Another follow up comment. I tried it in Maxima (also free) and noticed
that it has the capability of performing the solution in just
a single line using the Maxima solve command so you may prefer
that. Note that the first line display2d:false turns off fancy 2d output
and you can omit it if you
On 11/30/05, Scott Story [EMAIL PROTECTED] wrote:
I am trying to write a function that will solve a simple system of
nonlinear equations for the parameters that describe the beta
distribution (a,b) given the mean and variance.
mean = a/(a+b)
variance = (a*b)/(((a+b)2) * (a+b+1))
Any help as
YNoel == NOEL Yvonnick [EMAIL PROTECTED]
on Thu, 01 Dec 2005 14:42:44 +0100 writes:
YNoel On 11/30/05, Scott Story [EMAIL PROTECTED] wrote:
I am trying to write a function that will solve a simple system of
nonlinear equations for the parameters that describe the beta
I am trying to write a function that will solve a simple system of
nonlinear equations for the parameters that describe the beta
distribution (a,b) given the mean and variance.
mean = a/(a+b)
variance = (a*b)/(((a+b)^2) * (a+b+1))
Any help as to where to start would be welcome.
--
Scott
Scott Story [EMAIL PROTECTED] writes:
I am trying to write a function that will solve a simple system of
nonlinear equations for the parameters that describe the beta
distribution (a,b) given the mean and variance.
mean = a/(a+b)
variance = (a*b)/(((a+b)^2) * (a+b+1))
Any help as to
On 11/30/2005 10:14 AM, Scott Story wrote:
I am trying to write a function that will solve a simple system of
nonlinear equations for the parameters that describe the beta
distribution (a,b) given the mean and variance.
mean = a/(a+b)
variance = (a*b)/(((a+b)^2) * (a+b+1))
Any help
Go to http://mathomatic.orgserve.de/math/ and install mathomatic
(its free) or just connect to the online server and do this.
The C output, i.e the result of the two code c commands,
can be used verbatim in R.
Note that mathomatic does not support logs but for simply
problems like this its very
Sorry I seemed to have messed up the copying and pasting.
Here it is again.
---
Go to http://mathomatic.orgserve.de/math/ and install mathomatic
(its free) or just connect to the online server and do this.
The C output, i.e the result of the two code c commands,
can be used verbatim in R.
Note
Just one addition to this. I noticed that its not really true that
the output can be used in R verbatim since the C output uses
pow instead of ^; however, if one replaces the code c statement
with the statement list export then it is valid R. That is the input
to mathomatic should be:
mean =
Thank you, that was very helpful. My functions are in general monotonic,
continous and differentiable(one exception sometimes encountered being y
= min(a*x1,b*x2)) and do have a unique solution, if you specify the
problem correctly.
I have never worked with non-liner solving algoritms in my
Write a driver function to compute the sum of squares of
deviations from target. If the nonlinear equations are not pathological
and a unique solution exists, optim will find it. If no solution
exists, optim will find something close -- in terms of the sum of
squared deviations. If the
I'm about to write my thesis in economics and will need to setup and
solve a system of non-linear equations. At our university we usually use
GAMS for this, and though GAMS is a fine program, it bugs me a that I
won't be able to run my code after I finish my thesis without buying a
license for
I believe
library(systemfit)
has nlsytemfit function.
Yh
T Petersen wrote:
I'm about to write my thesis in economics and will need to setup and
solve a system of non-linear equations. At our university we usually use
GAMS for this, and though GAMS is a fine program, it bugs me a that I
won't be
No, this doesn't seem right. What I look for is something that could
solve nonlinear systems with n unknowns and n equations. So there will
be zero degrees of freedom, and statistical methods can't be the right
way forward.
Specifically I can see that the litterature mentions's Scarf's
A system of n equations in n unknowns has a unique solution if the
n equations are linear and linearly independent. If the system is
nonlinear, then one must characterize the nonlinearity before saying
anything about whether a solution exists and if so how many solutions
are there?
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