Re: [R] non-linear optimisation ODE models

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:

Re: [R] non-linear optimisation ODE models

> 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",

Re: [R] non-linear optimisation ODE models

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

Re: [R] non-linear optimisation ODE models

> 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

Re: [R] Non-linear optimisation

...@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 you only have box

Re: [R] Non-linear optimisation

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

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 you only have box constraints - you could use ConstrOptim(), if you only have linear inequality constraints - you could use Rdonlp2 if you have more general