- and
was a very rewarding experien
e reverse dependencies on your packages' CRAN web page.
>
> On January 3, 2020 1:45:42 PM PST, Hans W Borchers
> wrote:
> >You are absolutely right. I forgot that there is a difference between
> >the unpacked and the installed directory of a package. The
> >documentation
You are absolutely right. I forgot that there is a difference between
the unpacked and the installed directory of a package. The
documentation of the *pkgapi* package in development is quite scarce
and does not mention the details. Thanks for the tip.
--HW
PS: Still I would like to learn about ot
How can I find out which functions of my package A are called within
another package B that depends on, imports, or suggests package A ?
And more specifically, which functions in B are calling functions in A ?
I tried to utilize the *pkgapi* package, but get error messages like
> map_package(
en mind is that people keep coming along and
> sticking things into it."
> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>
>
> On Sun, Dec 15, 2019 at 6:21 AM Hans W Borchers wrote:
>>
>> I have been informed by CRAN administrators that th
I have been informed by CRAN administrators that the development
version of R issues warnings for my package(s). Some are easy to mend
(such as Internet links not working anymore), but this one I don't
know how to avoid:
Error in if (class(e) == "try-error") { : the condition has length > 1
I
The maintainer of the *NlcOptim* package told me that he has fixed the
problem and already submitted a new version to CRAN. Thanks, XianYan,
for this prompt reaction.
__
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.
Wed, Dec 12, 2018 at 12:45 PM Hans W Borchers wrote:
>
> This is still not complete: `x_than0` is missing.
> `Constr_new` is written with a capital 'C'.
> And aeq2 is a list of column vectors, not a matrix.
> Setting the tolerance to 0 does not seem to be a good idea.
&
This is still not complete: `x_than0` is missing.
`Constr_new` is written with a capital 'C'.
And aeq2 is a list of column vectors, not a matrix.
Setting the tolerance to 0 does not seem to be a good idea.
Making aeq2 a matrix and adding `x_than0 <- matrix(c(1, 1))`, then
aeq2 <- as.matrix(ae
> Dear Dr. Hans W. Borchers,
This is a public mailing list; do not address specific people here,
everyone can read and (possibly) answer your questions. And please send
e-mail in plain text format, not as HTML.
> I'm using your 'pracma' package. It is very useful. May I ha
One way will be to solve this as an ordinary optimization problem with
an equality constraint. Function `alabama::auglag` can do this:
library(alabama)
fn <- function(p) sum((df$y - p[1]*exp(-p[2]*df$x))^2)
heq <- function(p) sum(p[1]*exp(-p[2]*df$x)) - 5
# Start with initial valu
On Tue, Sep 1, 2015 at 11:24 PM, Wang, Xue, Ph.D. wrote:
>
> slsqp in R seems quite slow. Does anyone have some suggestion as how to speed
> up this?
>
It is no surprise that a general solver like slsqp() takes longer than
specialized quadratic solvers such as solve.QP, ipop(), or
lowRankQP(). Y
I got interested in enabling the full funcionality that MATLAB's
lsqlin() has, that is with equality and bound constraints. To replace
an equality constraint with two inequality constraints will not work
with solve.QP() because it requires positive definite matrices. I will
use kernlab::ipop() inst
I am a strong advocate of the *nloptr* package; and "sequential
quadratic programming", i.e. slsqp(), should be a good choice for
least-squares problems. Note that you still have to provide a starting
point.
BUT: this point does not need to lie in the interior of the feasible region.
So you can st
On Mon Aug 24 Wang, Xue, Ph.D. Wang.Xue at mayo.edu wrote
> I am looking for a R version of Matlab function lsqlin. I came across
> R pracma package which has a lsqlin function. Compared with Matlab lsqlin,
> the R version does not allow inequality constraints.
> I am wondering if this functionalit
On Wed Mar 4 21:32:30 CET 2015 Chris Vanlangenberg writes:
>
> I want to compute the numerical values for modified second order bessel
> function given x and other parameters, currently base R has a bessel
> function for 1st order and I have tried to use the relationship between 1st
> and 2nd order
marKo ffri.hr> writes:
>
> I'm a bit stuck.
> I have to integrate a series of polynomial functions with vector
> arguments.
>
> v1<-c(1:5)
> v2<-c(1:5)
>
> f1<-function (x) {v1*x+v2*x^2}
>
> The problem is that integrate(f1, 0, 1) does not work.
The point is not that there are "vector arguments"
Zwick, Rebecca J ETS.ORG> writes:
> Oddly, Excel's Solver will produce a solution to such problems but
> (1) I don't trust it and
> (2) it cannot handle a large number of constraints.
> [...]
> My question is whether there is an R package that can handle this problem.
There are not many free in
As the Wikipedia page you took your example problem from explains, the sets
cover problem can be formulated as an integer linear programming problem.
In R, such problems will be solved effectively applying one of the available
MILP packages, for example LPsolve or Rsymphony.
Kumar Mainali gmail.
Aya Anas feps.edu.eg> writes:
> 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?
There is a saying: Don't ask C
John Van Praag jvp247.com> writes:
>
> Does R have any facilities, or packages, for graphing complex functions?
Package 'elliptic' has function view() for
"Visualization of complex functions using colourmaps and contours"
Hans Werner
__
R-help@r
Maxwell, John McFarland wsu.edu> writes:
> Hello,
>
> I'm trying to find a solver that will work for the mixed complementarity
> problem (MCP). I've searched the CRAN task view page on optimization and
> mathematical programming as well as many google searches to no avail.
> Does anyone know i
Tiago V. Pereira mbe.bio.br> writes:
> I am trying to double integrate the following expression:
>
> # expression
> (1/(2*pi))*exp(-y2/2)*sqrt((y1/(y2-y1)))
>
> for y2>y1>0.
>
> I am trying the following approach
>
> # first attempt
>
> library(cubature)
> fun <- function(x) { (1/(2*
David Winsemius comcast.net> writes:
> [...]
>
> On Jun 4, 2013, at 10:15 PM, Hans W Borchers wrote:
>
> > In the case of polynomials, "elementary math ... methods" can
> > actually be
> > executed with R:
library(polynomial)
Bert Gunter gene.com> writes:
>
> 1. This looks like a homework question. We should not do homework here.
> 2. optim() will only approximate the max.
> 3. optim() is not the right numerical tool for this anyway. optimize() is.
> 4. There is never a guarantee numerical methods will find the max.
>
Bert Gunter gene.com> writes:
>
> I certainly second all Jeff's comments.
>
> **HOWEVER** :
> http://www.tandfonline.com/doi/pdf/10.1080/00401706.1978.10489610
>
> IIRC, DUD's provenance is old, being originally a BMDP feature.
>
Thanks for the pointer. That seems to be an interesting derivat
Pavel_K vsb.cz> writes:
>
> Dear all,
> I am trying to find the solution for the optimization problem focused on
> the finding minimum cost.
> I used the solution proposed by excel solver, but there is a restriction
> in the number of variables.
>
> My data consists of 300 rows represent cities
Jeff Newmiller dcn.davis.ca.us> writes:
>
> Excel definitely does not use nonlinear least squares fitting for power
> curve fitting. It uses linear LS fitting of the logs of x and y. There
> should be no surprise in the OP's observation.
May I be allowed to say that the general comments on MS Ex
Uwe Ligges statistik.tu-dortmund.de> writes:
>
> On 19.02.2013 11:23, hellen wrote:
> > Hi,
> > I have a data with three variables (X,Y,Z) and I have an equation as
> > Z=X/(1+L*X/Y) where L is a constant which need to be estimated from data.
> > How should I write the formula in lm or is it poss
> 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 sepa
> but definitely *no* need to use a function from an extra CRAN
> package .. as someone else ``erronously'' suggested.
Except that Matlab's interp1() 'cubic' method does not use cubic spline
interpolation, but Moler's 'pchip' approach, a piecewise cubic Hermite
interpolation. Thus the results ar
Cren bancaakros.it> writes:
>
The most robust solver for non-smooth functions I know of in R is Nelder-Mead
in the 'dfoptim' package (that also allows for box constraints).
First throw out the equality constraint by using c(w1, w1, 1-w1-w2) as input.
This will enlarge the domain a bit, but com
Gary Dong gmail.com> writes:
>
> Dear R users,
>
> I have created a Loess surface in R, in which x is relative longitude by
> miles, y is relative latitude by miles, and z is population density at the
> neighborhood level. The purpose is to identify some population centers in
> the region. I'm w
Michael Meyer yahoo.com> writes:
>
Check your logic. The following lines show that integrate *does* return the
correct values:
a = 0.08 # alpha
M <- function(j,s){ return(exp(-j*a*s)) }
A <- matrix(NA, 5, 5)
for (i in 1:5) {
for (j in i:5) {
f <-
Rehena Sultana yahoo.com> writes:
> I want to calculate values like 15^200 or 17^300 in R. In normal case it can
> calculate the small values of b (a^b).
> I have fixed width = 1 and digits = 22 but still answers are Inf.
>
> How to deal the cases like these? Thanks in advance.
library
JWDougherty surewest.net> writes:
> Can someone point me to an implementation of the "runs up and runs
> down" test, or does such beast exist in R? From web searches the
> "runs up and runs down" test is commonly used for testing pseudo-random
> number generators and in simulations. John C. Davi
Marc Girondot yahoo.fr> writes:
>
> Le 18/05/12 00:14, Nathan Stephens a écrit :
> > I have a very simple maximization problem where I'm solving for the vector
> > But I get inconsistent results depending on what starting values I. I've
> > tried various packages but none seem to bee the very sol
peter dalgaard gmail.com> writes:
>
> On May 18, 2012, at 00:14 , Nathan Stephens wrote:
>
> > I have a very simple maximization problem where I'm solving for the vector
> > x:
> >
> > objective function:
> > w'x = value to maximize
> >
> > box constraints (for all elements of w):
> > low < x
Haio gmail.com> writes:
>
> Hi there
> I am new user of r, i would need some help to translate som code for vectors
> in matlab to r. I have managed to translate the first 7 rows, but not the
> rest. Could anyone give me any suggestions for this problem??
>
> Matlab code:
>
> tempo=[];
> temps
Ben Bolker gmail.com> writes:
>
> wlandres.net> writes:
>
> In addition to these options, there is also a derivative-free
> box-constrained optimizer (bobyqa) in the 'minqa' package (and in
> an optim-like wrapper via the optimx package), and
> a box-constrained Nelder-Mead optimizer in the
> I am trying to obtain the grafic of a pdf . but this error keeps showing .
> Here is the code
Or use the complex gamma function gammaz() in package 'pracma'.
The following code works, that is produces a plot:
library(pracma)
MXN.fd <- function(x,alpha,beta,mu,delta) {
A <- (2*co
casperyc hotmail.co.uk> writes:
>
I don't know what is wrong with your Maple calculations, but I think
you should check them carefully, because:
(1) As Petr explained, the value of the integral will be < 0.5
(2) The approach of Peter still works and returns : 0.4999777
(3) And the same result c
Hans W Borchers googlemail.com> writes:
>
> casperyc hotmail.co.uk> writes:
>
> > Is there any other packages to do numerical integration other than the
> > default 'integrate'?
> > Basically, I am integrating:
> >
> > integrate(fu
casperyc hotmail.co.uk> writes:
> Is there any other packages to do numerical integration other than the
> default 'integrate'?
> Basically, I am integrating:
>
> integrate(function(x) dnorm(x,mu,sigma)/(1+exp(-x)),-Inf,Inf)$value
>
> The integration is ok provided sigma is >0.
> However, when m
peter dalgaard gmail.com> writes:
> On Feb 16, 2012, at 12:31 , Hans W Borchers wrote:
>
> > I have often seen the use of routines from the ACM Collected Algorithms,
> > i.e. > Open Source programs, maybe also in some R packages --- and sometimes
> > these programs
ACM Software Copyright and License Agreement
I have often seen the use of routines from the ACM Collected Algorithms, i.e.
(CALGO, or Trans. On Math. Software, TOMS), in Open Source
programs, maybe also in some R packages --- and sometimes these programs are
distributed under the GPL license, som
Vartanian, Ara indiana.edu> writes:
> All,
>
> I am looking for an optimization library that does well on something as
> chaotic as the Schwefel function:
>
> schwefel <- function(x) sum(-x * sin(sqrt(abs(x
>
> With these guys, not much luck:
>
> > optim(c(1,1), schwefel)$value
> [1] -7.
R. Michael Weylandt gmail.com> writes:
>
> I'd write your own diff() that eliminates the method dispatch and
> argument checking that diff -> diff.default does.
>
> x[-1] - x[-len(x)] # is all you really need.
> (# you could also try something like c(x[-1], NA) - x which may be
> marginally fast
Ferebee Tunno mathstat.astate.edu> writes:
> Hi everyone -
>
> I know that R is capable of clustering using the k-means algorithm, but can
> R do k-means++ clustering as well?
k-means++ is a routine to suggest center points before the classical k-means
is called. The following lines of code wi
Hadley Wickham rice.edu> writes:
>
See functions flipud(), fliplr() in package 'matlab' (or 'pracma').
Those are the names of corresponding functions in MATLAB.
Hans Werner
> Hi all,
>
> Are there base functions that do the equivalent of this?
>
> fliptb <- function(x) x[nrow(x):1, ]
> fli
谢一鸣 gmail.com> writes:
> Dear All,
>
> It is my first time using this mail list to post a question. And I
> sincerely hope that this will not bother any subscribers.
> So far as I know, there are functions like union( ), which can help to
> combine two sets of discrete data. But what if the data
Niklaus Fankhauser cell.biol.ethz.ch> writes:
> I'm using nls to fit periodic gene-expression data to sine waves. I need
> to set the upper and lower boundaries, because I do not want any
> negative phase and amplitude solutions. This means that I have to use
> the "port" algorithm. The problem i
Carl Witthoft witthoft.com> writes:
>
> Hi,
> So far as I can tell, the 'col.ticks' parameter for axis() only uses the
> first value provided. E.g.:
>
> plot(0:1,0:1, col.ticks=c('blue','red','green')) #all ticks are blue
>
> Just wondering if there's a different option in the basic plot
JeffND nd.edu> writes:
>
> Hi folks,
>
> I am having a question about efficiently finding the integrals of a list of
> functions.
We had the same discussion last month under the heading "performance of
adaptIntegrate vs. integrate", see
https://stat.ethz.ch/pipermail/r-help/2011-November
Michael Kao gmail.com> writes:
>
Well, taking a second look, I'd say it depends on the exact formulation.
In the applications I have in mind, I would like to count each occurrence
in B only once. Perhaps the OP never thought about duplicates in B
Hans Werner
>
> Here is an example based on t
Michael Kao gmail.com> writes:
>
Your solution is fast, but not completely correct, because you are also
counting possible duplicates within the second matrix. The 'refitted'
function could look as follows:
compMat2 <- function(A, B) { # rows of B present in A
B0 <- B[!duplicated(
Monica has sent me some data and code for taking a quick look. As it
turned out, there was a simple programming error on her side. The
segm_distance() function in package 'pracma' is working correctly. And
there is no minimization procedure in here, it simply solves some
equations from plane geomet
Monica Pisica hotmail.com> writes:
> Hi everyone,
>
> I am trying to get a point of intersection between a
> polyline and a straight line ….. and get the x and y coordinates of this
> point.
> For exemplification consider this:
>
set.seed(123)
k1 <-rnorm(100, mean=1.77, sd=3.33)
k1
Ben Bolker gmail.com> writes:
>
> Simulated annealing and other stochastic global optimization
> methods are also possible solutions, although they may or may not
> work better than the many-starting-points solution -- it depends
> on the problem, and pretty much everything has to be tuned.
baptiste auguie googlemail.com> writes:
>
> Dear list,
>
> [cross-posting from Stack Overflow where this question has remained
> unanswered for two weeks]
>
> I'd like to perform a numerical integration in one dimension,
>
> I = int_a^b f(x) dx
>
> where the integrand f: x in IR -> f(x) in I
Liu Evans, Gareth liverpool.ac.uk> writes:
> In my post at https://stat.ethz.ch/pipermail/r-help/2011-October/292019.html
> I included an undefined term "ej". The problem code should be as follows.
> It seems like a simple linear programming problem, but for some reason my
> code is not finding
Michael Haenlein escpeurope.eu> writes:
> Dear all,
>
> I would like to solve a problem similar to a multiple knapsack problem and
> am looking for a function in R that can help me.
>
> Specifically, my situation is as follows: I have a list of n items which I
> would like to allocate to m grou
David Winsemius comcast.net> writes:
>
>
> On Jul 28, 2011, at 1:07 PM, Hans W Borchers wrote:
>
> > maaariiianne ec.europa.eu> writes:
> >
> >> Dear R community!
> >> I am new to R and would be very grateful for any kind of help. I am
>
maaariiianne ec.europa.eu> writes:
> Dear R community!
> I am new to R and would be very grateful for any kind of help. I am a PhD
> student and need to fit a model to an electricity load profile of a
> household (curve with two peaks). I was thinking of looking if a polynomial
> of 4th order,
Clement LAUZIN hotmail.com> writes:
> Hello,
>
> Hello,
>
> I have a x,y,z file.Z is not corresponding to a simple analytical function
> of x and y (see below). I am trying to find the minimum location of this
> surface and the z value corresponding to this location by a spline
> interpolation
Jeroen Ooms gmail.com> writes:
>
> Is there an easy way to turn a vector of length n into an n by n matrix, in
> which the diagonal equals the vector, the first off diagonal equals the
> first order differences, the second... etc. I.e. to do this more
> efficiently:
>
> diffmatrix <- function(x
eric aol.com> writes:
>
> I am calling the uniroot function from inside another function using these
> lines (last two lines of the function) :
>
> d <- uniroot(k, c(.001, 250), tol=.05)
> return(d$root)
>
> The problem is that on occasion there's a problem with the values I'm
> passing to uni
Mingwei Min cam.ac.uk> writes:
>
> Hi all,
>
> I am trying to calculating derivatives for vectors using R. I have a
> numerical vector, which is in time series manner and contains "NA"s. I
> want to know the changing rate throughout the whole time range. I am
> wondering if there is function in
sammyny caa.columbia.edu> writes:
>
> I am trying to use
> http://rss.acs.unt.edu/Rdoc/library/stats/html/constrOptim.html in R to do
> optimization in R with some given linear constraints but not able to figure
> out how to set up the problem.
>
> For example, I need to maximize $f(x,y) = log(x
Darcy Webber gmail.com> writes:
> Dear R helpers,
>
> I think that this may be a bit of a math question as the more I
> consider it, the harder it seems. I am trying to come up with a way to
> work out the minimum distance between line segments. For instance,
> consider 20 random line segments:
syngenta.com> writes:
> James,
> It seems the 2*mean(x) term is irrelevant if you are seeking to
> minimize sd. Then you want to sort the distances from smallest to
> largest. Then it seems clear that your five values will be adjacent in
> the list, since if you have a set of five adjacent value
> I need to find the root of the second derivative of many curves and do not
> want to cut and paste the expression results from the deriv() or D()
> functions every time. Below is an example. What I need to do is refer to
> "fn2nd" in the uniroot() function, but when I try something like
> uniro
> I have what I think is some kind of linear programming question.
> Basically, what I want to figure out is if I have a vector of numbers,
>
> > x <- rnorm(10)
> > x
> [1] -0.44305959 -0.26707077 0.07121266 0.44123714 -1.10323616
> -0.19712807 0.20679494 -0.98629992 0.97191659 -0.77561593
>
reynolds pravindev gmail.com> writes:
> Hi
> When we use the sav_gol command in R , it shows an error which says: "
> error in as.matrix". We've downloaded the necessary packages. Kindly
> help us with this issue. If there is any other function to perform
> Savitzky-Golay smoothing in R, please l
Joe P King joepking.com> writes:
> Hello all, if I have multiple imputed data sets, is there a command or
> function in R in any package you know of to combine those, I know one common
> MI approach is rubins rules, is there a way to do this using his rules or
> others? I know theres ways, like u
michalseneca gmail.com> writes:
> I tried to modify the code,thanks for noticing...
> now i get that the function cannot be evaluated at initial parameters.
> However I do not know what does that mean..
> Should I try to modify parameters. I am still not sure of syntax of
> function. I cannot get
michalseneca gmail.com> writes:
> Hi,
> Basically what I am trying is to rewrite matlab code into R ...This is code
> for famous SABR model Calibration.
> I did most of the code up to optimalization issue.
> In the attachment you can find matlab and my unfinished R code..This is very
> helpful co
Jumlong Vongprasert gmail.com> writes:
> Dear All
> I try to use Hilbert Huang Transformation in R.
> How I can do.
> Many Thanks.
>
The Hilbert-Huang transformation is a combination of "empirical mode
decomposition" (EMD) and "Hilbert Spectral Analysis". For both see the
package 'E
Xavier Robin unige.ch> writes:
> Hello,
>
> I need to integrate the absolute difference between two lines measured
> on different points.
>
> # For example :
> x <- seq(0, 1, 1/100)
> f_x <- runif(101) + x
> y <- seq(0, 1, 1/23)
> f_y <- runif(24) + (1 - y)
>
> plot(x, f_x, type="l")
> lines(y
William Dunlap tibco.com> writes:
>
> But it fails on this:
> > my_names <- c("Bill", "William")
> > display(rev(my_names))
> rev(my_names) = Error in cat(list(...), file, sep, fill, labels,
> append) :
> argument 3 (type 'list') cannot be handled by 'cat'
> This is because you call ev
>
I wanted to simulate the Matlab DISPLAY function for some time now.
After seeing a recent proposal by Gabor Grothendieck I came up with the
following solution,
display <- function(...) {
my_names <- lapply(substitute(placeholderFunction(...))[-1], deparse)
for (my in my_names) cat(my, "=",
> Dear all,
> I have some issues with integrate in R thus I would like to request
> your help. I am trying to calculate the integral of f(x)*g(x).
> The f(x) is a step function while g(x) is a polynomial.
> If f(x) (step function) changes its value only few times (5 or 6 'steps')
> everything is ca
Benjamin B. googlemail.com> writes:
> Hello list reader,
>
> I am trying to form some constraints for an optimization I am working on.
> I think I have understand the use of the constraints in matrix form. I use
> them like:
>
> [...]
>
> Now I would like to formulate a constraint like
>
> Su
peter dalgaard gmail.com> writes:
>
> On Dec 6, 2010, at 15:15 , Jonathan P Daily wrote:
>
> > Correct me if I'm wrong, but isn't the minimal x value in your example
> > the same regardless of what positive coefficient you apply to x? If that
> > is the case, you would expect the same min(x) for
Andreas Jensen gmail.com> writes:
> 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
That does not remedy the situation in any case, take the following function
fun <- function(x) dnorm(x, -500, 50) + dnorm(x, 500, 50)
that has a 'mode' of 0 again. Interestingly, if I transform it by 1/x, to
integrate I again have to reduce the error tolerance to at least 1e-10:
You can dive into the thread "puzzle with integrate over infinite range"
from September this year. The short answer appears to be: Increase the
error tolerance.
integrate(function(x) dnorm(x, 500,50), -Inf, Inf,
subdivisions=500, rel.tol=1e-11)
# 1 with absolute error < 1.1e
dhacademic gmail.com gmail.com> writes:
> Hi,
>
> I have struggled on this "bound optimization with equality constraint" by
> using optim function for two days, but still fail to prepare a good input.
> Can anyone help to prepare the input for my specific case? Many thanks.
>
> Best,
> Hao
Yo
dhacademic gmail.com gmail.com> writes:
>
>
> Hi,
>
> I am a beginner of R. There is a question about constraint minimization. A
> function, y=f(x1,x2,x3x12), needs to be minimized. There are 3
> requirements for the minimization:
>
> (1) x2+x3+...+x12=1.5 (x1 is excluded);
> (2) x1=x3
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