On Sun, 3 Aug 2003, Fan wrote:
I've found that the discussions are interesting, generally speaking,
peoples seem equally confident on R's optim/nlm and Excel's solver.
The authors of the algorithm GRG2 (Generalized Reduced Gradient)
are not cited in the documentation of optim(), so I'm
Dear Professor Ripley,
I'm little confused of your reply: do you mean that GRG would
not be a standard optimization algorithm, so it couldn't be
better than what exist in R ?
I'm not a specialist of numerical optimization algorithms,
but it seems that GRG is actually implemented in several
On Mon, 4 Aug 2003, Jean Fan wrote:
Dear Professor Ripley,
I'm little confused of your reply: do you mean that GRG would
not be a standard optimization algorithm, so it couldn't be
better than what exist in R ?
Not at all. I meant what I actually said (and I said nothing about which
was
On Mon, 4 Aug 2003, [iso-8859-1] Jean Fan wrote:
I'm not a specialist of numerical optimization algorithms,
but it seems that GRG is actually implemented in several
specialized optimisation toolbox (sure generally commercial),
not only the limited one in Excel.
And with google, search GRG
I've found that the discussions are interesting, generally speaking,
peoples seem equally confident on R's optim/nlm and Excel's solver.
The authors of the algorithm GRG2 (Generalized Reduced Gradient)
are not cited in the documentation of optim(), so I'm wondering if
the optimization algorithm
Quoting Roger D. Peng [EMAIL PROTECTED]:
I'm having a little difficulty understanding this thread. If Excel can
do the job correctly and suits your needs, why not just use Excel?
Primarily because I don't know how to automate this in excel. The reason for
me doing this is I eventually
For lexical scoping, read some of the better documentation on R. At
minimum, check www.r-project.org - search - R site search.
spencer graves
Michael Rennie wrote:
Quoting Roger D. Peng [EMAIL PROTECTED]:
I'm having a little difficulty understanding this thread. If Excel can
do the job
Michael Rennie wrote:
Last, it's not even that I'm getting error messages anymore- I just
can't get the solution that I get from Excel. If I try to let R find
the solution, and give it starting values of c(1,2), it gives me an
optimization solution, but an extremely poor one. However, if I
?optim
optim(par, fn, gr = NULL,
method = c(Nelder-Mead, BFGS, CG, L-BFGS-B, SANN),
lower = -Inf, upper = Inf,
control = list(), hessian = FALSE, ...)
.
fn: A function to be minimized (or maximized), with first
argument the vector of parameters
The phrase:
f - 10*(Wt-Wtmod)^2)/Wt) + (((Hgt-Hgtmod)^2)/Hgt))2) ; f
is an immediate computation, not a function. If you want a function,
try something like the following:
f - function(x){
Wt - x[1]
Wtmod - x[2]
Hgt - x[3]
Hgtmod -
Hi, Spencer
I know I submitted a beastly ammount of code, but I'm not sure how to simplify
it much further, and still sucessfully address the problem that i am having.
The reason being is that the funciton begins
f- function (q)
At the top of the iterative loop. This is what takes q and
: Wednesday, July 16, 2003 2:47 PM
To: Huntsinger, Reid
Subject: RE: [R] Excel can do what R can't?
Hi, Reid
At 02:09 PM 7/16/03 -0400, you wrote:
R is good at automating specific kinds of complex loops, namely those that
can be vectorized, or that can be written to draw on otherwise built
-Original Message-
From: Michael Rennie [mailto:[EMAIL PROTECTED]
Sent: Wednesday, July 16, 2003 11:18 AM
To: Spencer Graves
Cc: R-Help; M.Kondrin
Subject: Re: [R] Excel can do what R can't?
Hi, Spencer
I know I submitted a beastly ammount of code, but I'm not sure how to
simplify
it much
Subject: RE: [R] Excel can do what R can't?
Hi, Reid
At 02:09 PM 7/16/03 -0400, you wrote:
R is good at automating specific kinds of complex loops, namely those
that
can be vectorized, or that can be written to draw on otherwise built-in
facilities. It's usually reasonable for other kinds
Huntsinger
-Original Message-
From: Spencer Graves [mailto:[EMAIL PROTECTED]
Sent: Wednesday, July 16, 2003 5:20 PM
To: Michael Rennie
Cc: Huntsinger, Reid; R-Help
Subject: Re: [R] Excel can do what R can't?
I'm confused:
I've done this type of thing by programming
I don't expect you to have a complete solution from the simplifications.
I expect you to learn something from the toy problems that can help
you solve the real problems.
Michael Rennie wrote:
Hmmm.
I tried entering 'Hgtmod = Hgt' at the end of my 'optim' function, but that
didn't help me
I'm having a little difficulty understanding this thread. If Excel can
do the job correctly and suits your needs, why not just use Excel?
As far as I know, 'optim' cannot optimize a function subject to
arbitrary equality constraints. The 'constrOptim' function allows for
linear inequality
I've programmed many things like this in both Excel and R. When I
did not get the same answer from both, it was because I had an error in
one (or both). I do this routinely as part of debugging: I catch many
mistakes this way, and I often feel I can not trust my answers without
this
Mike,
The definition of your function f() seems quite inefficient. You could
vectorize it, which would shorten and speed up your code, especially if M
is large. See the R introduction file available online to learn how to do
it if you don't already know how. Also, you have to return only one
At 11:47 AM 7/15/03 -0700, Jerome Asselin wrote:
Mike,
The definition of your function f() seems quite inefficient. You could
vectorize it, which would shorten and speed up your code, especially if M
is large.
Hi, Jerome
I don;t think I can vectorize it, since in the iteration loop, the value
I thought that you could simplify your code by using something like
c(0,W[-length(W)]) as opposed to W[i-1] in a loop, but now I understand
it's not that easy. Unless you can analytically simplify the calculation
of W in order to vectorize it, it's going to be slow.
However, many of the lines
21 matches
Mail list logo
