these difficulties have anything to do with one time object being CET and
the
other CEST? If yes, is there any workaround?
Thanking you,
Ravi
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. They are just my attempts to understand the R
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expected them to have the same capability. So, my
question is - can these commands be tweaked in some way to have the same
flexibility?
Thanking you,
Ravi
- Original Message
From: Mario Valle mva...@cscs.ch
To: ravi rv...@yahoo.se
Cc: r-help@r-project.org r-help@r-project.org
Sent: Wed, 19
steps pending)..
I will appreciate any and all the help that I can get.
Thanking you,
Ravi
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,Origin))
I would appreciate any help that I can get.
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the letters.
There may be many ways to do it, but I have not succeeded in coming up with
even one way! I will appreciate any tips that I can get.
Thanking you,
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PLEASE
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plot)? Is it possible?
2. Is it easier to do this with ggplot?
3. I would like to know how I can present the legend also.
Will appreciate any help that I can get.
Thanking You,
Ravi
- Original Message
From: stephen sefick [EMAIL PROTECTED]
To: ravi [EMAIL PROTECTED]
Cc: r-help@r
be : cat1, cat2, cat3.
The first two are for the two categories in the barchart and the third for the
line plot.
Thanks,
Ravi
- Original Message
From: Duncan Mackay [EMAIL PROTECTED]
To: ravi [EMAIL PROTECTED]
Cc: r-help@r-project.org
Sent: Thursday, 14 August, 2008 1:20:55 AM
Subject: Re
(a)
print(a)
#
Now, the row numbers (why?) seem to get added - sometimes.
There are some things that I am missing here. Will appreciate all help in
understanding the issues here.
Thanking You,
Ravi
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matching?
Would it be easier to convert the times into data classes? Or, it better to
treat them as strings and use regular expresssions for doing the matching?
I would appreciate any help that I can get.
Thanking You,
Ravi
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all the help that I can get.
Thank You,
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will appreciate all the help that I can get.
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Hi,
Thanks for the different suggestions - Jorge, Erik, Marc, Ted and Phil. Thanks
to you, I have learnt quite a few, for me new, tricks and methods.
Thanks,
Ravi
- Original Message
From: Phil Spector [EMAIL PROTECTED]
To: ravi [EMAIL PROTECTED]
Cc: r-help@r-project.org
Sent: Wednesday
not work
either. I know that it would be best if I reproduced the exact error messages,
but I have tried so many different things now and have lost track of the exact
error messages at each stage.
Looking for help,
Thanking you,
Ravi
- Original Message
From: Gabor Grothendieck [EMAIL
http_proxy=http://user:[EMAIL PROTECTED]:80/
Error: unexpected symbol in path_to_R\bin\Rgui.exe http_proxy
Should I run the above commands in R, or in the windows command window?
Thanking You,
Ravi
- Original Message
From: Duncan Murdoch [EMAIL PROTECTED]
To: ravi [EMAIL PROTECTED]
Cc: r-help@r
command window.
Can you please show me a small example of how I can get started with it.
Thanking You,
Ravi
- Original Message
From: Gabor Grothendieck [EMAIL PROTECTED]
To: ravi [EMAIL PROTECTED]
Cc: Duncan Murdoch [EMAIL PROTECTED]; r-help@r-project.org
Sent: Thursday, 8 May, 2008 4:51
for reminding me of proper etiquette when submitting a
question.
Gabor, I am not realy sure right now about how I should get started with
batchfiles. But I will try it out and see how far I can get with them.
Thanks,
Ravi
- Original Message
From: Vincent Goulet [EMAIL PROTECTED]
To: John C
appreciate all help in either directing me to the
relevant documentation, or in knowing exactly the list of commands that will do
the install.
Thanking you,
Ravi
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You,
Ravi
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(1,1,1,5,5,3,4,4,4,4,4,9,9,0,0,0)
How can I do this with R? Will appreciate all the help that I can get.
Thanking you,
Ravi
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with examples showing how similiar problems are tackled.
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Ravi
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Jim,
Thank you so much. There is a lot for me here to dig into, learn and
understand. But you have made my task so much easier by giving me sufficient
material to get started. Once again, thanks a lot.
/Ravi
- Original Message
From: jim holtman [EMAIL PROTECTED]
To: ravi [EMAIL
it, for example with notepad, to read it.
Is there any simple workaround for this? That is, how can I retain the Perl
installation and still read the mail.
Thanking you,
Ravi
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and access the text content in it from the web browser.
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with the lattice package?
## I would like to have the legend on the top in one row
##
Thanking You,
Ravi
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different ways of solving this problem.
Thanking you,
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the extra
elements in the 2nd vector.
I will appreciate any help that I can get.
Thanks,
Ravi
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Is there an alternative method of approaching this task?
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Ravi
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forward to the decomposition of the time series?
Thanking you,
Ravi
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the final week of a year to the weeks of the following year, and so on.
I am hoping for a more elegant solution, preferably where the index can can be
converted back to dates for plotting.
Thanking you,
Ravi
- Original Message
From: Gabor Grothendieck ggrothendi...@gmail.com
To: ravi rv
to have worked. I get the following output :
ravi@raviM1330:~$ java -version
The program 'java' can be found in the following packages:
* gcj-4.4-jre-headless
* gcj-4.6-jre-headless
* openjdk-6-jre-headless
* gcj-4.5-jre-headless
* openjdk-7-jre-headless
Try: sudo apt-get install selected package
-2.13.0/share/texmf/tex/latex/Sweave' contains
spaces, this may cause problems when running LaTeX
Short of reinstalling R in a separate folder, is there something that I can do
to fix this problem?
I have R2.13 on a win XP pc.
Thanking you,
Ravi
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page referred to above). But, as can be seen from my questions, I
don't understand this sufficiently to do this. But I hope that I have given
sufficient information to explain my problem.
Thanks,
Ravi
[[alternative HTML version deleted]]
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am not sure if a simple tweak can lead to a solution.
I will appreciate any help that I can get.
Thanks,
Ravi
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'balloonplot.default' not found
How do I access the non-visible functions?
Thanks,
Ravi
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this new parameter can be accomodated into the code. I must
confess that I am far from a pro at this sort of stuff. I will appreciate it if
I can get some help. However, I will also give it a try myself. Will come back
later if I run into problems.
Thanks,
Ravi
- Original Message -
From
this in a simple way.
I would appreciate all help that I can get.Thanks,Ravi
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am near the tail
end? There seems to be no simple method for finding the size of the table.
Thanks,Ravi
ravi rv...@yahoo.se 11/25/14 12:42 PM
Hi,All my data is presently locked in a Microsoft access database. This has
huge data in a number of large tables. Using RODBC and connecting to it takes
not seem to be
in agreement. How do I convert, for example, the point (10,-12) to npc units?
I hope that I have explained my problem sufficiently well. If I can get help
with an approach involving viewports also, I would be grateful for any help
that I can get.
Thanks,
Ravi
From: ravi rv
to have the image more transparent just under the x and y
labels and axis labelsThanks, Ravi
[[alternative HTML version deleted]]
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='b',col='red',newpage=FALSE)
plot(xs,ys,type='b',col='red') #fills the whole screen instead of just the
intended viewport
Thanks,Ravi
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(n.dsm,2),km,sep= )) # text should be placed
at different location
However, note that you do not need `optimize'. The answer that you are
seeking is `n.dsm', which is obtained directly from the nls fit.
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r
this helps,
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of David LeBauer
Sent: Friday, October 15, 2010 5:31 PM
To: r-help
Subject: [R] using optimize with two unknowns, e.g. to parameterize a
distribution with given confidence
still check the first and second order KKT optimality conditions.
You can also use `optimx' package, which provides a test of KKT conditions,
and also allows the use of other optimizers in R.
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org
use optimx() to do this,
although the results of the tests of first and second order conditions are
sensitive to scaling of parameters and objective function.
Ravi.
Ravi Varadhan, Ph.D.
Assistant Professor,
Division
Nick Higham (2002) discusses algorithms for this. One of the algorithms
discussed in the paper is implemented in the Matrix package as `nearPD'
function.
library(Matrix)
?nearPD
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf
You have not provided us sufficient information to help you. I would guess
that the error message probably has something to do with the way your
likelihood function is defined. Can you at least show us how the function
is defined (just the argument list) and the optim call?
Ravi.
-Original
to use direct maximization, you could try to impose all
the constraints on the parameters, including positive definiteness of
covariance matrix, and solve the constrained optimization problem. R has
two packages: alabama and Rsolnp that can handle nonlinear constraints.
Ravi.
-Original
I responded to another question that asked the exact same question. So, I
will repeat my answer here:
Nick Higham (2002) discusses algorithms for this. One of the algorithms
discussed in the paper is implemented in the Matrix package as `nearPD'
function.
library(Matrix)
?nearPD
Ravi
Can you provide a reproducible code?
Ravi.
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
the equations.
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Michael S.
Sent: Saturday, October 23, 2010 8:06 PM
To: r-help@r-project.org
Subject: [R] Optimize parameters of ODE Problem which is solved numeric
Hi,
I have a data
likelihood in terms of a. We then maximize this over `a' . We can
use, for example, `optimize' to accomplish this.
This is not contrived. I have encountered this situation in a project.
Ravi.
Ravi Varadhan, Ph.D.
Assistant
be a bit
tricky.
Ravi.
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
- Original Message
Try optimx package (with the option all.methods=TRUE). This helps you in 2
different ways: (1) you can compare estimates from multiple optimizers, and
(2) you can look at the first- and second-order KKT conditions for optimality.
Hope this helps,
Ravi
The hessian from `optim' is not as accurate as that from `numDeriv' (with the
default of Richardson extrapolation), so I would trust the numDeriv's hessian
result over that of optim. However, without seeing what you actually did, this
is only a surmise.
Ravi
line with just three data points - is this really
what is meant by a slope analysis?
Any help most appreciated...
Ravi
--
View this message in context:
http://r.789695.n4.nabble.com/Help-with-slope-comparisons-tp3037455p3037455.html
Sent from the R help mailing list archive at Nabble.com
I do not understand the constraint x1 = x3 = x4. If this is correct, you
only have 10 unknown parameters.
If you can correctly formulate your problem, you can have a look at the
packages alabama or BB. The function `auglag' in alabama or the
function `spg' in BB may be useful.
Ravi
Here is a simple approach:
data - read.table(test-data.txt)
deriv - diff(data$V2) / diff(data$V1)
times - (data$V1[-1] + data$V1[-3545])/2
plot(times, deriv, type=l)
Another approach is to smooth the original data and then obtain derivatives
from the smooth
Ravi
,
Ravi.
---
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology School of Medicine Johns
Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
-Original Message-
From: r-help-boun...@r
OP is asking about a system of fourth-order differential equations,
whereas you are telling her how to solve a single, algebraic nonlinear
equation.
Take a look at package deSolve, and the function `lsode' in that package
for solving a system of nonlinear ODEs (given initial values).
Ravi
It is, perhaps, more apt to call the tests of outliers as tests of outright
liars.
Lies, damned lies, and tests of outliers
Ravi.
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
Let me quote the authority on naming convention:
What's in a name? That which we call a rose by any other name would smell as
sweet.
Best,
Ravi.
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine
Hi -
I am trying to map a two dimensional area A to another two dimensional area
B using a function. For instance A = {(x,y), 0x1, 0y1}, and the
function is u = x+y and v = x/y. 2-D area is defined by (u,v).
Is there a way I can do this in R?
Thanks
Ravi
[[alternative HTML version
assumes that the density has 0 gradient at the boundary (gradient
defined from the right hand side).
There are other (better) approaches as well. Look at a book on density
estimation.
Ravi.
Ravi Varadhan, Ph.D.
Assistant
not have been as great as it was without the tireless efforts of Kate
Mullen. The great thing about Kate is that she did so much without ever
hogging the limelight. Thank you, Kate and thank you NIST!
I cannot wait for UseR!2011!
Best,
Ravi
into any problems using it.
Best,
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Uli Kleinwechter
Sent: Monday, July 26, 2010 10:16 AM
To: r-help@r-project.org
Subject: [R] Optimization problem with nonlinear constraint
Hi Patrick,
Actually, I feel just the opposite, i.e. it is not a good idea to use `T'
for `TRUE'. I have been snared by this trap many a times in my early days
with S-Plus and R. It is a good practice to use unabbreviated values.
Best,
Ravi.
-Original Message-
From: r-help-boun...@r
Very nice, Hans! I didn't know of the existence of Lambert W function
(a.k.a Omega function) before. I didn't know that it occurs in the solution
of exponential decay with delay: dy/dy = a * y(t - 1). Apparently it is
more than 250 years old!
Thanks,
Ravi.
-Original Message-
From: r
For those interested in esoteric of special functions, here is a nice
reference on the Lambert W function:
http://www.cs.uwaterloo.ca/research/tr/1993/03/W.pdf
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Hans W Borchers
Yes, there are two roots. Try this to get the 2 roots:
require(BB)
p0.mat - matrix(rnorm(10), 10, 1) # 10 random starting values
ans - multiStart(par=p0, fn=f)
ans$par
You can see that the 2 roots are -2.438285 and 7.419378.
Hope this helps,
Ravi
)
}
}
ddf
}
f - function (x,alpha) x^alpha
x - seq(0, 3, length=100)
plot(x, f(x, alpha=1.5), type=l, ylab=)
lines(x, Deriv(f, 1)(x, alpha=1.5), col=2)
lines(x, Deriv(f, 2)(x, alpha=1.5), col=3)
Thanks for the elegant solution, Peter.
Best,
Ravi.
-Original Message-
From: r-help
and corresponding eigenvector.
How very large is your matrix?
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Christian Weiß
Sent: Friday, July 30, 2010 9:32 AM
To: r-help@r-project.org
Subject: [R] Computation of largest
what I am talking about.
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of sammyny
Sent: Monday, August 02, 2010 4:49 AM
To: r-help@r-project.org
Subject: Re: [R] newton.method
I have this function:
function(x)
-0.3*x*exp
(1) is not.
Ravi.
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
- Original Message
) if you want better (or different) answers.
You should not *minimize* the log-likelihood. You may have meant that you
are minimizing its negative. You can do this by setting control$fnscale =
-1.
Hope this helps,
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help
You may want to look at:
http://cran.r-project.org/web/packages/alabama/index.html
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Gildas Mazo
Sent: Monday, August 09, 2010 12:49 PM
To: r-help@r-project.org
Subject: [R
constrOptim can only handle linear inequality constraints. It cannot handle
equality (linear or nonlinear) as well as nonlinear inequality constraints.
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Dwayne Blind
Sent
] -1.414213
$iterations
[1] 10
$lambda
[1] -0.7068717
$penalty
[1] -6.496021e-08
$counts
function gradient
100 30
Ravi.
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School
Try this:
options(digits=10)
integrate(f=powerLaw2, lower=0, upper=Inf, l1=1.8980185, l2=-0.0804259, c0=1,
t0=259.78, rel.tol=1.e-10)
0.01089019946 with absolute error 3.7e-11
Ravi.
Ravi Varadhan, Ph.D.
Assistant
The magic is not in setting options(digits=10). I did that just to show you
the accuracy of the answer. The magic is in setting a more stringent error
tolerance, rel.tol=1.e-10.
The divergent error is due to the fact that the default tolerance of (roughly)
1.e-04 is too large.
Ravi
David,
I am not sure I completely understand your problem. However, you can take a
look at a couple of packages in R that can handle (smooth) nonlinear
optimization with general (smooth) constraints:
library(alabama)
?constrOptim.nl
and
library(Rsolnp)
?solnp
Best,
Ravi
Hi,
You did not give us any information about your likelihood function, f, nor
did you provide a reproducible example. So, I cannot tell for sure whether
the parameter estimates are reliable.
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r
] 0.1429934
$npv
[1] 1.705303e-12
Hope this helps,
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Adrian Ng
Sent: Wednesday, August 25, 2010 8:39 AM
To: r-help@r-project.org
Subject: [R] Secant Method Convergence (Method
there are no real zeros or there are
multiple zeros of the NPV function.
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Adrian Ng
Sent: Wednesday, August 25, 2010 8:39 AM
To: r-help@r-project.org
Subject: [R] Secant Method Convergence
.
Having said that, I am not sure about the convergence problem that you are
having without seeing the actual example.
Ravi.
-Original Message-
From: Adrian Ng [mailto:a...@hamiltonlane.com]
Sent: Wednesday, August 25, 2010 5:28 PM
To: Ravi Varadhan; r-help@r-project.org
Subject: RE: [R
] 0.4106115
$npv
[1] 2.984279e-13
Ravi.
-Original Message-
From: Adrian Ng [mailto:a...@hamiltonlane.com]
Sent: Wednesday, August 25, 2010 6:23 PM
To: Ravi Varadhan
Subject: RE: [R] Secant Method Convergence (Method to replicate Excel
XIRR/IRR)
The forum is kind of slow so I'm just re
)
ANXIRR(CF, dates, guess=0.1)
ANXIRR(CF, dates, guess=0.1)
$irr
[1] 0.3740656
$npv
[1] 2.102695e-09
Hope this helps,
Ravi.
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School
: 0.3721850 fval: 3.483669
par: 0.3740179 fval: 0.08815743
par: 0.3740655 fval: 0.0002613245
par: 0.3740656 fval: 1.966778e-08
$par
[1] 0.3740656
$value
[1] 1.966778e-08
$iter
[1] 8
Hope this helps,
Ravi.
Ravi Varadhan
assignment problem, but I do not know which
algorithm is used. This is not documented in the help page.
Best,
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of venkatesh bandaru
Sent: Friday, August 27, 2010 1:08 AM
To: r-help
I ran some comparisons of `lp.assign' and `solve_LSAP' on a couple of
moderately large problems. The `solve_LSAP' appears to be substantially
faster than `lp.assign'.
Best,
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf
faster
alternatives.
Thanks.
Best,
Ravi.
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
that the obj fn is correctly
specified before we can start tackling other issues.
Ravi.
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502
, which is essentially identical to optim call. This feature can be
especially useful for developers to benchmark different algorithms and
choose the best one for their class of problems.
http://cran.r-project.org/web/packages/optimx/index.html
Ravi.
-Original Message-
From: r-help-boun
this helps,
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Michael Bernsteiner
Sent: Wednesday, September 08, 2010 8:36 AM
To: r-help@r-project.org
Subject: [R] optimized value worse than starting Value
Dear all,
I'm optimizing
Numerical optimisations are best done using as many methods as possible
See the optimx package:
http://cran.r-project.org/web/packages/optimx/index.html
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Barry Rowlingson
Sent
The windows build is not on CRAN at the moment. It might be there in a few
days. In the meanwhile you can get the windows binary from the optimizer
project on r-forge:
https://r-forge.r-project.org/R/?group_id=395
Ravi.
-Original Message-
From: Paulo Barata [mailto:pbar
Yes, Barry, we are aware of this issue. It is caused by printing to console
from FORTRAN in one of the optimization codes, ucminf. If we set trace=FALSE
in optimx, this problem goes away.
Ravi.
Ravi Varadhan, Ph.D
, the `constrOptim' function in the base distribution can
handle only linear inequality constraints.
All of these packages are available on CRAN.
Hope this helps,
Ravi.
Ravi Varadhan, Ph.D.
Assistant Professor,
Division
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