uick non-convex optimiser functions?
Best Regards,
Shantanu Mullick
PhD Candidate
ESSEC Business School
On 28 October 2013 22:01, Rolf Turner wrote:
>
> This could be described as a bug, perhaps. Or it could be described as
> an indication that numerical optimization is inevitably tricky.
Hello Everyone,
I want to perform a 1-D optimization by using the optimize() function. I
want to find the maximum value of a "logistic" function. The optimize()
function gives the wrong result.
My code:
f= function (k) {
T_s = 20
result = (2- 2/(1+ exp(-2*T_s*k)))
return(result)
}
optimize(f, c(0
Hello Everyone
I have a dual-core Intel i3-370M processor and Windows 64 operating system.
I have a 3GB RAM and my processor can support a maximum of 8GB RAM.
I have virtual memory enabled on my computer.
I am running a program in the 64 bit R which implements a MCMC on a large
dataset and invol
Hello Everyone
Both the MCMCpack and the bayesm libraries allow us to make draws from the
Inverse Wishart distribution.
But I wanted to find out how exactly is the Inverse Wishart distribution
parameterized in these libraries.
The reason I ask is the following:
Now its generally standard to exp
Hello Everyone
I have a MCMC loop to calculate a time varying hierarchical Bayesian
structure.
This requires me to use around 5-6 matrix inversions in the loop.
I use cholesky and chol2inv for the matrix decomposition.
Because of the data I am working with I am required to invert a 167 by 167
m
hould be easy to write. But it is not clear what
> you mean by a quantile function (of a matrix variate distribution). A
> cdf is going to be a lot harder, but still doable.
>
> Hope this helps!
>
> best wishes,
> Ranjan
>
>
>
>
>
> On Sat, 4 Feb 2012 00:57:45
Hello everyone
I was wondering how would one simulate from a Normal Wishart Distribution
in R.
A normal inverted Wishart distribution is denoted by NIW (M,C,d,S), where
X/(Sigma) ~ N( M,C,(Sigma) ) -> a matrix normal distribution, (Sigma) ->
column dispersion matrix
(Sigma) ~ IW (d,S) -> inver
Hello everyone
Is there a function/command to simulate from "matrix variate normal
distribution" in R.
A follow up question would be is there a function/command to obtain the
density, distribution and quantile function of "matrix variate normal
distribution" in R.
Wikipedia has a good descriptio
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