[R] Non-parametric four-way interactions?
Dear All I am trying to study four-way interactions in an ANOVA problem. However, qqnorm+qqline result (at http://phhs80.googlepages.com/qqnorm.png) is not promising regarding the normality of data (960 observations). The result of Shapiro-Wilk test is also not encouraging: W = 0.9174, p-value 2.2e-16 (I am aware of the fact that normality tests tend to reject normality for large samples.) By the way, the histogram is at: http://phhs80.googlepages.com/hist.png To circumvent the problem, I looked for non-parametric tests, but I found nothing, but the article: http://www.pgia.ac.lk/socs/asasl/journal_papers/PDFformat/g.bakeerathanpaper-2.pdf Finally, my question is: has R got implemented functions to use non-parametric tests to avoid the fulfillment of the normality assumption required to study four-way interactions? Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Non-parametric four-way interactions?
On 7/27/06, Frank E Harrell Jr [EMAIL PROTECTED] wrote: I am trying to study four-way interactions in an ANOVA problem. However, qqnorm+qqline result (at http://phhs80.googlepages.com/qqnorm.png) is not promising regarding the normality of data (960 observations). The result of Shapiro-Wilk test is also not encouraging: W = 0.9174, p-value 2.2e-16 (I am aware of the fact that normality tests tend to reject normality for large samples.) By the way, the histogram is at: http://phhs80.googlepages.com/hist.png To circumvent the problem, I looked for non-parametric tests, but I found nothing, but the article: http://www.pgia.ac.lk/socs/asasl/journal_papers/PDFformat/g.bakeerathanpaper-2.pdf Finally, my question is: has R got implemented functions to use non-parametric tests to avoid the fulfillment of the normality assumption required to study four-way interactions? Yes, although I seldom want to look at 4th order interactions. You can fit a proportional odds model for an ordinal response which is a generalization of the Wilcoxon/Kruskal-Wallis approach, and allows one to have N-1 intercepts in the model when there are N data points (i.e., it works even with no ties in the data). However if N is large the matrix operations will be prohibitive and you might reduce Y to 100-tile groups. The PO model uses only the ranks of Y so is monotonic transformation invariant. library(Design) # also requires library(Hmisc) f - lrm(y ~ a*b*c*d) f anova(f) Also see the polr function in VR Thanks, Frank. It is very encouraging to learn that, even without normality, I can still study my four-way interactions. I am also aware of transformations that may work in some non-normal cases, and I have tried some of them, but with no success. I am not familiar with the solutions that you suggest, and I would like to learn how they work theoretically, in some book or on the Internet. In particular, I would like to see, regarding power, how the non-parametric suggested approach compares with the classical ANOVA approach. Could you please indicate some references to help me with that? Again, thanks in advance. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Non-parametric four-way interactions?
On 7/27/06, Frank E Harrell Jr [EMAIL PROTECTED] wrote: Tony Lachenbruch has written some about this, also see my book (it's web page is biostat.mc.vanderbilt.edu/rms). I don't know about the power of interaction tests, but for main effect tests in the absence of interaction, the Wilcoxon test (a special case of PO model) has efficiency of 3/pi compared to the t-test if normality holds. Other approaches: Cox PH model, avas, ace. My book covers these too. Thanks, Frank, for the useful information. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Syntax of Levene's test
Dear All I am trying to use Levene's test (of package car), but I do not understand quite well how to use it. '?levene.test' does not unfortunately provide any example. My data are in a data frame and correspond to 4 factors plus response. Could someone please give me an example about how to use the command levene.test(y, group) ? Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Syntax of Levene's test
On 8/2/06, John Fox [EMAIL PROTECTED] wrote: The argument y is the response variable and group is a factor defining groups (as ?levene.test says). If you have more than one factor, then you can use interaction() to create from them a factor with levels given by the product set of the levels of the individual factors. Here's an example library(car) data(Moore) attach(Moore) levene.test(conformity, interaction(fcategory, partner.status)) Levene's Test for Homogeneity of Variance Df F value Pr(F) group 5 1.4694 0.2219 39 levels(interaction(fcategory, partner.status)) [1] high.high low.highmedium.high high.lowlow.low [6] medium.low levels(fcategory) [1] high lowmedium levels(partner.status) [1] high low I'll add a couple of examples to the help page. Thanks, John. Now, I understand how to use levene.test. There is only a question remaining: is the null hypothesis corresponding to homogeneity of variances, i.e., should one conclude that Levene's Test for Homogeneity of Variance Df F valuePr(F) group 95 3.5919 2.2e-16 *** 864 tell us that the hypothesis that the variances are equal is (highly) significant? Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Syntax of Levene's test
On 8/3/06, John Fox [EMAIL PROTECTED] wrote: Levene's test tests the null hypothesis that the variance are equal, so a small p-value suggests that they are not. Looking at your output, it seems odd that you have as many as 96 groups. Thanks again, John. I have 4 factors with 3, 4, 4 and 2 levels (resulting in 96 groups), respectively. For each combination of the 4 factors, I have 10 observations. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Looking for transformation to overcome heterogeneity of variances
Dear All My data consists in 96 groups, each one with 10 observations. Levene's test suggests that the variances are not equal, and therefore I have tried to apply the classical transformations to have homocedasticity in order to be able to use ANOVA. Unfortunately, no transformation that I have used transforms my data into data with homocedasticity. The histogram of variances is at http://phhs80.googlepages.com/hist1.png Is someone able to suggest to me a transformation to overcome the problem of heterocedasticity? Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Looking for transformation to overcome heterogeneity of variances
On 03 Aug 2006 15:45:10 +0200, Peter Dalgaard [EMAIL PROTECTED] wrote: My data consists in 96 groups, each one with 10 observations. Levene's test suggests that the variances are not equal, and therefore I have tried to apply the classical transformations to have homocedasticity in order to be able to use ANOVA. Unfortunately, no transformation that I have used transforms my data into data with homocedasticity. The histogram of variances is at http://phhs80.googlepages.com/hist1.png Is someone able to suggest to me a transformation to overcome the problem of heterocedasticity? Not based on that information. Try the following instead: fit - lm(y~g) par(mfrow=c(2,2)); plot(fit) Thanks, Peter. By 'g', you mean factor1* factor2*factor3*factor4 ? Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Looking for transformation to overcome heterogeneity of variances
On 03 Aug 2006 16:32:38 +0200, Peter Dalgaard [EMAIL PROTECTED] wrote: My data consists in 96 groups, each one with 10 observations. Levene's test suggests that the variances are not equal, and therefore I have tried to apply the classical transformations to have homocedasticity in order to be able to use ANOVA. Unfortunately, no transformation that I have used transforms my data into data with homocedasticity. The histogram of variances is at http://phhs80.googlepages.com/hist1.png Is someone able to suggest to me a transformation to overcome the problem of heterocedasticity? Not based on that information. Try the following instead: fit - lm(y~g) par(mfrow=c(2,2)); plot(fit) Thanks, Peter. By 'g', you mean factor1* factor2*factor3*factor4 If that defines your 96 groups, yes. Thanks, Peter. The result of fit - lm(tardiness ~ interaction(factor1,factor2,factor3,factor4)) par(mfrow=c(2,2)); plot(fit) Warning message: X11 used font size 8 when 7 was requested is at http://phhs80.googlepages.com/2transform1.png Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Looking for transformation to overcome heterogeneity of variances
Thanks to all contributors for the fruitfulness of this discussion. I am speculating about a simpler solution: to use a non-parametric approach. To avoid the requirement of having normal residuals, Frank Harrell has suggested here the following non-parametric procedure: library(Design) # also requires library(Hmisc) f - lrm(y ~ a*b*c*d) f anova(f) Could someone please tell me whether that also works when there is no homoscedasticity? What are the assumptions of that method? Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] How to export data to Excel Spreadsheet?
On 8/7/06, Xin [EMAIL PROTECTED] wrote: I try to export my output's data to Excel spreadsheet. My outputs are: comb3 [,1] [,2] [,3] [1,] a b c [2,] a b d [3,] a b e [4,] a b f [5,] a b g See ? write.table ? write.csv Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Vector Join
On 8/13/06, Michael Zatorsky [EMAIL PROTECTED] wrote: I'm working on producing a simple cumulative frequency distribution. Thanks to the help of the good people on this list I now have four vectors that I'd like to join/relate into a table. e.g. v1 - myHistogram$breaks # classes v2 - myHistogram$counts # freqs v3 - cumsum(v2) # cumulative freq v4 - ((v3 / length(myData)) * 100) # cumulative % What is the recommend approach to turning these into a single table with four columns? ie effectively doing a relational join on row id? The goal is to ultimately have the data with one row per class in a format I can write out to a text file as: v1v2v3v4 v1v2v3v4 etc... Any advice will be appreciated. An example follows: V1 - 1:4 V2 - 3:6 V3 - 2:5 m - matrix(nrow=4,ncol=3) m [,1] [,2] [,3] [1,] NA NA NA [2,] NA NA NA [3,] NA NA NA [4,] NA NA NA m[,1] - V1 m[,2] - V2 m[,3] - V3 m [,1] [,2] [,3] [1,]132 [2,]243 [3,]354 [4,]465 Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] column to row
On 8/14/06, yohannes alazar [EMAIL PROTECTED] wrote: I have a data in two columns and how can i convert it to one row . thank you in advance inpute 1 2 3 4 5 6 7 8 9 1 out put 1 2 3 4 5 6 7 8 9 1 An example follows: input - matrix(1:10,5,2) input [,1] [,2] [1,]16 [2,]27 [3,]38 [4,]49 [5,]5 10 output - c(input[,1],input[,2]) output [1] 1 2 3 4 5 6 7 8 9 10 Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Autocompletion
On 8/16/06, Óttar Ísberg [EMAIL PROTECTED] wrote: I may be guilty of not doing my homework, but still, I've searched. I'm a relative newcomer to R (my forte is at present MATLAB, but for various reasons I'm trying to get literate in R). My question is: Is there an autocompletion feature buried somewhere in R? What do you mean precisely by 'autocompletion'? Are working on MS Windows or on Linux? Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Autocompletion
On 8/16/06, Óttar Ísberg [EMAIL PROTECTED] wrote: That was quick, and thanks. I'm afraid I wasn't precise enough. I'm using Windows XP and by autocompletion I mean typing the first few letters of a command and then have the system either complete the command or give you possible options, as in MATLAB or, for that matter, UNIX. Regarding Windows XP, I do not know. However, on Linux, one presses CTRL+R and R tries to complete the command with a command previously used. Notwithstanding, I am sure that one can use the arrows keys on Windows XP to invoke commands from a list of already used commands. Try both ways. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] 4^2 factorial help
On 8/18/06, Correia, L, Mr [EMAIL PROTECTED] [EMAIL PROTECTED] wrote: To whom it may concern: I am trying a factorial design a system of mine that has two factors. Each factor was set at four different levels, with one replication for each of the combinations. My data is as follows: A B Response 16002.5 0.0257 26002.5 0.0254 36005 0.0217 46005 0.0204 5600100.0191 6600100.0210 7600200.0133 8600200.0139 98002.5 0.0312 10 800 2.5 0.0317 11 800 5 0.0307 12 800 5 0.0309 13 800 100.0330 14 800 100.0318 15 800 200.0225 16 800 200.0234 17 1000 2.5 0.0350 18 1000 2.5 0.0352 19 1000 5 0.0373 20 1000 5 0.0361 21 1000 100.0432 22 1000 100.0402 23 1000 200.0297 24 1000 200.0306 25 1200 2.5 0.0324 26 1200 2.5 0.0326 27 1200 5 0.0353 28 1200 5 0.0353 29 1200 100.0453 30 1200 100.0436 31 1200 200.0348 32 1200 200.0357 I am able to enter my data into R and obtain an ANOVA table (which I have been able to verify as correct using an excel spreadsheet), using the following syntax: Factorial-data.frame(A=c(rep(c(600, 600, 600, 600, 800, 800, 800, 800, 1000, 1000, 1000, 1000, 1200, 1200, 1200, 1200), each=2)), B=c(rep(c(2.5, 5, 10, 20, 2.5, 5, 10, 20, 2.5, 5, 10, 20, 2.5, 5, 10, 20), each=2)), Response = c(0.0257, 0.0254, 0.0217, 0.0204, 0.0191, 0.021, 0.0133, 0.0139, 0.0312, 0.0317, 0.0307, 0.0309, 0.033, 0.0318, 0.0225, 0.0234, 0.035, 0.0352, 0.0373, 0.0361, 0.0432, 0.0402, 0.0297, 0.0306, 0.0324, 0.0326, 0.0353, 0.0353, 0.0453, 0.0436, 0.0348, 0.0357)) anova(aov(Response~A*B, data=Factorial)) However, this is as far as I am able to go. I would like to obtain the coefficients of my model, but am unable. I would also like to use other non-linear models as these factors are not linear. Also would like to add A^2 and B^2 into the ANOVA and modeling. Try: model - lm(Response~A*B, data=Factorial) anova(model) Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Check values in colums matrix
On 8/24/06, Muhammad Subianto [EMAIL PROTECTED] wrote: I have a dataset (20 columns 1000 rows) which some of columns have the same value and the others have different values. Here are some piece of my dataset: obj - cbind(c(1,1,1,4,0,0,1,4,-1), c(0,1,1,4,1,0,1,4,-1), c(1,1,1,4,2,0,1,4,-1), c(1,1,1,4,3,0,1,4,-1), c(1,1,1,4,6,0,1,5,-1), c(1,1,1,4,6,0,1,6,-1), c(1,1,1,4,6,0,1,7,-1), c(1,1,1,4,6,0,1,8,-1)) obj.tr - t(obj) obj.tr obj.tr [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [1,]11140014 -1 [2,]01141014 -1 [3,]11142014 -1 [4,]11143014 -1 [5,]11146015 -1 [6,]11146016 -1 [7,]11146017 -1 [8,]11146018 -1 How can I do to check columns 2,3,4,6,7 and 9 have the same value, and columns 1,5 and 8 have different values. Just try all(obj.tr[,2]==obj.tr[1,2]) and so on for the other columns. See ? all. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Can R compute the expected value of a random variable?
Dear All Can R compute the expected value of a random variable? Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Can R compute the expected value of a random variable?
On 8/26/06, Mike Nielsen [EMAIL PROTECTED] wrote:
Yes.
Can R compute the expected value of a random variable?
Mike: thank you very much indeed for your so insightful and complete
answer. I have meanwhile deepened my research and, as a consequence,
I have found the following solution, which seems to work fine:
integrand - function(x){x*dlnorm(x,meanlog=2,sdlog=3)}
integrate(integrand,-Inf, Inf)
665.146 with absolute error 0.046
There is also a package apt to calculate expected values: it is called
distrEx. (Thanks, Matthias.)
Paul
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Re: [R] Help on apply() function
On 8/30/06, Mark Lyman [EMAIL PROTECTED] wrote: I have a problem with apply function. I have to two matrices of dimension of one column but n rows. I have to check whether one matrix is greater than other by going thru each row (ie) using if condition to check one matrix with another matrix. I like to use apply() function to this approach. That is apply function between two matrices. I searched for examples online but I couldn't find any. I don't know how to loop thru the matrices. You can use the functions all.equal with the function isTRUE (see ?all.equal) to check if two objects are nearly equal (within a certain tolerance). Or you can use identical (see ?identical) to check if they are exactly the same. See the examples in the help for identical. A possible solution could be: x - 1:5 x [1] 1 2 3 4 5 y - 2:6 y [1] 2 3 4 5 6 all((y-x)0) [1] TRUE The result TRUE means that each element of y is greater than the homologous element in x. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Fitting Pareto distribution to some data
Dear All I am trying to fit Pareto distribution to some data. MASS package does not support Pareto distribution. Is there some alternative way? Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Fitting Pareto distribution to some data
On 9/3/06, Prof Brian Ripley [EMAIL PROTECTED] wrote:
I am trying to fit Pareto distribution to some data. MASS package does
not support Pareto distribution. Is there some alternative way?
Actually fitdistr{MASS} does if you supply the pdf for a Pareto.
That is not in base R, but easy to write for yourself.
It seems that Pareto and generalized Pareto is in several packages,
including POT SoPhy VaR evd evir fExtremes lmomco.
Thanks, Prof Brian Ripley.
Paul
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Re: [R] Fitting Pareto distribution to some data
On 9/4/06, William Asquith [EMAIL PROTECTED] wrote: Package lmomco fits generalized pareto (three parameter) using method of L-moments. I suspect that other packages that Brian identified use method of moments or other. That is excellent to learn that, William. Thanks. Paul On Sep 3, 2006, at 10:55 AM, Paul Smith wrote: Dear All I am trying to fit Pareto distribution to some data. MASS package does not support Pareto distribution. Is there some alternative way? Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting- guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Gnuplot epslatex format also in R?
Dear All Is there some way of exporting R plots to epslatex, i.e., to a file with the eps file and another one with the LaTeX commands (representing the text in the plots), likewise Gnuplot does? If so, could you please indicate it to me? Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Gnuplot epslatex format also in R?
On 9/12/06, Prof Brian Ripley [EMAIL PROTECTED] wrote: Is there some way of exporting R plots to epslatex, i.e., to a file with the eps file and another one with the LaTeX commands (representing the text in the plots), likewise Gnuplot does? If so, could you please indicate it to me? R has an xfig driver, and AFAIK you can do this from xfig. Yes, your suggestion works! Thanks. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] extract a value from vector
On 9/12/06, Ethan Johnsons [EMAIL PROTECTED] wrote: A quick question, please! How do you extract a certain value of vector? i.e. x = c(2,5,3,6,21,3,6,24, ) How do you get the 1st one (which is 2); the 5th one (which is 21); etc? Simple, Ethan: x[1], x[5], ... Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Gnuplot epslatex format also in R?
On 9/12/06, Anupam Tyagi [EMAIL PROTECTED] wrote: R has an xfig driver, and AFAIK you can do this from xfig. Is there an xfig port for Windows, without cygwin? If so, I will be thankful for a pointer to the where it can be downloaded from. I have been looking for it for some time. Anupam. WinFIG, Anupam? Its site at http://www.schmidt-web-berlin.de/WinFIG.htm Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Classification trees and written conditions
Dear All When drawing a classification tree with plot(mytree) text(mytree) the conditions are written just before the nodes branch. My question is: can one be certain that those conditions refer to the left-side branches? (The R documentation surprisingly lacks the information that I am asking for.) Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Classification trees and written conditions
On 5/18/06, Carlos Ortega [EMAIL PROTECTED] wrote: Are you referring to ?: - library(tree) - library(rpart) On 5/18/06, Paul Smith [EMAIL PROTECTED] wrote: Dear All When drawing a classification tree with plot(mytree) text(mytree) the conditions are written just before the nodes branch. My question is: can one be certain that those conditions refer to the left-side branches? (The R documentation surprisingly lacks the information that I am asking for.) Thanks, Carlos. I am referring to ibrary(rpart) Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Classification trees and written conditions
On 5/18/06, Carlos Ortega [EMAIL PROTECTED] wrote: Yes, that is right. The conditions on top of the branches refer to the left-hand side. Thanks, Carlos. Then, it should be explicitly said in ? text.rpart. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Using R to illustrate the Central Limit Theorem
Dear All I am totally new to R and I would like to know whether R is able and appropriate to illustrate to my students the Central Limit Theorem, using for instance 100 independent variables with uniform distribution and showing that their sum is a variable with an approximated normal distribution. Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Using R to illustrate the Central Limit Theorem
On 4/23/05, Matthias Kohl [EMAIL PROTECTED] wrote: here is another idea to illustrate the Central Limit Theorem which is based on our package distr. Thanks to all for your numerous suggestions. Since I am just beginning with R, it will take a while before I can fully digest your help. Have a nice weekend! Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Restarting R without quitting R
Dear All Is there some way of restarting R, without quitting R? In other words, I am looking for something like the commands reset (MuPAD) or restart (Maple). Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Restarting R without quitting R
On 4/23/05, Uwe Ligges [EMAIL PROTECTED] wrote: Is there some way of restarting R, without quitting R? In other words, I am looking for something like the commands reset (MuPAD) or restart (Maple). No, but of course you could write a function that fires up a new instance of R and quits the current one after that. Thanks, Uwe. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] good editor for R sources ?
On 4/26/05, Uwe Ligges [EMAIL PROTECTED] wrote: (Sorry if the question has already been answered.) Could someone please suggest a good text editor for writing R sources ? (I know emacs exists ... but I find it a bit heavy). I use crimson (http://www.crimsoneditor.com) which is small and simple, but the R syntax seems not to be supported. See http://www.sciviews.org/_rgui/projects/Editors.html The page tells us that there is support for Crimson editor. And for Linux, what do you recommend? Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] good editor for R sources ?
On 4/26/05, Liaw, Andy [EMAIL PROTECTED] wrote: (Sorry if the question has already been answered.) Could someone please suggest a good text editor for writing R sources ? (I know emacs exists ... but I find it a bit heavy). I use crimson (http://www.crimsoneditor.com) which is small and simple, but the R syntax seems not to be supported. See http://www.sciviews.org/_rgui/projects/Editors.html The page tells us that there is support for Crimson editor. And for Linux, what do you recommend? Tere are suggestions on that page that Uwe mentioned above for Linux! First choice would be (X)Emacs/ESS. Then there are also vim, kate, bluefish, ... Thanks, Andy. Does somebody know how to install ess on xemacs? Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Density curve over a histogram
Dear All I would like to draw a picture with the density curve of a normal distribution over a histogram of a set of random numbers extracted from the same normal distribution. Is that possible? Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Density curve over a histogram
On 4/27/05, Achim Zeileis [EMAIL PROTECTED] wrote: I would like to draw a picture with the density curve of a normal distribution over a histogram of a set of random numbers extracted from the same normal distribution. Is that possible? To quote Simon `Yoda' Blomberg: This is R. There is no if. Only how. (see fortune(Yoda)) Try: R x - rnorm(100) R hist(x, freq = FALSE) R curve(dnorm, col = 2, add = TRUE) Fantastic! Thanks a lot, Achim. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] User-defined random variable
Dear All I would like to know whether it is possible with R to define a discrete random variable different from the ones already defined inside R and generate random numbers from that user-defined distribution. Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] User-defined random variable
On 5/1/05, Matthias Kohl [EMAIL PROTECTED] wrote: I would like to know whether it is possible with R to define a discrete random variable different from the ones already defined inside R and generate random numbers from that user-defined distribution. Yes. One generic way is to specify the quantile function (as in qpois() etc.) and do qfun(runif(N)). If the support discrete but also finite, you can also use sample(), e.g. sample(myset, N, replace = TRUE, prob = myprob) one can also use our R package distr to generate discrete random variables. The subsequent code provides a function which generates an object of class DiscreteDistribution based on a finite support supp. If prob is missing all elements in supp are equally weighted. Thanks you for all your helpful replies to my question. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Command to add two vectors
Dear All Is there some command to add two vectors? Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Command to add two vectors
On 5/3/05, Josef Eschgfaeller [EMAIL PROTECTED] wrote: Is there some command to add two vectors? x+y Thanks a lot, Josef. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Density of the sum of two random variables
Dear All I would like to know whether it is possible with R to get the mathematical expression of the density of a sum of two independent continuous random variables. Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Histogram for mixed random variables
Dear All I would like to get the histogram for the following model with discrete and continuous random variables: * with probability 1/3, a random number is drawn from the continuous uniform distribution (min=0, max=1); * with probability 2/3, a random number is drawn from a different continuous uniform distribution (min=-1/2, max=1/2). Any help would be most welcome. Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Density of the sum of two random variables
On 5/5/05, Spencer Graves [EMAIL PROTECTED] wrote: Have you considered package distr? It will do something similar to what you request, I think; it may or may not be adequate for your purposes. Thanks, Spencer and Duncan. Maybe, the best choice is to use Maple or MuPAD for that. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Looking for greater floating-point precision
Dear All For my calculations, I am needing to use more floating-point precision than the default one of R. Is that possible? And, if yes, how? Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Looking for greater floating-point precision
On 11/16/06, Prof Brian Ripley [EMAIL PROTECTED] wrote: For my calculations, I am needing to use more floating-point precision than the default one of R. Is that possible? And, if yes, how? See package gmp (but that will be slow and cumbersome for all but simple calculations). The real issue is that R already uses the maximum precision of the FPU for many common FPUs (but not all). Since you have forgotten to tell us anything about your environment we don't know if that applies: there may be compiler options you can use to raise the precision. Please do study the posting guide: we are surprisingly good at mind-reading, but prefer to be told exactly what you want to do with R in what environment and why you are 'needing' something. Thanks, Gabor and Prof. Ripley. After some research, I conclude that the problem occurring to me cannot be removed for any finite floating-point precision. (I do need infinite floating-point precision.) The problematic operation is the successive multiplication of reals between 0 and 1; after a certain number of multiplications, significant rounding errors occur. I did read the posting guide, but I could not anticipate the relevance of indicating the environment that I am using: Fedora Core 6 (Linux) running on a Pentium Dual Core and R 2.4.0. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Ryacas not working properly
Dear All I have just installed the package Ryacas, but getting the following: library(Ryacas) Loading required package: XML yacas(1/2 * 3/4) [1] Starting Yacas! Error in socketConnection(host = 127.0.0.1, port = 9734, server = FALSE, : unable to open connection In addition: Warning message: 127.0.0.1:9734 cannot be opened /usr/lib/R/library/Ryacas/yacdir/R.ys(1) : File not found I am using Fedora Core 6 (Linux), R 2.4.0 and Yacas 1.0.62. Any ideas? Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Ryacas not working properly
On 11/19/06, Gabor Grothendieck [EMAIL PROTECTED] wrote: Checkout the INSTALLATION - UNIX and TROUBLESHOOTING sections of the home page: http://code.google.com/p/ryacas/ I have just installed the package Ryacas, but getting the following: library(Ryacas) Loading required package: XML yacas(1/2 * 3/4) [1] Starting Yacas! Error in socketConnection(host = 127.0.0.1, port = 9734, server = FALSE, : unable to open connection In addition: Warning message: 127.0.0.1:9734 cannot be opened /usr/lib/R/library/Ryacas/yacdir/R.ys(1) : File not found I am using Fedora Core 6 (Linux), R 2.4.0 and Yacas 1.0.62. Any ideas? Thanks, Gabor. I have followed the instructions given at: http://groups.google.com/group/comp.os.linux.networking/msg/656bbead5059fc07 as suggested at http://code.google.com/p/ryacas/ However, I still get the following: $ telnet localhost 9734 Trying 127.0.0.1... telnet: connect to address 127.0.0.1: Connection refused telnet: Unable to connect to remote host: Connection refused $ Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Ryacas not working properly
On 11/19/06, Gabor Grothendieck [EMAIL PROTECTED] wrote: You might try posting your problem on the comp.os.linux.networking group since it appears to be a configuration problem with telnet on your machine. Thanks, Gabor. I am going to do that and I will let you know about the result. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Ryacas not working properly
On 19 Nov 2006 16:11:52 +0100, Peter Dalgaard [EMAIL PROTECTED] wrote: Paul Smith [EMAIL PROTECTED] writes: On 11/19/06, Gabor Grothendieck [EMAIL PROTECTED] wrote: You might try posting your problem on the comp.os.linux.networking group since it appears to be a configuration problem with telnet on your machine. Thanks, Gabor. I am going to do that and I will let you know about the result. In particular, check whether you're firewalling yourself out. System/Administration/Security Level and Firewall -- I suspect that you have to add the ryacas port there. (Suspect meaning that I'm not sure that you really need this even for unprivileged ports on localhost, but it could be worth the try.) Thanks, Peter. I put there port 9734, but no progress. Meanwhile, I received this from someone on Fedora mailing list: « Original Message Date: Sunday, November 19, 2006 01:34:23 PM + From: Paul Smith [EMAIL PROTECTED] To: For users of Fedora [EMAIL PROTECTED] Subject: Re: Enabling telnet On 11/19/06, Tim [EMAIL PROTECTED] wrote: What I am trying to accomplish is the following: http://marc.10east.com/?l=r-helpm=116389849302592w=2 Sounds like you don't want a telnet server, then. But that you're trying to use a telnet client to debug some other server, and the problem is with *it*. But I can't really tell what ryacas is about from that message, nor a quick internet search on it. Otherwise, if you had a telnet server installed, and running per the usual configuration, you could do telnet localhost in a command line, and you'd be logging into another command line interface, just as if you were logging into a computer through a network. Maybe the developers of Ryacas on R mailing list can help me further. According to the direction suggested by one of them, http://groups.google.com/group/comp.os.linux.networking/msg/656bbead5 059fc07 I should change the file /etc/xinetd.d/telnet However, there is no such a file, unless I install telnet-server. you don't want to touch the /etc/xinetd.d/telnet file (if you had one). that file relates to control of the telnet daemon - which is what the user in that google groups message was trying to get going. you're not interested in the telnet daemon, rather in the ryacas one, and that's what you should focus on trying to get working. your issue with not being able to connect to port 9734 is because you haven't managed to get the ryacas daemon started up correctly. when you do, and it shows up in a netstat, then all should be well. in short, your problem is with setting up ryacas, not enabling telnet. in your context, your telnet client, which works just fine, has nothing to do with your telnet daemon (which appears to not be enabled, which is just fine).» Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Ryacas not working properly
On 11/19/06, Gabor Grothendieck [EMAIL PROTECTED] wrote: Sorry but there is not much else I can tell you. I don't have a UNIX system myself though I do know that others have used Ryacas on UNIX since the notes on the home page are based, in part, on their feedback of successfully using it on UNIX. I don't know if the responder is correct since one other person who had a similar problem on UNIX with Ryacas found that it was his telnet configuration that was the problem. Make sure you have tried all the possibilities on the home page. You should at the very least be able to run Ryacas using the system method since that does not require telnet in the first place. Also check which version of Ryacas you are using. Thanks, Gabor. I am using Ryacas_0.2-3.tar.gz. Do other people here using Fedora Core experience the same problem? Can some FC users here run Ryacas well? Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Ryacas not working properly
On 11/19/06, Gabor Grothendieck [EMAIL PROTECTED] wrote: Sorry but there is not much else I can tell you. I don't have a UNIX system myself though I do know that others have used Ryacas on UNIX since the notes on the home page are based, in part, on their feedback of successfully using it on UNIX. I don't know if the responder is correct since one other person who had a similar problem on UNIX with Ryacas found that it was his telnet configuration that was the problem. Make sure you have tried all the possibilities on the home page. You should at the very least be able to run Ryacas using the system method since that does not require telnet in the first place. Also check which version of Ryacas you are using. Thanks, Gabor. I am using Ryacas_0.2-3.tar.gz. Do other people here using Fedora Core experience the same problem? Can some FC users here run Ryacas well? The troubleshooting notes were based on the feedback of a Debian user of Ryacas. Therefore it would be very useful if someone here running Fedora Core 6 could test whether Ryacas works fine or not on FC6. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Ryacas not working properly
On 11/19/06, Marc Schwartz [EMAIL PROTECTED] wrote: OK, after digging around for a couple of hours on this, thinking that this might be a firewall/SELinux/On Demand Services problem, I have, I think, nailed it down to two key things on FC6: 1. It requires the use of the '--enable-server' configure option for yacas itself. 2. There is a directory permissions problem in the Ryacas package, restricting a regular user's access to the files located in the 'yacdir' subdirectory. Note that in the instructions below, I also install the GSL, which presumably is not required, but I did it anyway after noting some warnings during the yacas build process. One other thing, which is that when downloading the Ryacas package from the Google site using Firefox, the file is downloaded as: Ryacas_0.2 3.tar.gz Note the missing '-' between the 2 and 3. Be sure to check for this when saving the tarball to disk. So here goes: 1. Install the GSL (including the devel RPM) as root: yum install gsl* 2. Install yacas from the source tarball using: ./ configure --enable-server make then as root: make install 4. Install the Ryacas package as root: R CMD INSTALL Ryacas_0.2-3.tar.gz Be sure that you also have the 'XML' package from CRAN installed, which is a dependency for Ryacas. 3. Change the permissions for /usr/local/lib/R/library/Ryacas/yacdir: Note that the default permission for this directory after installation is: drwxr--r-- 2 root root 4096 Nov 19 15:17 yacdir Thus: su chmod +x /usr/local/lib/R/library/Ryacas/yacdir Now: drwxr-xr-x 2 root root 4096 Nov 19 15:17 yacdir Now in R as a regular user: library(Ryacas) Loading required package: XML yacas(5/8 * 3/4) [1] Starting Yacas! Accepting requests from port 9734 expression(15/32) yacas(3/7 * 5/9) expression(5/21) Excellent, Marc, it works! Thanks. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Ryacas not working properly
On 11/19/06, Gabor Grothendieck [EMAIL PROTECTED] wrote: Thanks, Marc. I have placed a link to your post on the Ryacas home page. Also, Ryacas 0.2-3 is now on Omegahat (as well as google groups). Apparently, the link HowTo - Enable Telnet on Linux at Ryacas site is misleading, as it suggests the installation of telnet-server and that is not necessary. See the discussion at http://groups-beta.google.com/group/comp.os.linux.networking/browse_thread/thread/2bb6a4c7a1167285/565dde88d7922659#565dde88d7922659 Paul On 11/19/06, Marc Schwartz [EMAIL PROTECTED] wrote: OK, after digging around for a couple of hours on this, thinking that this might be a firewall/SELinux/On Demand Services problem, I have, I think, nailed it down to two key things on FC6: 1. It requires the use of the '--enable-server' configure option for yacas itself. 2. There is a directory permissions problem in the Ryacas package, restricting a regular user's access to the files located in the 'yacdir' subdirectory. Note that in the instructions below, I also install the GSL, which presumably is not required, but I did it anyway after noting some warnings during the yacas build process. One other thing, which is that when downloading the Ryacas package from the Google site using Firefox, the file is downloaded as: Ryacas_0.2 3.tar.gz Note the missing '-' between the 2 and 3. Be sure to check for this when saving the tarball to disk. So here goes: 1. Install the GSL (including the devel RPM) as root: yum install gsl* 2. Install yacas from the source tarball using: ./ configure --enable-server make then as root: make install 4. Install the Ryacas package as root: R CMD INSTALL Ryacas_0.2-3.tar.gz Be sure that you also have the 'XML' package from CRAN installed, which is a dependency for Ryacas. 3. Change the permissions for /usr/local/lib/R/library/Ryacas/yacdir: Note that the default permission for this directory after installation is: drwxr--r-- 2 root root 4096 Nov 19 15:17 yacdir Thus: su chmod +x /usr/local/lib/R/library/Ryacas/yacdir Now: drwxr-xr-x 2 root root 4096 Nov 19 15:17 yacdir Now in R as a regular user: library(Ryacas) Loading required package: XML yacas(5/8 * 3/4) [1] Starting Yacas! Accepting requests from port 9734 expression(15/32) yacas(3/7 * 5/9) expression(5/21) HTH, Marc Schwartz __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Conversion from expression to numeric
Dear All I am trying to convert from the type expression to the type numeric. The following works: x - expression(6.2) as.numeric(as.character(x)) [1] 6.2 However, the following does not work: x - expression(62/100) as.numeric(as.character(x)) [1] NA Warning message: NAs introduced by coercion Any idea about how to deal with the second case? Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Conversion from expression to numeric
On 11/23/06, Barry Rowlingson [EMAIL PROTECTED] wrote: x - expression(62/100) as.numeric(as.character(x)) [1] NA Warning message: NAs introduced by coercion Any idea about how to deal with the second case? eval-uate the expression: x - expression(62/100) eval(x) [1] 0.62 That is it, Barry. Thanks. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Conversion from expression to numeric
On 23 Nov 2006 18:20:17 +0100, Peter Dalgaard [EMAIL PROTECTED] wrote: I am trying to convert from the type expression to the type numeric. The following works: x - expression(6.2) as.numeric(as.character(x)) [1] 6.2 However, the following does not work: x - expression(62/100) as.numeric(as.character(x)) [1] NA Warning message: NAs introduced by coercion Any idea about how to deal with the second case? Well, you could start by watching where you are going... x - expression(62/100) x expression(62/100) as.character(x) [1] 62/100 and as.numeric wouldn't know dashes about strings that contain slashes... eval(x) might be closer to the mark. Thanks, Peter. I did not know about the existence of the command 'eval', in spite of the fact of having searched the Internet for a solution for my problem. 'eval' seems not working in connection with Ryacas: library(Ryacas) x - yacas(2/3*5/7) x expression(10/21) eval(x) expression(10/21) To work, one has to do the following: eval(x) expression(10/21) eval(as.expression(x)) [1] 0.4761905 Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Ryacas and fractions with simultaenously very large numerators and denominators
Dear All I am doing the following: x - yacas(3/2) for (i in 2:400) +x - yacas(paste(x,*,x)) x expression(Inf^1.260864167e+117/Inf^6.304320836e+116) Eval(x) [1] NaN No luck this way. However, I am successful with y - yacas((3/2)^400) y expression(7.05507910865533e+190/2.58224987808691e+120) Eval(y) [1] 2.732144e+70 If Ryacas/Yacas cannot multiply fractions with simultaenously very large numerators and denominators, what else should I use? Thanks in advnace, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Ryacas and fractions with simultaenously very large numerators and denominators
On 23 Nov 2006 20:17:15 +0100, Peter Dalgaard [EMAIL PROTECTED] wrote: I am doing the following: x - yacas(3/2) for (i in 2:400) +x - yacas(paste(x,*,x)) x expression(Inf^1.260864167e+117/Inf^6.304320836e+116) Eval(x) [1] NaN No luck this way. However, I am successful with y - yacas((3/2)^400) y expression(7.05507910865533e+190/2.58224987808691e+120) Eval(y) [1] 2.732144e+70 If Ryacas/Yacas cannot multiply fractions with simultaenously very large numerators and denominators, what else should I use? I don't think they are the same: the latter example has 400 terms, the other about 2^400 terms Oops, Peter! You are absolutely right. However, my question remains because x - yacas(3/2) for (i in 2:2600) +x - yacas(paste((3/2)*,x)) x expression(3.307388556e+261 * Inf^2/(2.404907546e+111 * Inf)) Eval(x) [1] NaN y - yacas((3/2)^2600) y expression(Inf/Inf) Eval(y) [1] NaN Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Ryacas not working properly
On 11/19/06, Marc Schwartz [EMAIL PROTECTED] wrote: this might be a firewall/SELinux/On Demand Services problem, I have, I think, nailed it down to two key things on FC6: 1. It requires the use of the '--enable-server' configure option for yacas itself. 2. There is a directory permissions problem in the Ryacas package, restricting a regular user's access to the files located in the 'yacdir' subdirectory. Note that in the instructions below, I also install the GSL, which presumably is not required, but I did it anyway after noting some warnings during the yacas build process. One other thing, which is that when downloading the Ryacas package from the Google site using Firefox, the file is downloaded as: Ryacas_0.2 3.tar.gz Note the missing '-' between the 2 and 3. Be sure to check for this when saving the tarball to disk. So here goes: 1. Install the GSL (including the devel RPM) as root: yum install gsl* 2. Install yacas from the source tarball using: ./ configure --enable-server make then as root: make install 4. Install the Ryacas package as root: R CMD INSTALL Ryacas_0.2-3.tar.gz Be sure that you also have the 'XML' package from CRAN installed, which is a dependency for Ryacas. 3. Change the permissions for /usr/local/lib/R/library/Ryacas/yacdir: Note that the default permission for this directory after installation is: drwxr--r-- 2 root root 4096 Nov 19 15:17 yacdir Thus: su chmod +x /usr/local/lib/R/library/Ryacas/yacdir Now: drwxr-xr-x 2 root root 4096 Nov 19 15:17 yacdir Now in R as a regular user: library(Ryacas) Loading required package: XML yacas(5/8 * 3/4) [1] Starting Yacas! Accepting requests from port 9734 expression(15/32) yacas(3/7 * 5/9) expression(5/21) There a side effect that I would like to remove: yacas compiled with the option '--enable-server' runs like this In x := 2 OMOBJ OMI2/OMI /OMOBJ In x OMOBJ OMI2/OMI /OMOBJ In i.e., with, apparently, xml commands. How can one run yacas normally, without those pieces of xml? Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Ryacas not working properly
On 11/25/06, Gabor Grothendieck [EMAIL PROTECTED] wrote: Ryacas starts up yacas with an initialization file R.ys which puts the server in a mode which outputs XML (which is what Ryacas reads). It does that by specifying --init /whatever/R.ys on the yacas command line when it is run. You can run yacas without that init file or you can just enter into yacas this to turn off XML output: PrettyPrinter() Yeah, the above works! Thanks, Gabor. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Question about rpart and regression trees
Dear All I would like to use rpart to obtain a regression tree for a dataset like the following: Y X1 X2 X3 X4 5.500033B A 3 2 0.35625148 D B 6 5 0.8062546 E C 4 3 5.100014C A 3 2 5.7000422 A A 3 2 0.76875436 C A 6 5 1.0312537 D A 4 1 Y is the objective variable. X1, X2, X3 and X4 can take, respectively, the following values: X1: A,B,C,D,E X2: A,B,C,D,E X3: 3,4,5,6 X4. 1,2,3,4,5 Should I convert X3 and X4 to factor before running rpart? Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Question about rpart and regression trees
On 1/23/07, Prof Brian Ripley [EMAIL PROTECTED] wrote: I would like to use rpart to obtain a regression tree for a dataset like the following: Y X1 X2 X3 X4 5.500033 B A 3 2 0.35625148D B 6 5 0.8062546 E C 4 3 5.100014 C A 3 2 5.7000422 A A 3 2 0.76875436C A 6 5 1.0312537 D A 4 1 Y is the objective variable. X1, X2, X3 and X4 can take, respectively, the following values: X1: A,B,C,D,E X2: A,B,C,D,E X3: 3,4,5,6 X4. 1,2,3,4,5 Should I convert X3 and X4 to factor before running rpart? If they really are factors, yes. If they are ordered factors, no. Thanks, Prof. Ripley. Is it correct to adopt the same procedure in case of classification trees, i.e., in case the objective variable (Y) is categorical and X1, X2, X3 and X4 are as above? Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Announcing another R search engine
On 2/4/07, Sasha Goodman [EMAIL PROTECTED] wrote: Oh, I almost forgot: The search engine is at: http://www.rseek.org --Sasha On 2/3/07, Sasha Goodman [EMAIL PROTECTED] wrote: Hello all, I wanted to announce a new R search engine I made that covers all the major R mailing lists, CRAN, r-project.org, and more. Results are tabbed, so you can refine the search. Current refinements include searching just the mailing lists, searching just introductions, and searching the web for source files ending in .R. Please send comments and suggestions. If you want to add sites to the search, there is no need to contact me. Just hit the volunteer link at the bottom and you can use Google Coop to add links. Thanks a lot for this very useful search tool, Sasha! Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Random Integers
Is there an R function to generate random integers? Thanks in advance. For example, if you want 5 random integers from the sequence 1:50, you can do the following: sample(1:50,5) Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Cannot install iWidgetsRGtk
Dear All I am trying to install iWidgetsRGtk (on a Linux machine), but getting the following error: install.packages(iWidgetsRGtk,repos=http://www.math.csi.cuny.edu/pmg;) Warning in download.packages(unique(pkgs), destdir = tmpd, available = available, : no package 'iWidgetsRGtk' at the repositories Any ideas? Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Cannot install iWidgetsRGtk
On 4/4/07, Michael Lawrence [EMAIL PROTECTED] wrote: iWidgetsRGtk is an obsolete package. Instead, install gWidgetsRGtk from CRAN. That's g not i. Thanks, Michael. That is solved now. Paul On 4/4/07, Paul Smith [EMAIL PROTECTED] wrote: Dear All I am trying to install iWidgetsRGtk (on a Linux machine), but getting the following error: install.packages(iWidgetsRGtk,repos=http://www.math.csi.cuny.edu/pmg ) Warning in download.packages(unique(pkgs), destdir = tmpd, available = available, : no package 'iWidgetsRGtk' at the repositories Any ideas? Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Computing the rank of a matrix.
On 4/6/07, José Luis Aznarte M. [EMAIL PROTECTED] wrote: Hi! Maybe this is a silly question, but I need the column rank (http://en.wikipedia.org/wiki/Rank_matrix) of a matrix and R function 'rank()' only gives me the ordering of the elements of my matrix. How can I compute the column rank of a matrix? Is there not an R equivalent to Matlab's 'rank()'? I've been browsing for a time now and I can't find anything, so any help will be greatly appreciated. Best regards! This discussion may help you: http://marc.info/?l=r-helpm=111522337531442w=2 Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] A problem about all possible sequences
Dear All Suppose a sequence of length 10 generated by the following rule: the first element is 0 with 50% of probability or 1 with the same probability; the second element likewise; and so on. Is there some R command to obtain all possible different sequences formed by the above rule? I am aware that one could write a small program to do that, but I am speculating about whether a command is already existent. Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] A problem about all possible sequences
On 4/17/07, Robin Hankin [EMAIL PROTECTED] wrote:
f - function(n){expand.grid(rep(list(0:1),n))}
f(10)
[snip]
Thanks, Robin, that is it!
Paul
On 17 Apr 2007, at 15:26, Paul Smith wrote:
Dear All
Suppose a sequence of length 10 generated by the following rule: the
first element is 0 with 50% of probability or 1 with the same
probability; the second element likewise; and so on.
Is there some R command to obtain all possible different sequences
formed by the above rule? I am aware that one could write a small
program to do that, but I am speculating about whether a command is
already existent.
Thanks in advance,
Paul
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-
guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Robin Hankin
Uncertainty Analyst
National Oceanography Centre, Southampton
European Way, Southampton SO14 3ZH, UK
tel 023-8059-7743
__
R-help@stat.math.ethz.ch mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
[R] Bad optimization solution
Dear All
I am trying to perform the below optimization problem, but getting
(0.5,0.5) as optimal solution, which is wrong; the correct solution
should be (1,0) or (0,1).
Am I doing something wrong? I am using R 2.5.0 on Fedora Core 6 (Linux).
Thanks in advance,
Paul
--
myfunc - function(x) {
x1 - x[1]
x2 - x[2]
abs(x1-x2)
}
optim(c(0.5,0.5),myfunc,lower=c(0,0),upper=c(1,1),method=L-BFGS-B,control=list(fnscale=-1))
__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] Bad optimization solution
On 5/7/07, [EMAIL PROTECTED] [EMAIL PROTECTED] wrote:
I think the problem is the starting point. I do not remember the details
of the BFGS method, but I am almost sure the (.5, .5) starting point is
suspect, since the abs function is not differentiable at 0. If you perturb
the starting point even slightly you will have no problem.
Paul Smith
[EMAIL PROTECTED]
To
Sent by: R-help r-help@stat.math.ethz.ch
[EMAIL PROTECTED] cc
at.math.ethz.ch
Subject
[R] Bad optimization solution
05/07/2007 04:30
PM
Dear All
I am trying to perform the below optimization problem, but getting
(0.5,0.5) as optimal solution, which is wrong; the correct solution
should be (1,0) or (0,1).
Am I doing something wrong? I am using R 2.5.0 on Fedora Core 6 (Linux).
Thanks in advance,
Paul
--
myfunc - function(x) {
x1 - x[1]
x2 - x[2]
abs(x1-x2)
}
optim(c(0.5,0.5),myfunc,lower=c(0,0),upper=c(1,1),method=L-BFGS-B,control=list(fnscale=-1))
Yes, with (0.2,0.9), a correct solution comes out. However, how can
one be sure in general that the solution obtained by optim is correct?
In ?optim says:
Method 'L-BFGS-B' is that of Byrd _et. al._ (1995) which allows
_box constraints_, that is each variable can be given a lower
and/or upper bound. The initial value must satisfy the
constraints. This uses a limited-memory modification of the BFGS
quasi-Newton method. If non-trivial bounds are supplied, this
method will be selected, with a warning.
which only demands that the initial value must satisfy the constraints.
Paul
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] Bad optimization solution
On 5/7/07, Paul Smith [EMAIL PROTECTED] wrote:
I think the problem is the starting point. I do not remember the details
of the BFGS method, but I am almost sure the (.5, .5) starting point is
suspect, since the abs function is not differentiable at 0. If you perturb
the starting point even slightly you will have no problem.
Paul Smith
[EMAIL PROTECTED]
To
Sent by: R-help r-help@stat.math.ethz.ch
[EMAIL PROTECTED] cc
at.math.ethz.ch
Subject
[R] Bad optimization solution
05/07/2007 04:30
PM
Dear All
I am trying to perform the below optimization problem, but getting
(0.5,0.5) as optimal solution, which is wrong; the correct solution
should be (1,0) or (0,1).
Am I doing something wrong? I am using R 2.5.0 on Fedora Core 6 (Linux).
Thanks in advance,
Paul
--
myfunc - function(x) {
x1 - x[1]
x2 - x[2]
abs(x1-x2)
}
optim(c(0.5,0.5),myfunc,lower=c(0,0),upper=c(1,1),method=L-BFGS-B,control=list(fnscale=-1))
Yes, with (0.2,0.9), a correct solution comes out. However, how can
one be sure in general that the solution obtained by optim is correct?
In ?optim says:
Method 'L-BFGS-B' is that of Byrd _et. al._ (1995) which allows
_box constraints_, that is each variable can be given a lower
and/or upper bound. The initial value must satisfy the
constraints. This uses a limited-memory modification of the BFGS
quasi-Newton method. If non-trivial bounds are supplied, this
method will be selected, with a warning.
which only demands that the initial value must satisfy the constraints.
Furthermore, X^2 is everywhere differentiable and notwithstanding the
reported problem occurs with
myfunc - function(x) {
x1 - x[1]
x2 - x[2]
(x1-x2)^2
}
optim(c(0.2,0.2),myfunc,lower=c(0,0),upper=c(1,1),method=L-BFGS-B,control=list(fnscale=-1))
Paul
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] Bad optimization solution
It seems that there is here a problem of reliability, as one never
knows whether the solution provided by R is correct or not. In the
case that I reported, it is fairly simple to see that the solution
provided by R (without any warning!) is incorrect, but, in general,
that is not so simple and one may take a wrong solution as a correct
one.
Paul
On 5/8/07, Ravi Varadhan [EMAIL PROTECTED] wrote:
Your function, (x1-x2)^2, has zero gradient at all the starting values such
that x1 = x2, which means that the gradient-based search methods will
terminate there because they have found a critical point, i.e. a point at
which the gradient is zero (which can be a maximum or a minimum or a saddle
point).
However, I do not why optim converges to the boundary maximum, when analytic
gradient is supplied (as shown by Sundar).
Ravi.
---
Ravi Varadhan, Ph.D.
Assistant Professor, The Center on Aging and Health
Division of Geriatric Medicine and Gerontology
Johns Hopkins University
Ph: (410) 502-2619
Fax: (410) 614-9625
Email: [EMAIL PROTECTED]
Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Paul Smith
Sent: Monday, May 07, 2007 6:26 PM
To: R-help
Subject: Re: [R] Bad optimization solution
On 5/7/07, Paul Smith [EMAIL PROTECTED] wrote:
I think the problem is the starting point. I do not remember the
details
of the BFGS method, but I am almost sure the (.5, .5) starting point is
suspect, since the abs function is not differentiable at 0. If you
perturb
the starting point even slightly you will have no problem.
Paul Smith
[EMAIL PROTECTED]
To
Sent by: R-help r-help@stat.math.ethz.ch
[EMAIL PROTECTED]
cc
at.math.ethz.ch
Subject
[R] Bad optimization solution
05/07/2007 04:30
PM
Dear All
I am trying to perform the below optimization problem, but getting
(0.5,0.5) as optimal solution, which is wrong; the correct solution
should be (1,0) or (0,1).
Am I doing something wrong? I am using R 2.5.0 on Fedora Core 6 (Linux).
Thanks in advance,
Paul
--
myfunc - function(x) {
x1 - x[1]
x2 - x[2]
abs(x1-x2)
}
optim(c(0.5,0.5),myfunc,lower=c(0,0),upper=c(1,1),method=L-BFGS-B,control=
list(fnscale=-1))
Yes, with (0.2,0.9), a correct solution comes out. However, how can
one be sure in general that the solution obtained by optim is correct?
In ?optim says:
Method 'L-BFGS-B' is that of Byrd _et. al._ (1995) which allows
_box constraints_, that is each variable can be given a lower
and/or upper bound. The initial value must satisfy the
constraints. This uses a limited-memory modification of the BFGS
quasi-Newton method. If non-trivial bounds are supplied, this
method will be selected, with a warning.
which only demands that the initial value must satisfy the constraints.
Furthermore, X^2 is everywhere differentiable and notwithstanding the
reported problem occurs with
myfunc - function(x) {
x1 - x[1]
x2 - x[2]
(x1-x2)^2
}
optim(c(0.2,0.2),myfunc,lower=c(0,0),upper=c(1,1),method=L-BFGS-B,control=
list(fnscale=-1))
Paul
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] Bad optimization solution
Thanks, Ravi, for your clear explanation!
Paul
On 5/8/07, RAVI VARADHAN [EMAIL PROTECTED] wrote:
Paul,
The problem lies neither with R nor with numercial methods. The onus is
always on the user to understand what the numerical schemes can do and what
they can't do. One should never blindly take the results given by a
numerical scheme and run with it. In your example, the optimization method
is doing what it was designed to do: to find a critical point of a function
where the gradient is zero. It is your responsibility to ensure that the
result makes sense, and if it doesn't, to understand why it doesn't make
sense. In your problem, maxima ((1,0) and (0,1)) lie on the boundary of the
parameter space, and the gradient at the maxima (defined as the limit from
within the domain) are clearly not zero. Another problem with your example
is that the hessian for your function is singular, it has eigenvalues of 0
and 2. In short, there is no substitute to using your analytic powers!
Ravi.
- Original Message -
From: Paul Smith [EMAIL PROTECTED]
Date: Tuesday, May 8, 2007 4:33 am
Subject: Re: [R] Bad optimization solution
To: R-help r-help@stat.math.ethz.ch
It seems that there is here a problem of reliability, as one never
knows whether the solution provided by R is correct or not. In the
case that I reported, it is fairly simple to see that the solution
provided by R (without any warning!) is incorrect, but, in general,
that is not so simple and one may take a wrong solution as a correct
one.
Paul
On 5/8/07, Ravi Varadhan [EMAIL PROTECTED] wrote:
Your function, (x1-x2)^2, has zero gradient at all the starting
values such
that x1 = x2, which means that the gradient-based search methods will
terminate there because they have found a critical point, i.e. a
point at
which the gradient is zero (which can be a maximum or a minimum or
a saddle
point).
However, I do not why optim converges to the boundary maximum, when
analytic
gradient is supplied (as shown by Sundar).
Ravi.
---
Ravi Varadhan, Ph.D.
Assistant Professor, The Center on Aging and Health
Division of Geriatric Medicine and Gerontology
Johns Hopkins University
Ph: (410) 502-2619
Fax: (410) 614-9625
Email: [EMAIL PROTECTED]
Webpage:
-Original Message-
From: [EMAIL PROTECTED]
[ On Behalf Of Paul Smith
Sent: Monday, May 07, 2007 6:26 PM
To: R-help
Subject: Re: [R] Bad optimization solution
On 5/7/07, Paul Smith [EMAIL PROTECTED] wrote:
I think the problem is the starting point. I do not remember the
details
of the BFGS method, but I am almost sure the (.5, .5) starting
point is
suspect, since the abs function is not differentiable at 0. If
you
perturb
the starting point even slightly you will have no problem.
Paul Smith
[EMAIL PROTECTED]
To
Sent by: R-help
r-help@stat.math.ethz.ch
[EMAIL PROTECTED]
cc
at.math.ethz.ch
Subject
[R] Bad optimization solution
05/07/2007 04:30
PM
Dear All
I am trying to perform the below optimization problem, but getting
(0.5,0.5) as optimal solution, which is wrong; the correct solution
should be (1,0) or (0,1).
Am I doing something wrong? I am using R 2.5.0 on Fedora Core 6
(Linux).
Thanks in advance,
Paul
--
myfunc - function(x) {
x1 - x[1]
x2 - x[2]
abs(x1-x2)
}
optim(c(0.5,0.5),myfunc,lower=c(0,0),upper=c(1,1),method=L-BFGS-B,control=
list(fnscale=-1))
Yes, with (0.2,0.9), a correct solution comes out. However, how can
one be sure in general that the solution obtained by optim is correct?
In ?optim says:
Method 'L-BFGS-B' is that of Byrd _et. al._ (1995) which allows
_box constraints_, that is each variable can be given a lower
and/or upper bound. The initial value must satisfy the
constraints. This uses a limited-memory modification of the
BFGS
quasi-Newton method. If non-trivial bounds are supplied, this
method will be selected, with a warning.
which only demands that the initial value must satisfy the
constraints.
Furthermore, X^2 is everywhere differentiable
[R] Increasing precision of rgenoud solutions
Dear All
I am using rgenoud to solve the following maximization problem:
myfunc - function(x) {
x1 - x[1]
x2 - x[2]
if (x1^2+x2^2 1)
return(-999)
else x1+x2
}
genoud(myfunc, nvars=2,
Domains=rbind(c(0,1),c(0,1)),max=TRUE,boundary.enforcement=2,solution.tolerance=0.01)
How can one increase the precision of the solution
$par
[1] 0.7072442 0.7069694
?
I have tried solution.tolerance but without a significant improvement.
Any ideas?
Thanks in advance,
Paul
__
R-help@stat.math.ethz.ch mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
[R] Nonlinear constrains with optim
Dear All I am dealing at the moment with optimization problems with nonlinear constraints. Regenoud is quite apt to solve that kind of problems, but the precision of the optimal values for the parameters is sometimes far from what I need. Optim seems to be more precise, but it can only accept box-constrained optimization problems. I read in the list archives that optim can also be used with nonlinear constrains through penalizations. However, I am not familiar with the technique of penalizations. Could someone please indicate to me a site or a book to learn about that penalization technique? Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Increasing precision of rgenoud solutions
Thanks, Jasjeet, for your reply, but maybe I was not enough clear.
The analytical solution for the optimization problem is the pair
(sqrt(2)/2,sqrt(2)/2),
which, approximately, is
(0.707106781186548,0.707106781186548).
The solution provided by rgenoud, with
solution.tolerance=0.1
was
$par
[1] 0.7090278 0.7051806
which is not very precise comparing with the values of the
(analytical) solution. Is it possible to increase the degree of
closeness of the rgenoud solutions with the analytical ones?
Paul
On 5/10/07, Jasjeet Singh Sekhon [EMAIL PROTECTED] wrote:
Hi Paul,
Solution.tolerance is the right way to increase precision. In your
example, extra precision *is* being obtained, but it is just not
displayed because the number of digits which get printed is controlled
by the options(digits) variable. But the requested solution
precision is in the object returned by genoud().
For example, if I run
a - genoud(myfunc, nvars=2,
Domains=rbind(c(0,1),c(0,1)),max=TRUE,boundary.enforcement=2,solution.tolerance=0.01)
I get
a$par
[1] 0.7062930 0.7079196
But if I set options(digits=12), and without rerunning anything I check
a$par again, I observe that:
a$par
[1] 0.706293049455 0.707919577559
Cheers,
Jas.
===
Jasjeet S. Sekhon
Associate Professor
Survey Research Center
UC Berkeley
http://sekhon.berkeley.edu/
V: 510-642-9974 F: 617-507-5524
===
Paul Smith writes:
Dear All
I am using rgenoud to solve the following maximization problem:
myfunc - function(x) {
x1 - x[1]
x2 - x[2]
if (x1^2+x2^2 1)
return(-999)
else x1+x2
}
genoud(myfunc, nvars=2,
Domains=rbind(c(0,1),c(0,1)),max=TRUE,boundary.enforcement=2,solution.tolerance=0.01)
How can one increase the precision of the solution
$par
[1] 0.7072442 0.7069694
?
I have tried solution.tolerance but without a significant improvement.
Any ideas?
Thanks in advance,
Paul
__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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Re: [R] Increasing precision of rgenoud solutions
Thanks a lot, Jasjeet. That is it.
Paul
On 5/10/07, Jasjeet Singh Sekhon [EMAIL PROTECTED] wrote:
Hi Paul,
I see. You want to increase the population size (pop.size)
option---of lesser importance are the max.generations,
wait.generations and P9 options. For more details, see
http://sekhon.berkeley.edu/papers/rgenoudJSS.pdf.
For example, if I run
a - genoud(myfunc, nvars=2,
Domains=rbind(c(0,1),c(0,1)),max=TRUE,boundary.enforcement=2,solution.tolerance=0.001,
pop.size=6000, P9=50)
options(digits=12)
I obtain:
#approx analytical solution
sum(c(0.707106781186548,0.707106781186548))
[1] 1.41421356237
#genoud solution
#a$value
[1] 1.41421344205
#difference
a$value-sum(c(0.707106781186548,0.707106781186548))
[1] -2.91195978441e-09
If that's not enough precision, increase the options (and the
run-time). This would be faster with analytical derivatives.
Cheers,
Jas.
===
Jasjeet S. Sekhon
Associate Professor
Travers Department of Political Science
Survey Research Center
UC Berkeley
http://sekhon.berkeley.edu/
V: 510-642-9974 F: 617-507-5524
===
Paul Smith writes:
Thanks, Jasjeet, for your reply, but maybe I was not enough clear.
The analytical solution for the optimization problem is the pair
(sqrt(2)/2,sqrt(2)/2),
which, approximately, is
(0.707106781186548,0.707106781186548).
The solution provided by rgenoud, with
solution.tolerance=0.1
was
$par
[1] 0.7090278 0.7051806
which is not very precise comparing with the values of the
(analytical) solution. Is it possible to increase the degree of
closeness of the rgenoud solutions with the analytical ones?
Paul
Paul Smith writes:
Dear All
I am using rgenoud to solve the following maximization problem:
myfunc - function(x) {
x1 - x[1]
x2 - x[2]
if (x1^2+x2^2 1)
return(-999)
else x1+x2
}
genoud(myfunc, nvars=2,
Domains=rbind(c(0,1),c(0,1)),max=TRUE,boundary.enforcement=2,solution.tolerance=0.01)
How can one increase the precision of the solution
$par
[1] 0.7072442 0.7069694
?
I have tried solution.tolerance but without a significant improvement.
Any ideas?
Thanks in advance,
Paul
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] Nonlinear constrains with optim
On 5/10/07, Spencer Graves [EMAIL PROTECTED] wrote: I don't know of any sources, but the idea is quite simple. For each constraint that is broken, the penalty is the amount by which the constraint is broken times a penalty rate. The total penalty to add to the objective is the sum of penalties over all constraints. There is a catch or two when using this with derivative-based optimizers. The objective typically becomes non-differentiable at the boundary, and optimizers can get confused. I believe I've gotten good results with penalties that are the SQUARE of the amount by which the constraints were violated. These are continuously differentiable and so don't confuse the derivative-based optimizers much. Also, I start with a small penalty, then increase the penalty until I get a solution that seems sensible. If you can't handle a solution just a little outside your constraints, shrink a little the place at which the penalty starts. Hope this helps. Spencer Graves They might be less confused with smaller penalty rates. However if the penalty rate is too small, then you can get a solution that breaks one or more penalties. Starting from a solution given by Rgenoud or its ilk is probably a good idea. Patrick Burns [EMAIL PROTECTED] +44 (0)20 8525 0696 http://www.burns-stat.com (home of S Poetry and A Guide for the Unwilling S User) Paul Smith wrote: Dear All I am dealing at the moment with optimization problems with nonlinear constraints. Regenoud is quite apt to solve that kind of problems, but the precision of the optimal values for the parameters is sometimes far from what I need. Optim seems to be more precise, but it can only accept box-constrained optimization problems. I read in the list archives that optim can also be used with nonlinear constrains through penalizations. However, I am not familiar with the technique of penalizations. Could someone please indicate to me a site or a book to learn about that penalization technique? Thanks in advance, Thanks to all. I have meanwhile had a look at Fletcher's book (as suggested by Ravi) and I think that now I understand the idea behind using penalties with constrained optimization problems. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Looking for easy way of getting the starting value for constrOptim
Dear All, I am using constrOptim, but facing a difficulty: how can I get the starting value? Is there some automatic way of getting it? Since I have many inequalities as constraints (all linear), it is quite difficult to find a feasible value. I have tried to use rgenoud solution as a feasible value, but rgenoud seems not being converging. Any ideas? Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Fine tunning rgenoud
Dear All,
I am trying to solve the following maximization problem, but I cannot
have rgenoud giving me a reliable solution.
Any ideas?
Thanks in advance,
Paul
library(rgenoud)
v - 0.90
O1 - 10
O2 - 20
O0 - v*O1+(1-v)*O2
myfunc - function(x) {
U0 - x[1]
U1 - x[2]
U2 - x[3]
q0 - x[4]
q1 - x[5]
q2 - x[6]
p - x[7]
if (U0 0)
return(-1e+200)
else if (U1 0)
return(-1e+200)
else if (U2 0)
return(-1e+200)
else if ((U0-(U1+(O1-O0)*q1)) 0)
return(-1e+200)
else if ((U0-(U2+(O2-O0)*q2)) 0)
return(-1e+200)
else if ((U1-(U0+(O0-O1)*q0)) 0)
return(-1e+200)
else if ((U1-(U2+(O2-O1)*q2)) 0)
return(-1e+200)
else if((U2-(U0+(O0-O2)*q0)) 0)
return(-1e+200)
else if((U2-(U1+(O1-O2)*q1)) 0)
return(-1e+200)
else if(p 0)
return(-1e+200)
else if(p 1)
return(-1e+200)
else if(q0 0)
return(-1e+200)
else if(q1 0)
return(-1e+200)
else if(q2 0)
return(-1e+200)
else
return(p*(sqrt(q0)-(O0*q0+U0))+(1-p)*(v*(sqrt(q1)-(O1*q1+U1))+(1-v)*(sqrt(q2)-(O2*q2+U2
}
genoud(myfunc,nvars=7,max=T,pop.size=6000,starting.values=runif(7),wait.generations=150,max.generations=300,boundary.enforcement=2)
__
R-help@stat.math.ethz.ch mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] Fine tunning rgenoud
On 7/3/07, Ravi Varadhan [EMAIL PROTECTED] wrote:
You had indicated in your previous email that you are having trouble finding
a feasible starting value for constrOptim(). So, you basically need to
solve a system of linear inequalities to obtain a starting point. Have you
considered using linear programming? Either simplex() in the boot package
or solveLP() in linprog would work. It seems to me that you could use any
linear objective function in solveLP to obtain a feasible starting point.
This is not the most efficient solution, but it might be worth a try.
I am aware of other methods for generating n-tuples that satisfy linear
inequality constraints, but AFAIK those are not available in R.
Thanks, Ravi. I had already conceived the solution that you suggest,
actually using lpSolve. I am able to get a solution for my problem
with constrOptim, but I am not enough confident that the solution is
right. That is why I am trying to get a solution with rgenoud, but
unsuccessfully until now.
Paul
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Paul Smith
Sent: Tuesday, July 03, 2007 4:10 PM
To: R-help
Subject: [R] Fine tunning rgenoud
Dear All,
I am trying to solve the following maximization problem, but I cannot
have rgenoud giving me a reliable solution.
Any ideas?
Thanks in advance,
Paul
library(rgenoud)
v - 0.90
O1 - 10
O2 - 20
O0 - v*O1+(1-v)*O2
myfunc - function(x) {
U0 - x[1]
U1 - x[2]
U2 - x[3]
q0 - x[4]
q1 - x[5]
q2 - x[6]
p - x[7]
if (U0 0)
return(-1e+200)
else if (U1 0)
return(-1e+200)
else if (U2 0)
return(-1e+200)
else if ((U0-(U1+(O1-O0)*q1)) 0)
return(-1e+200)
else if ((U0-(U2+(O2-O0)*q2)) 0)
return(-1e+200)
else if ((U1-(U0+(O0-O1)*q0)) 0)
return(-1e+200)
else if ((U1-(U2+(O2-O1)*q2)) 0)
return(-1e+200)
else if((U2-(U0+(O0-O2)*q0)) 0)
return(-1e+200)
else if((U2-(U1+(O1-O2)*q1)) 0)
return(-1e+200)
else if(p 0)
return(-1e+200)
else if(p 1)
return(-1e+200)
else if(q0 0)
return(-1e+200)
else if(q1 0)
return(-1e+200)
else if(q2 0)
return(-1e+200)
else
return(p*(sqrt(q0)-(O0*q0+U0))+(1-p)*(v*(sqrt(q1)-(O1*q1+U1))+(1-v)*(sqrt(q2
)-(O2*q2+U2
}
genoud(myfunc,nvars=7,max=T,pop.size=6000,starting.values=runif(7),wait.gene
rations=150,max.generations=300,boundary.enforcement=2)
__
R-help@stat.math.ethz.ch mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] Fine tunning rgenoud
On 7/4/07, Ravi Varadhan [EMAIL PROTECTED] wrote:
It should be easy enough to check that your solution is valid (i.e. a local
minimum): first, check to see if the solution satisfies all the
constraints; secondly, check to see if it is an interior point (i.e. none of
the constraints become equality); and finally, if the solution is an
interior point, check to see whether the gradient there is close to zero.
Note that if the solution is one of the vertices of the polyhedron, then the
gradient may not be zero.
That is a very good idea, Ravi! Thanks!
Paul
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Paul Smith
Sent: Tuesday, July 03, 2007 5:10 PM
To: R-help
Subject: Re: [R] Fine tunning rgenoud
On 7/3/07, Ravi Varadhan [EMAIL PROTECTED] wrote:
You had indicated in your previous email that you are having trouble
finding
a feasible starting value for constrOptim(). So, you basically need to
solve a system of linear inequalities to obtain a starting point. Have
you
considered using linear programming? Either simplex() in the boot
package
or solveLP() in linprog would work. It seems to me that you could use
any
linear objective function in solveLP to obtain a feasible starting point.
This is not the most efficient solution, but it might be worth a try.
I am aware of other methods for generating n-tuples that satisfy linear
inequality constraints, but AFAIK those are not available in R.
Thanks, Ravi. I had already conceived the solution that you suggest,
actually using lpSolve. I am able to get a solution for my problem
with constrOptim, but I am not enough confident that the solution is
right. That is why I am trying to get a solution with rgenoud, but
unsuccessfully until now.
Paul
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Paul Smith
Sent: Tuesday, July 03, 2007 4:10 PM
To: R-help
Subject: [R] Fine tunning rgenoud
Dear All,
I am trying to solve the following maximization problem, but I cannot
have rgenoud giving me a reliable solution.
Any ideas?
Thanks in advance,
Paul
library(rgenoud)
v - 0.90
O1 - 10
O2 - 20
O0 - v*O1+(1-v)*O2
myfunc - function(x) {
U0 - x[1]
U1 - x[2]
U2 - x[3]
q0 - x[4]
q1 - x[5]
q2 - x[6]
p - x[7]
if (U0 0)
return(-1e+200)
else if (U1 0)
return(-1e+200)
else if (U2 0)
return(-1e+200)
else if ((U0-(U1+(O1-O0)*q1)) 0)
return(-1e+200)
else if ((U0-(U2+(O2-O0)*q2)) 0)
return(-1e+200)
else if ((U1-(U0+(O0-O1)*q0)) 0)
return(-1e+200)
else if ((U1-(U2+(O2-O1)*q2)) 0)
return(-1e+200)
else if((U2-(U0+(O0-O2)*q0)) 0)
return(-1e+200)
else if((U2-(U1+(O1-O2)*q1)) 0)
return(-1e+200)
else if(p 0)
return(-1e+200)
else if(p 1)
return(-1e+200)
else if(q0 0)
return(-1e+200)
else if(q1 0)
return(-1e+200)
else if(q2 0)
return(-1e+200)
else
return(p*(sqrt(q0)-(O0*q0+U0))+(1-p)*(v*(sqrt(q1)-(O1*q1+U1))+(1-v)*(sqrt(q2
)-(O2*q2+U2
}
genoud(myfunc,nvars=7,max=T,pop.size=6000,starting.values=runif(7),wait.gene
rations=150,max.generations=300,boundary.enforcement=2)
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
__
R-help@stat.math.ethz.ch mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] Fine tunning rgenoud
On 7/4/07, Ravi Varadhan [EMAIL PROTECTED] wrote:
It should be easy enough to check that your solution is valid (i.e. a local
minimum): first, check to see if the solution satisfies all the
constraints; secondly, check to see if it is an interior point (i.e. none of
the constraints become equality); and finally, if the solution is an
interior point, check to see whether the gradient there is close to zero.
Note that if the solution is one of the vertices of the polyhedron, then the
gradient may not be zero.
I am having bad luck: all constraints are satisfied, but the solution
given by constrOptim is not interior; the gradient is not equal to
zero.
Paul
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Paul Smith
Sent: Tuesday, July 03, 2007 5:10 PM
To: R-help
Subject: Re: [R] Fine tunning rgenoud
On 7/3/07, Ravi Varadhan [EMAIL PROTECTED] wrote:
You had indicated in your previous email that you are having trouble
finding
a feasible starting value for constrOptim(). So, you basically need to
solve a system of linear inequalities to obtain a starting point. Have
you
considered using linear programming? Either simplex() in the boot
package
or solveLP() in linprog would work. It seems to me that you could use
any
linear objective function in solveLP to obtain a feasible starting point.
This is not the most efficient solution, but it might be worth a try.
I am aware of other methods for generating n-tuples that satisfy linear
inequality constraints, but AFAIK those are not available in R.
Thanks, Ravi. I had already conceived the solution that you suggest,
actually using lpSolve. I am able to get a solution for my problem
with constrOptim, but I am not enough confident that the solution is
right. That is why I am trying to get a solution with rgenoud, but
unsuccessfully until now.
Paul
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Paul Smith
Sent: Tuesday, July 03, 2007 4:10 PM
To: R-help
Subject: [R] Fine tunning rgenoud
Dear All,
I am trying to solve the following maximization problem, but I cannot
have rgenoud giving me a reliable solution.
Any ideas?
Thanks in advance,
Paul
library(rgenoud)
v - 0.90
O1 - 10
O2 - 20
O0 - v*O1+(1-v)*O2
myfunc - function(x) {
U0 - x[1]
U1 - x[2]
U2 - x[3]
q0 - x[4]
q1 - x[5]
q2 - x[6]
p - x[7]
if (U0 0)
return(-1e+200)
else if (U1 0)
return(-1e+200)
else if (U2 0)
return(-1e+200)
else if ((U0-(U1+(O1-O0)*q1)) 0)
return(-1e+200)
else if ((U0-(U2+(O2-O0)*q2)) 0)
return(-1e+200)
else if ((U1-(U0+(O0-O1)*q0)) 0)
return(-1e+200)
else if ((U1-(U2+(O2-O1)*q2)) 0)
return(-1e+200)
else if((U2-(U0+(O0-O2)*q0)) 0)
return(-1e+200)
else if((U2-(U1+(O1-O2)*q1)) 0)
return(-1e+200)
else if(p 0)
return(-1e+200)
else if(p 1)
return(-1e+200)
else if(q0 0)
return(-1e+200)
else if(q1 0)
return(-1e+200)
else if(q2 0)
return(-1e+200)
else
return(p*(sqrt(q0)-(O0*q0+U0))+(1-p)*(v*(sqrt(q1)-(O1*q1+U1))+(1-v)*(sqrt(q2
)-(O2*q2+U2
}
genoud(myfunc,nvars=7,max=T,pop.size=6000,starting.values=runif(7),wait.gene
rations=150,max.generations=300,boundary.enforcement=2)
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] Fine tunning rgenoud
On 7/4/07, RAVI VARADHAN [EMAIL PROTECTED] wrote:
Here is another approach: I wrote an R function that would generate interior
points as starting values for constrOptim. This might work better than the
LP approach, since the LP approach gives you a starting value that is on the
boundary of the feasible region, i.e a vertex of the polyhedron, whereas this
new approach gives you points on the interior. You can generate as many
points as you wish, but the approach is brute-force and is very inefficient -
it takes on the order of a 1000 tries to find one feasible point.
Thanks again, Ravi. Actually, the LP approach also works here. Let
g(X) = k be the constraints. Then, by solving a LP problem with the
constraints
g(X) = (k+0.2)
returns an interior starting value for constrOptim. I am aware that
the new set of constraints may correspond to an impossible linear
system, but it works in many cases.
Paul
- Original Message -
From: Paul Smith [EMAIL PROTECTED]
Date: Tuesday, July 3, 2007 7:32 pm
Subject: Re: [R] Fine tunning rgenoud
To: R-help r-help@stat.math.ethz.ch
On 7/4/07, Ravi Varadhan [EMAIL PROTECTED] wrote:
It should be easy enough to check that your solution is valid (i.e.
a local
minimum): first, check to see if the solution satisfies all the
constraints; secondly, check to see if it is an interior point
(i.e. none of
the constraints become equality); and finally, if the solution is an
interior point, check to see whether the gradient there is close to
zero.
Note that if the solution is one of the vertices of the polyhedron,
then the
gradient may not be zero.
I am having bad luck: all constraints are satisfied, but the solution
given by constrOptim is not interior; the gradient is not equal to
zero.
Paul
-Original Message-
From: [EMAIL PROTECTED]
[ On Behalf Of Paul Smith
Sent: Tuesday, July 03, 2007 5:10 PM
To: R-help
Subject: Re: [R] Fine tunning rgenoud
On 7/3/07, Ravi Varadhan [EMAIL PROTECTED] wrote:
You had indicated in your previous email that you are having trouble
finding
a feasible starting value for constrOptim(). So, you basically
need to
solve a system of linear inequalities to obtain a starting point.
Have
you
considered using linear programming? Either simplex() in the boot
package
or solveLP() in linprog would work. It seems to me that you
could use
any
linear objective function in solveLP to obtain a feasible
starting point.
This is not the most efficient solution, but it might be worth a
try.
I am aware of other methods for generating n-tuples that satisfy
linear
inequality constraints, but AFAIK those are not available in R.
Thanks, Ravi. I had already conceived the solution that you suggest,
actually using lpSolve. I am able to get a solution for my problem
with constrOptim, but I am not enough confident that the solution is
right. That is why I am trying to get a solution with rgenoud, but
unsuccessfully until now.
Paul
-Original Message-
From: [EMAIL PROTECTED]
[ On Behalf Of Paul Smith
Sent: Tuesday, July 03, 2007 4:10 PM
To: R-help
Subject: [R] Fine tunning rgenoud
Dear All,
I am trying to solve the following maximization problem, but I cannot
have rgenoud giving me a reliable solution.
Any ideas?
Thanks in advance,
Paul
library(rgenoud)
v - 0.90
O1 - 10
O2 - 20
O0 - v*O1+(1-v)*O2
myfunc - function(x) {
U0 - x[1]
U1 - x[2]
U2 - x[3]
q0 - x[4]
q1 - x[5]
q2 - x[6]
p - x[7]
if (U0 0)
return(-1e+200)
else if (U1 0)
return(-1e+200)
else if (U2 0)
return(-1e+200)
else if ((U0-(U1+(O1-O0)*q1)) 0)
return(-1e+200)
else if ((U0-(U2+(O2-O0)*q2)) 0)
return(-1e+200)
else if ((U1-(U0+(O0-O1)*q0)) 0)
return(-1e+200)
else if ((U1-(U2+(O2-O1)*q2)) 0)
return(-1e+200)
else if((U2-(U0+(O0-O2)*q0)) 0)
return(-1e+200)
else if((U2-(U1+(O1-O2)*q1)) 0)
return(-1e+200)
else if(p 0)
return(-1e+200)
else if(p 1)
return(-1e+200)
else if(q0 0)
return(-1e+200)
else if(q1 0)
return(-1e+200)
else if(q2 0)
return(-1e+200)
else
return(p*(sqrt(q0)-(O0*q0+U0))+(1-p)*(v*(sqrt(q1)-(O1*q1+U1))+(1-v)*(sqrt(q2
)-(O2*q2+U2
}
genoud(myfunc,nvars=7,max=T,pop.size=6000,starting.values=runif(7),wait.gene
rations=150,max.generations=300,boundary.enforcement=2)
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Re: [R] Fine tunning rgenoud
0.673413934917665 5.55691871872657e-08 0.00206648968616976 0.690994737517309 8.53762213679993e-11 0.999553 2.78964308878308e-080.631906605077265 1.87081150212841e-08 0.00206682302780812 1.049128534593221.19798263785958e-10 0.9998404 0.0001860096553303420.0002069389731129881.18525336022574e-09 2.09286186935030e-050.00249989443096258 2.06676012144089e-05 2.57319855839169e-06 5.79914576203232e-050.00181271191072469 1.15884908131972e-09 0.00175471081855071 0.0024812702174432 6.44334507197721e-06 0.509698530097913 2.0503183260964e-08 0.546450460261978 1.27059638843222e-08 0.00206791702172114 1.140821996494028.5751965370755e-12 0.999683 3.66836690280629e-080.481874078118496 3.13611734401948e-08 0.00207354422550728 0.990376379663234 2.13707863395726e-10 0.9975761 1.77224405556878e-080.493128575789259 8.63845133717168e-09 0.00207307974398005 0.493553411995952 3.19150428367562e-11 0.902 0.0001192348530163210.00194143059603129 2.65621637099599e-10 0.00182214114564480 0.00258385562559042 1.32482776896270e-05 0.564809333872708 1.91321783130778e-070.00205131977291163 2.45737561775750e-10 0.00205112100576657 0.00251498989989795 2.12303674145017e-08 0.981038377325434 2.04970869809e-09 0.615409680242671.80692316850342e-10 0.00206758160218205 0.616881623876956 9.88879753424694e-11 0.9998682 2.28380664111838e-070.495196927735637 2.03520983522517e-07 0.00206484911183903 0.495729865740038 3.10063601627842e-10 0.9998029 0.0001426632073528140.00136226156979156 2.47224893929883e-11 0.00121959537442013 0.00249964872330666 1.58514632925203e-05 0.213308634647407 - Original Message - From: Paul Smith [EMAIL PROTECTED] Date: Wednesday, July 4, 2007 6:00 am Subject: Re: [R] Fine tunning rgenoud To: R-help r-help@stat.math.ethz.ch On 7/4/07, RAVI VARADHAN [EMAIL PROTECTED] wrote: Here is another approach: I wrote an R function that would generate interior points as starting values for constrOptim. This might work better than the LP approach, since the LP approach gives you a starting value that is on the boundary of the feasible region, i.e a vertex of the polyhedron, whereas this new approach gives you points on the interior. You can generate as many points as you wish, but the approach is brute-force and is very inefficient - it takes on the order of a 1000 tries to find one feasible point. Thanks again, Ravi. Actually, the LP approach also works here. Let g(X) = k be the constraints. Then, by solving a LP problem with the constraints g(X) = (k+0.2) returns an interior starting value for constrOptim. I am aware that the new set of constraints may correspond to an impossible linear system, but it works in many cases. Paul - Original Message - From: Paul Smith [EMAIL PROTECTED] Date: Tuesday, July 3, 2007 7:32 pm Subject: Re: [R] Fine tunning rgenoud To: R-help r-help@stat.math.ethz.ch On 7/4/07, Ravi Varadhan [EMAIL PROTECTED] wrote: It should be easy enough to check that your solution is valid (i.e. a local minimum): first, check to see if the solution satisfies all the constraints; secondly, check to see if it is an interior point (i.e. none of the constraints become equality); and finally, if the solution is an interior point, check to see whether the gradient there is close to zero. Note that if the solution is one of the vertices of the polyhedron, then the gradient may not be zero. I am having bad luck: all constraints are satisfied, but the solution given by constrOptim is not interior; the gradient is not equal to zero. Paul -Original Message- From: [EMAIL PROTECTED] [ On Behalf Of Paul Smith Sent: Tuesday, July 03, 2007 5:10 PM To: R-help Subject: Re: [R] Fine tunning rgenoud On 7/3/07, Ravi Varadhan [EMAIL PROTECTED] wrote: You had indicated in your previous email that you are having trouble finding a feasible starting value for constrOptim(). So, you basically need to solve a system of linear inequalities to obtain a starting point. Have you considered using linear programming? Either simplex() in the boot package or solveLP() in linprog would work. It seems to me that you could use any linear objective function in solveLP to obtain a feasible starting point. This is not the most efficient solution, but it might be worth a try
Re: [R] Fine tunning rgenoud
On 7/4/07, Paul Smith [EMAIL PROTECTED] wrote: On 7/4/07, RAVI VARADHAN [EMAIL PROTECTED] wrote: My point is that it might be better to try multiple (feasible) starting values for constrOptim to ensure that you have a good local minimum, since it appears that constrOptim converges to a boundary solution where the gradient is non-zero. That is why my code could be useful. Thanks, Ravi. I have used your function, which works pretty fine. However, constrOptim returns solutions markedly different, depending on the starting values. That is true that I am expecting a solution in the boundary, but should not constrOptim find boundary solutions correctly? The set of solution that I got is below. Unless, there are many local optimal solutions... Paul 2.67682495728743e-080.676401684216637 5.18627076390355e-09 0.00206463986063195 0.871859686128364.32039325909089e-11 0.9996234 3.71711020733097e-080.539853580957444 1.82592937615235e-08 0.00206941041763503 0.933052503934472.08076621230984e-11 0.9995774 1.55648443014316e-080.356047772992972 8.61341165816411e-09 0.00207149128044574 0.939531540703735 2.55211186629222e-12 0.424 2.20685747493755e-070.575689534431218 5.30976753476747e-08 0.00210500604605837 0.588947341576757 3.1310360048386e-10 0.9998789 1.92961662926727e-080.773588030510204 1.04841835042200e-08 0.00206723852358352 0.816755014708394 3.89478290348532e-11 0.9997794 0.0002798240512890820.0003109923855228861.01467522935252e-06 3.11645639181419e-050.00249801538651552 3.0978819115532e-05 7.11821104872585e-06 2.81901448690893e-070.381718731525906 4.72860507882539e-08 0.00206807672109157 0.769178513763055 1.39278079797628e-09 0.9967123 5.58938545019597e-050.00171253668169328 4.54005998518212e-09 0.00165663757292733 0.00247994862102590 6.20992250482468e-06 0.419169641865998 1.03300938985890e-080.438357835603591 6.89854079723234e-09 0.00206693286138396 0.977554885433201 1.17209206267609e-10 0.996921 7.63336821363444e-050.00177141538041517 1.88050423143828e-10 0.00169507950991094 0.00249739505142207 8.4814984916537e-06 0.470929220605509 9.16005846107533e-090.682179815036755 1.63255733785783e-09 0.00206922107327189 0.919323193130209 5.71436138398897e-11 0.999629 1.40968913167328e-080.343606628343661 1.33227447885302e-08 0.00206789984370423 0.343671264496824 1.11679312116211e-11 0.822 4.76054734844857e-090.593022549313178 2.28102966623129e-09 0.00206625165098398 0.947562121256448 8.9437610753173e-11 0.992 1.96950784184139e-070.579488113726155 1.61915231214025e-07 0.00208000350528798 1.008913405950401.22248906754713e-10 0.9996493 8.1448937742933e-09 0.441088618716555 4.54846390087941e-09 0.00207634940425852 0.446155700100820 4.81439647816238e-12 0.39 4.82439218405912e-080.557771049256698 3.53737879481732e-08 0.0020663035737319 0.588137767965923 2.6568947800491e-11 0.9988615 2.43086751126363e-080.522927598354163 2.26886829089137e-08 0.00206533531066324 0.611696593543814 4.51226610050184e-11 0.087 3.05498959434100e-080.465522202845817 1.09246302124670e-08 0.00207004066920179 0.465583376966915 3.24213847202457e-11 0.9997366 1.88687179088788e-070.783614197203923 4.51346471059839e-08 0.00222403775221293 0.786422171740329 8.17865794171933e-10 0.9986103 1.0154423824979e-08 0.30265579883 9.06923080122203e-09 0.00206615353968094 0.359722316646974 8.27866320956902e-12 0.998461 8.91008717665837e-080.0020661526864997 3.08619455858999e-09 0.00206579199039568 0.00275523149199496 9.55650084108725e-09 0.985185595958656 1.25320647920029e-070.635217955401437 7.44627883600107e-08 0.00206656250455391 0.855937507707323 3.70326032870889e-10 0.9998375 2.57618374406559e-080.636499151952225 1.09822023878715e-08 0.00206677354204888 0.772636071860102 8.99370944431481e-11 0.9978744 1.09474196877990e-080.501469973722704 1.19992915868609e-10 0.00206117941606503 0.501594064757161 1.34320044786225e-11 0.9991232 5.24203710193977e-050.0001279983401441093.33258623630601e-09 7.55779680724378e-050.00248898574263025 5.82411313482383e-06 0.0221497278110802
Re: [R] Optimization
On 7/16/07, massimiliano.talarico [EMAIL PROTECTED] wrote: I need a suggest to obtain the max of this function: Max x1*0.021986+x2*0.000964+x3*0.02913 with these conditions: x1+x2+x3=1; radq((x1*0.114434)^2+(x2*0.043966)^2+(x3*0.100031)^2)=0.04; x1=0; x1=1; x2=0; x2=1; x3=0; x3=1; Any suggests ? What do you mean by 'radq', Massimiliano? Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] constraint in constrOptim
On 8/2/07, André Rossi [EMAIL PROTECTED] wrote: I'm using the function constrOptim together with the SANN method and my objective function (f) has two parameters. One of the parameters needs be into (2^(-10), 2^4) range and the other into (2^(-2), 2^12) range. How can I do it using constrOptim?? I think that you, André, do not need constrOptim; optim is enough. See ?optim Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] constraint in constrOptim
On 8/2/07, Paul Smith [EMAIL PROTECTED] wrote:
I'm using the function constrOptim together with the SANN method and
my objective function (f) has two parameters. One of the parameters
needs be into (2^(-10), 2^4) range and the other into (2^(-2), 2^12)
range. How can I do it using constrOptim??
I think that you, André, do not need constrOptim; optim is enough. See
?optim
The following example shows how to use optim to calculate the maximum of
f(x,y) := (x-y)^2
s.t. 0 = x,y = 1.
Paul
---
myfunc - function(x) {
x1 - x[1]
x2 - x[2]
(x1-x2)^2
}
mygrad - function(x) {
x1 - x[1]
x2 - x[2]
c(2, -2) * c(x1, x2)
}
optim(c(0.5,0.5),myfunc,mygrad,lower=c(0,0),upper=c(1,1),method=L-BFGS-B,control=list(fnscale=-1))
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
[R] Optimal control package?
Dear All, Is there some package to do optimal control? Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Differentiation
On 8/20/07, nalluri pratap [EMAIL PROTECTED] wrote: try library(numDeriv) ?genD Pratap Shubha Vishwanath Karanth [EMAIL PROTECTED] wrote: Hi, Could anyone tell me what is the command used in R to do 1. Differentiation 2. Newton Raphson method (Numerical Analysis in general...) Are there any packages separately for this? In addition, you can use Ryacas: «Ryacas (google code name ryacas) is an R package that allows R users to access the yacas computer algebra system from within R. It can be used for computer algebra, exact arithmetic, ASCII pretty printing and R to TeX output.» Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Evaluating f(x(2,3)) on a function f- function(a,b){a+b}
On 8/22/07, Søren Højsgaard [EMAIL PROTECTED] wrote:
I have a function and a vector, say
f - function(a,b){a+b}
x - c(2,3)
I want to evaluate f on x in the sense of computing f(x[1],x[2]). I would
like it to be so that I can write f(x). (I know I can write a wrapper
function g - function(x){f(x[1],x[2])}, but this is not really what I am
looking for). Is there a general way doing this (programmatically)? (E.g. by
unpacking the elements of x and putting them in the right places when
calling f...)
I've looked under formals, alist etc. but so far without luck.
I hope that the following helps:
f - function(x) {sum(x)}
f(c(2,3))
[1] 5
f(c(2,3,5))
[1] 10
Paul
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] Calculating diameters of cirkels in a picture.
On 8/23/07, Bart Joosen [EMAIL PROTECTED] wrote: Maybe this is more a programming questions than a specific R-project question, but maybe there is someone who can point me in the right direction. I have a picture of cirkels which I took with a digital camera. Now I want to use the diameter of the cirkels on the picture for analysis in R. I can use pixmap to import the picture, but how do I find the outside cirkels and calculate the diameter? I pointed out that I can use the edci package, but then I need to preprocess the data to reduce the points, otherwise it takes a long time, and my computer crashes. If you want to see such a picture, I cropped a larger one, and highlighted the cirkel which is of interest. In a real world, this is a plate with 36 cirkels, which all should be measured. www.users.skynet.be/fa244930/fotos/outlined.jpg You mean the diameter measured in number of pixels? Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Q: how to interrupt long calculation?
On 8/29/07, D. R. Evans [EMAIL PROTECTED] wrote: The subject says it all really: I've tried hitting control-C (multiple times), but that doesn't seem to be a reliable way to interrupt a long calculation. What is the right way to interrupt a calculation that has been proceeding for several minutes and shows no sign of finishing soon? I forgot to mention that this is on an amd64 system running dapper (in case that makes any difference). Assuming that you are using Linux, try the command killall R The instance of R running will be immediately killed and then you can start R again. Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] R CMD BATCH: cat does not print
Dear All, I am trying to write my first R script. The code is simply cat(Hello!\n) However, when I run $ R CMD BATCH myscript.R I do not see Hello! on the console. I am using Fedora 7 (Linux) and R-2.5.1. Any ideas? Thanks in advance, Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] R CMD BATCH: cat does not print
On 8/30/07, Barry Rowlingson [EMAIL PROTECTED] wrote: I am trying to write my first R script. The code is simply cat(Hello!\n) However, when I run $ R CMD BATCH myscript.R I do not see Hello! on the console. I am using Fedora 7 (Linux) and R-2.5.1. Any ideas? You shouldn't see it on the console! BATCH writes its output to a file. You should find a file called myscript.Rout that does contain the 'Hello!'. Thanks, Barry. Indeed, the file myscript.Rout exists and contains the output of cat. I was expecting a behavior similar to the bash scripts. And by the way, cannot a R script write only on the console and just what one tells it to write, likewise bash scripts? Paul __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] R CMD BATCH: cat does not print
On 8/30/07, Vladimir Eremeev [EMAIL PROTECTED] wrote: Use rscript Rscript myscript.R or Rscript -e 'cat(Hello!\n)' will show Hello! on the console. R CMD BATCH writes its output to the file myscript.Rout Thanks, Vladimir. Rscript is exactly what I was looking for! Paul Paul Smith wrote: Dear All, I am trying to write my first R script. The code is simply cat(Hello!\n) However, when I run $ R CMD BATCH myscript.R I do not see Hello! on the console. I am using Fedora 7 (Linux) and R-2.5.1. Any ideas? Thanks in advance, Paul -- View this message in context: http://www.nabble.com/R-CMD-BATCH%3A-cat-does-not-print-tf4353572.html#a12405494 Sent from the R help mailing list archive at Nabble.com. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
