The issue is almost certainly in the objective function i.e., diagH,
since Nelder Mead doesn't use any matrix operations such as Choleski.
I think you probably need to adjust the objective function to catch
singularities (non-positive definite cases). I do notice that you have
two identical parame
Hi R-Help,
I am using R to do functional outlier detection (using PCA to reduce to 2
dimensions - the functional boxplot methodology used in the Rainbow package),
and using Hscv.diag function to calculate the bandwidth matrix where this line
of code is run:
result <- optim(diag(Hstart), scv.mat
Subject: Re: [R] optim function
Date: Fri, 13 Jul 2018 17:06:56 -0400
From: J C Nash
To: Federico Becerra
Though I wrote the original codes for 3 of the 5 solvers in optim(), I now
suggest using more recent ones, some
of which I have packaged. optimx on R-forge (not the one on CRAN yet) has
There's a CRAN Task View on optimization. There might be something useful there.
-Don
--
Don MacQueen
Lawrence Livermore National Laboratory
7000 East Ave., L-627
Livermore, CA 94550
925-423-1062
Lab cell 925-724-7509
On 7/13/18, 11:43 AM, "R-help on behalf of Federico Becerra"
wrote:
Good afternoon,
I am a Biology researcher working on Functional Morphology and Behaviour
in mammals. Nowadays, I have a series of morphological data that I would
like to test against different models for which I would need to optimize
them -namely, "randomly manipulating" all models parameters
On 02/10/2018 06:00 AM, r-help-requ...@r-project.org wrote:
Did you check the gradient? I don't think so. It's zero, so of course
you end up where you start.
Try
data.input= data.frame(state1 = (1:500), state2 = (201:700) )
err.th.scalar <- function(threshold, data){
state1 <- data$stat
Did you check the gradient? I don't think so. It's zero, so of course
you end up where you start.
Try
data.input= data.frame(state1 = (1:500), state2 = (201:700) )
err.th.scalar <- function(threshold, data){
state1 <- data$state1
state2 <- data$state2
op1l <- length(state1)
op2l
Hello,
I'm trying to fminimize the following problem:
You have a data frame with 2 columns.
data.input= data.frame(state1 = (1:500), state2 = (201:700) )
with data that partially overlap in terms of values.
I want to minimize the assessment error of each state by using this function:
err.th.
Hello,
In the following code, I need to calculate parameters
par_1,par_2,par_3,seperately for all the rows in casted data-frame .
how may I avoid the for loop because it is taking too much time , as in I
want to calculate optimized parameters(initial values 0.2,0.25,0.3 ,,, so
that I get paramet
This is the code that was attached. I arrived in the copy sent to my email
address:
#--
L1=function(X){
B1=X[1]
C1=X[2]
B2=X[3]
C2=X[4]
mu=X[5]
S=-(B1*(C1^x)*((C1^v)-1)/log(C1))
+(d2*log(B1*(C1^(x+v
-(B2*(C2^y)*((C2^v)-1)/log(C2))
+(d1*log(B2*(C2^(y+v
-(v*mu)
+
On Nov 19, 2013, at 12:09 PM, sofeira taajobian wrote:
> Dear R Users
> Hi,
>
>
> I have very emergency problems in my programming about finding MLE
> with optim command. I reproduced it with real data. I guess that my
> function object in optim is very sensitive because it has power
> func
On 25.08.2011 19:02, Noah Silverman wrote:
Hi,
I have function that I want to optimize. Am playing with the optim() function
in R
Two issues:
1) I can't seem to get it to work with a function that takes multiple inputs.
Dummy Example:
myFunc<- function(A,B,D,D){
A really dummy exampl
Hi,
I have function that I want to optimize. Am playing with the optim() function
in R
Two issues:
1) I can't seem to get it to work with a function that takes multiple inputs.
Dummy Example:
myFunc <- function(A,B,D,D){
# Do stuff
return E
}
> myFunc(1,2,3,4)
[1] 12
# wor
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
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 that optimize work correctly. I am trying to
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
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 code...Basically I am trying to achieve the sam
On 27.01.2011 14:08, michalseneca wrote:
Hi ,
can i ask if somebody know the syntax for optim function with multiple
variables:
I have function f (params,y,g,h,j) returnig z
y<-C(0.2,0.5,0.6)
where
params<-c(x1,x2)
I define g,h,j and then I define params, then use
optim to structure it ..ho
Hi ,
can i ask if somebody know the syntax for optim function with multiple
variables:
I have function f (params,y,g,h,j) returnig z
y<-C(0.2,0.5,0.6)
where
params<-c(x1,x2)
I define g,h,j and then I define params, then use
optim to structure it ..however if i use syntax
optim(params , f,y=y,
Hi.
I have a dataset with 4 columns. In the first and second column I have
the same qualitative variable referred to different teams of people.
There are 10 teams in total and they compete against each other to
perform a certain task whose result is stored in the third column for
the team reco
Hi guys.
I have a dataset with 4 columns. In the first and second column I have the
same qualitative variable referred to different teams of people. There are
10 teams in total and they compete against each other to perform a certain
task whose result is stored in the third column for the team rec
Hard to say without seeing Linn() and maybe other relevant data.
Uwe Ligges
Rstarer wrote:
Thanks for the reply.
optim(initpar,Linn,NULL,method="BFGS",hessian=TRUE,control=list(trace=1,REPORT=1,maxit=300))
The optim is to minimize the negative likelihood function which is performed
in funct
Thanks for the reply.
optim(initpar,Linn,NULL,method="BFGS",hessian=TRUE,control=list(trace=1,REPORT=1,maxit=300))
The optim is to minimize the negative likelihood function which is performed
in function "Linn",
Every time the code stops right after optim, for example, the output looks
like:
"
sor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
- Original Message -
From: Rstarer
Date: Sunday, May 3, 2009 5:01 am
Subject: [R] Optim function in the loop
To: r-help@r-project.org
> Hi a
Hi all,
I wrote the following lines of codes try to do some iterations to find the
global optimal values, but the function does not execute properly. Every
time codes stop after one iteration right after executing the optim()
function. Does anyone could have me to take a look? Thanks.
if (count>0
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