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
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 of
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
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
>
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 the developm
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
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
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.
>
> M
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 <-
> 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 have a small
>
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
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,
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()
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 functionality
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
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 to
marKo mtoncic at 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, but
Zwick, Rebecca J RZwick at 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
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
Aya Anas aanas at 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
John Van Praag john at 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
__
Maxwell, John McFarland jmmaxwell at 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
Tiago V. Pereira tiago.pereira at 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 y2y10.
I am trying the following approach
# first attempt
library(cubature)
fun - function(x) {
David Winsemius dwinsemius at 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) # -6 + 11*x - 6*x^2 + x^3
p0 - polynomial
Bert Gunter gunter.berton at 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
Bert Gunter gunter.berton at 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
Pavel_K kuk064 at 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
Uwe Ligges ligges at 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
Jeff Newmiller jdnewmil at 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
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 separate
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 are
Cren oscar.soppelsa at 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
Gary Dong pdxgary163 at 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.
Michael Meyer mjhmeyer at 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) {
Rehena Sultana hena_4567 at 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.
JWDougherty jwd at 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. Davis
peter dalgaard pdalgd at 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 high
Marc Girondot marc_grt at 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
Haio joakim.aback at 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=[];
Ben Bolker bbolker at gmail.com writes:
Ted.Harding at 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
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 -
casperyc casperyc at 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
casperyc casperyc at 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
Hans W Borchers hwborchers at googlemail.com writes:
casperyc casperyc at 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
peter dalgaard pdalgd at 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. netlib.org/toms/≥ (CALGO, or Trans. On Math. Software, TOMS), in
Open Source programs, maybe also in some R packages
ACM Software Copyright and License Agreement
I have often seen the use of routines from the ACM Collected Algorithms, i.e.
netlib.org/toms/ (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
Vartanian, Ara aravart at 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]
R. Michael Weylandt michael.weylandt at 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
Ferebee Tunno ferebee.tunno at 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
Hadley Wickham hadley at 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, ]
谢一鸣 cutexym at 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
Carl Witthoft carl at 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
Niklaus Fankhauser niklaus.fankhauser at 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
JeffND Zuofeng.Shang.5 at 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
Michael Kao mkao006rmail at 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 -
Michael Kao mkao006rmail at 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
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
Monica Pisica pisicandru at 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)
baptiste auguie baptiste.auguie at 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 -
Ben Bolker bbolker at 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
Liu Evans, Gareth Gareth.Liu-Evans at 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
Michael Haenlein haenlein at 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
David Winsemius dwinsemius at comcast.net writes:
On Jul 28, 2011, at 1:07 PM, Hans W Borchers wrote:
maaariiianne marianne.zeyringer at 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
maaariiianne marianne.zeyringer at 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
Clement LAUZIN lauzin at 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 jeroenooms at 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 -
eric ericstrom at 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
Mingwei Min mm809 at 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 NAs. I
want to know the changing rate throughout the whole time range. I am
wondering if there is function in R
sammyny sjain at 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) =
Darcy Webber darcy.webber at 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
rex.dwyer at 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
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
mean(x)
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
reynolds pravindev reynoldspravindev at 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
Joe P King jp at 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
michalseneca michalseneca at 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
Jumlong Vongprasert jumlong.ubru at 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
michalseneca michalseneca at 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
Xavier Robin Xavier.Robin at 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 wdunlap at 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 eval()
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
Andreas Jensen bentrevisor at 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
peter dalgaard pdalgd at 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
Benjamin B. benj.bad.ac at 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
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
dhacademic at gmail.com dhacademic at 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,
dhacademic at gmail.com dhacademic at 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)
Czerminski, Ryszard Ryszard.Czerminski at astrazeneca.com writes:
I am looking for an efficient way to find near neighbors...
More specifically...
I have two sets of points: A B and I want to find
points in set B which are closer to set A than some
cutoff (or n-closest)
I will
Eduardo de Oliveira Horta eduardo.oliveirahorta at gmail.com writes:
-- Forwarded message --
From: Eduardo de Oliveira Horta eduardo.oliveirahorta at gmail.com
Date: Wed, Nov 17, 2010 at 3:59 PM
Subject: Re: [R] Numerical integration
To: David Winsemius dwinsemius at
Jan Theodore Galkowski bayesianlogic at acm.org writes:
I'm interested in the Rsolnp package. For their primary function
solnp, one example is given, and there is a reference to unit
tests. Anyone know where these can be found? Also, Rsolnp is
used in a few other packages (e.g.,
jonas garcia garcia.jonas80 at googlemail.com writes:
Thanks for your reply,
My main issue is that I don't have any equations to generate the data, just
a bunch of points, each corresponding to a polygon.
I was looking in package sp and there is a function to calculate areas (
Remko Duursma remkoduursma at gmail.com writes:
Here is a different solution:
library(gpclib)
p1 - as(poly1, gpc.poly)
p2 - as(poly2, gpc.poly)
area.poly(p2) + area.poly(p1) - area.poly(union(p1,p2))
I.e., take areas of both polygons and subtract the union (check
plot(union(p1,p2))
Uwe Ziegenhagen ziegenhagen at gmail.com writes:
Hi,
I would like to calculate various hash sums for given string but haven't
found a suitable package, yet.
I found tools::md5sum which works only for files, however I would like to
avoid putting my string in a file before calculating the
Lorenzo Isella wrote:
Hello,
And sorry for the late reply.
You see, my problem is that it is not known a priori whether I have one
or two zeros of my function in the interval where I am considering it;
on top of that, does BBsolve allow me to select an interval of variation
of x?
Hans W Borchers wrote:
Let's see how many zeroes are there of the function sin(1/x) in the
interval
[0.1, 1.0]. Can you find out by plotting?
In the 1-dimensional case the simplest approach is to split into
subintervals
small enough to contain at most one zero and search each
Lorenzo Isella lorenzo.isella at gmail.com writes:
Dear All,
I am given a time series such at, at every time t_i, I am given a set
of data (every element of the set is just an integer number).
What I need is an injective function able to map every set into a
number (possibly an integer
Leonardo Monasterio leonardo.monasterio at gmail.com writes:
Dear R users,
In the function bellow I want to find the maximum value of v,
subject to the constrain that the sum of x is equal to 1.
I want to maximize:
v-t(x)%*%distance%*%x
Subject to:
sum(x)=1
I do not see why you
darckeen darckeen at hotmail.com writes:
Are there any packages that do non-linear integer otimization? Looked at
lpSolve but i'm pretty sure it only works with linear programming and not
non-linear, tried L-BFGS-B optim after flooring all my params, works
somewhat but seems really
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