Hi,
fitting ODE models may also be done with package FME, see:
Soetaert K, Petzoldt T. Inverse modelling, sensitivity and Monte Carlo
analysis in R using package FME. Journal of Statistical Software.
2010(33): 1–28. http://dx.doi.org/10.18637/jss.v033.i03
or the (interactive) poster at:
htt
> On Feb 15, 2017, at 1:43 PM, Jim Lemon wrote:
>
> Hi Malgorzata,
> The function "rxnrate" seems to want three values in a list with the
> names "k1", "k2" and "k3". If you are passing something with different
> names, it is probably going to complain, so the names "A", "B" and "C"
> may be you
Hi Malgorzata,
The function "rxnrate" seems to want three values in a list with the
names "k1", "k2" and "k3". If you are passing something with different
names, it is probably going to complain, so the names "A", "B" and "C"
may be your problem. I can't run the example, so this is a guess.
Jim
> On 15 Feb 2017, at 11:32, Malgorzata Wieteska via R-help
> wrote:
>
> Hello,
> I'm new to R, so sorry for this question. I found a piece of code on stack
> overflow community, title: r-parameter and initial conditions fitting ODE
> models with nls.lm.
> I've tried to implement a change sugg
Hello,
I'm new to R, so sorry for this question. I found a piece of code on stack
overflow community, title: r-parameter and initial conditions fitting ODE
models with nls.lm.
I've tried to implement a change suggested, but I get an error: Error in
unname(myparms[4], B = 0, C = 0) : unused arg
Hi Ravi,
To give you some background:
The function compute_strategy_before_fees returns portfolio returns and
standard deviation. Our optimal portfolio will maximise the returns whilst
keeping the standard deviation at a certain level.
We have an input matrix C that the function uses to calcula
...@jhmi.edu]
Sent: 05 February 2009 19:37
To: Eduard Pieterse (Macquarie Securities)
Cc: r-help@r-project.org
Subject: Re: [R] Non-linear optimisation
Hi,
I don't understand your Matlab code. However, let me say this:
- you could use "L-BFGS-B" algorithm in optim() or nlminb(), if yo
rad...@jhmi.edu
- Original Message -
From: ehxpieterse
Date: Thursday, February 5, 2009 2:03 pm
Subject: [R] Non-linear optimisation
To: r-help@r-project.org
> Hi there,
>
> I have a piece of Matlab code I use to optimise a trding strategy. If
> there
> are any Matlab/R
Hi there,
I have a piece of Matlab code I use to optimise a trding strategy. If there
are any Matlab/R specialists out there, I would appreciate your help in
doing the exact same optimisation in R.
I suspect I would use nlm() in R but am not sure where to define my
constraints.
I have attached
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