Just by chance I came across the following example of minimizing
a simple function
(x,y,z) --> 2 (x^2 - y z)
on the unit sphere, the only constraint present.
I tried it with two starting points, x1 = (1,0,0) and x2 = (0,0,1).
#-- Problem definition in R
f = function(x) 2 * (x[1]^2
Mark, you're right, and it's a bit embarrassing as I thought I had
looked at it closely enough.
This solves the problem for 'alabama::auglag()' in both cases, but NOT for
* NlcOptim::solnl -- with x0
* nloptr::auglag -- both x0, x1
* Rsolnp::solnp -- with x0
*
Yes. "*on* the unit sphere" means on the surface, as you can guess
from the equality constraint. And 'auglag()' does find the minimum, so
no need for a special approach.
I was/am interested in why all these other good solvers get stuck,
i.e., do not move away from the starting point. And how to
> Have anybody used this module?
> https://cran.r-project.org/web/packages/rredis/README.html
>
> Could share your experience please. thank you.
I have successfully used this package (on Linux and macOS) and I think
it is a great way of storing hashed data across different platforms
and
I tried to update my package {pracma} on CRAN from 2.4.2 (2022-09-21)
to version 2.4.4 (2023-11-08). This package reverse depends / imports
/ suggests on 350 packages on CRAN and 25 packages on Bioconductor.
The only changes are small corrections on some help files, a new
function for
What really interests me:
With all those strict checking procedures, how is it possible that the
new 'Matrix' version got accepted on CRAN?
I think this happened twice to me before, and it takes a lot of time
to check package dependencies that turn out to be not dependent --
more time than
quot;SANN".
See the Optimization cheatsheet I wrote with John Nash:
"NOTE: CG (John is the author!) and SANN are NOT recommended."
https://github.com/hwborchers/CheatSheets/blob/main/Base%20R%20Optim%20Cheatsheet.pdf
Hans W.
On Sun, 13 Aug 2023 at 21:28, Hans W wrote:
>
> While w
While working on 'random walk' applications, I got interested in
optimizing noisy objective functions. As an (artificial) example, the
following is the Rosenbrock function, where Gaussian noise of standard
deviation `sd = 0.01` is added to the function value.
fn <- function(x)
. Is there a library that provides this functionality?
Or is there a simple trick to do this in R? The expression 'x[0]' must
be possible, does this mean the syntax of R has to be twisted somehow?
Thanks, Hans W.
[[alternative HTML version deleted]]
__
R-help@r
tps://cran.r-project.org/package=index0
>
> On Sun, Apr 21, 2024, 3:56 AM Hans W wrote:
>>
>> As we all know, in R indices for vectors start with 1, i.e, x[0] is not a
>> correct expression. Some algorithms, e.g. in graph theory or combinatorics,
>> are much easier t
I hereby protest strongly against the misuse of this thread through
unnecessary and pointless discussions. My request was satisfactorily
answered with references to R libraries and legitimate warnings about
the use of zero-based indexing schemes in R. If you want to continue
the discussions,
jonas garcia garcia.jonas80 at googlemail.com writes:
Thanks for your reply,
My main issue is that I don't have any equations to generate the data, just
a bunch of points, each corresponding to a polygon.
I was looking in package sp and there is a function to calculate areas (
Remko Duursma remkoduursma at gmail.com writes:
Here is a different solution:
library(gpclib)
p1 - as(poly1, gpc.poly)
p2 - as(poly2, gpc.poly)
area.poly(p2) + area.poly(p1) - area.poly(union(p1,p2))
I.e., take areas of both polygons and subtract the union (check
plot(union(p1,p2))
Jan Theodore Galkowski bayesianlogic at acm.org writes:
I'm interested in the Rsolnp package. For their primary function
solnp, one example is given, and there is a reference to unit
tests. Anyone know where these can be found? Also, Rsolnp is
used in a few other packages (e.g.,
Eduardo de Oliveira Horta eduardo.oliveirahorta at gmail.com writes:
-- Forwarded message --
From: Eduardo de Oliveira Horta eduardo.oliveirahorta at gmail.com
Date: Wed, Nov 17, 2010 at 3:59 PM
Subject: Re: [R] Numerical integration
To: David Winsemius dwinsemius at
Czerminski, Ryszard Ryszard.Czerminski at astrazeneca.com writes:
I am looking for an efficient way to find near neighbors...
More specifically...
I have two sets of points: A B and I want to find
points in set B which are closer to set A than some
cutoff (or n-closest)
I will
dhacademic at gmail.com dhacademic at gmail.com writes:
Hi,
I am a beginner of R. There is a question about constraint minimization. A
function, y=f(x1,x2,x3x12), needs to be minimized. There are 3
requirements for the minimization:
(1) x2+x3+...+x12=1.5 (x1 is excluded);
(2)
dhacademic at gmail.com dhacademic at gmail.com writes:
Hi,
I have struggled on this bound optimization with equality constraint by
using optim function for two days, but still fail to prepare a good input.
Can anyone help to prepare the input for my specific case? Many thanks.
Best,
Lorenzo Isella lorenzo.isella at gmail.com writes:
Dear All,
I am a novice when it comes to time-series analysis and at the moment I
am actually interested in calculating the Hurst exponent of a time
series.
Some time ago I tested some of the classical chaotic time series
(such as the
, Hans W Borchers wrote:
Lorenzo Isellalorenzo.isellaat gmail.com writes:
Dear All,
I am a novice when it comes to time-series analysis and at the moment I
am actually interested in calculating the Hurst exponent of a time
series.
Some time ago I tested some of the classical chaotic
Uli Kleinwechter u.kleinwechter at uni-hohenheim.de writes:
Dear Ravi,
As I've already written to you, the problem indeed is to find a solution
to the transcendental equation y = x * T^(x-1), given y and T and the
optimization problem below only a workaround.
I don't think
s0300851 s0300851 at tp.edu.tw writes:
Hi everyone,
I have a question about using RWeka package，
we know that instruction make_Weka_classifier that can help
us to build a model,and evaluate_Weka_classifier instruction
can help us to evaluate the performance of the model using on new
Silvano silvano at uel.br writes:
Hi,
I want to build the table of a football league with 11
teams. All play together. So will 55 games.
Since there are an odd number of teams in each round a team
will not play.
The easy solution is moving around a table with one team pausing.
Nan Zhao nzhao at student.ethz.ch writes:
Thank you Dennis for your explanations!
The results you found are the same as mine. with first an infinity result,
followed by NaN. It seems that, when the number becomes too small, R must
round it up to 0. Hence I was wondering if there might a
Ben Holt BHolt at bio.ku.dk writes:
I have data similar to this:
Location Surveyor Result
A1 83
A2 76
A3 45
B1 71
B4 67
C2 23
C5 12
D3 34
E4
venkatesh bandaru venkatesh.bandaru at gmail.com writes:
If you had searched for it, you would have easily found the 'clue' package:
In package clue solve_LSAP() enables the user to solve the linear
sum assignment problem (LSAP) using an efficient C implementation
of the Hungarian
Ravi Varadhan rvaradhan at jhmi.edu writes:
However, The clue package has the solve_LSAP() function (as pointed out by
Hans Werner) that solves the linear sum assignment problem, but it uses the
Hungarian algorithm that was requested by you.
The lp.assign() function in lpSolve package (as
Vishnampettai akron_aadhithya at yahoo.com writes:
Hi,
I have a small doubt regarding naive Bayes. I am able to classify the
data's properly but i am just stuck up with how to get the probability
values for naive bayes. In the case of SVM we have attr function that
helps in displaying the
A. Marcia BARBOSA anamarciabarbosa at gmail.com writes:
Hi everyone. I have these data:
probClass-seq(0,0.9,0.1)
prob1-c(0.0070,0.0911,0.1973,0.2949,0.3936,0.5030,0.5985,0.6869,0.7820,0.8822)
prob2-c(0.0066,0.0791,0.2358,0.3478,0.3714,0.3860,0.6667,0.6400,0.7000,1.)
# which I'm
Barry Rowlingson b.rowlingson at lancaster.ac.uk writes:
On Wed, Sep 8, 2010 at 1:35 PM, Michael Bernsteiner
dethlef1 at hotmail.com wrote:
Dear all,
I'm optimizing a relatively simple function. Using optimize the optimized
parameter value is worse than the starting. why?
I would
baptiste auguie baptiste.auguie at googlemail.com writes:
Dear list,
I'm seeking some advice regarding a particular numerical integration I
wish to perform.
The integrand f takes two real arguments x and y and returns a vector
of constant length N. The range of integration is [0,
baptiste auguie baptiste.auguie at googlemail.com writes:
Thanks, adaptIntegrate() seems perfectly suited, I'll just need to
figure a transformation rule for the infinite limit. The suggestion of
x-1/x does not seem to work here because it also transforms 0 into
-infinity. I think exp(pi*
David Winsemius dwinsemius at comcast.net writes:
On Sep 21, 2010, at 11:33 AM, Cliff Clive wrote:
Hi everyone, I have a very quick question:
Is there a ready-made function in R or any R packages to find the
prime
factorization of an integer?
Yes. At least two. The obvious
baptiste auguie baptiste.auguie at googlemail.com writes:
Thanks. I am having trouble getting adaptIntegrate to work with a
multivalued integrand though, and cannot find a working example.
Anyone had better luck with it?
The function to be integrated needs a vector as input:
f -
David Winsemius dwinsemius at comcast.net writes:
A further citation that answers the question I raised (and
inaccurately predicted no value) regarding prime.sieve :
http://finzi.psych.upenn.edu/R/Rhelp02/archive/49773.html
This was found with Barons search facility set for rhelp
darckeen darckeen at hotmail.com writes:
Are there any packages that do non-linear integer otimization? Looked at
lpSolve but i'm pretty sure it only works with linear programming and not
non-linear, tried L-BFGS-B optim after flooring all my params, works
somewhat but seems really
darckeen darckeen at hotmail.com writes:
This is an example of the type of problem, and how i'm currently using
optim() to solve it.
I would classify this as an integer programming (IP) problem, it is not
even non-linear, as there are no continuous variables. Your approach with
optim() will
Leonardo Monasterio leonardo.monasterio at gmail.com writes:
Dear R users,
In the function bellow I want to find the maximum value of v,
subject to the constrain that the sum of x is equal to 1.
I want to maximize:
v-t(x)%*%distance%*%x
Subject to:
sum(x)=1
I do not see why you
Lorenzo Isella lorenzo.isella at gmail.com writes:
Dear All,
I am given a time series such at, at every time t_i, I am given a set
of data (every element of the set is just an integer number).
What I need is an injective function able to map every set into a
number (possibly an integer
Lorenzo Isella wrote:
Hello,
And sorry for the late reply.
You see, my problem is that it is not known a priori whether I have one
or two zeros of my function in the interval where I am considering it;
on top of that, does BBsolve allow me to select an interval of variation
of x?
Hans W Borchers wrote:
Let's see how many zeroes are there of the function sin(1/x) in the
interval
[0.1, 1.0]. Can you find out by plotting?
In the 1-dimensional case the simplest approach is to split into
subintervals
small enough to contain at most one zero and search each
Uwe Ziegenhagen ziegenhagen at gmail.com writes:
Hi,
I would like to calculate various hash sums for given string but haven't
found a suitable package, yet.
I found tools::md5sum which works only for files, however I would like to
avoid putting my string in a file before calculating the
I updated to Ubuntu 9.10 Beta yesterday, and yes I do see the same message
and I am a bit irritated. I don't want to read these 'marketing' lines any
time I start up R.
I simply deleted the lines from /etc/R/Rprofile.site for now, but I am
still wondering who put that in. Is there any deeper
Medha Atre medha.atre at gmail.com writes:
Hi,
I found the reason. By default it puts a condition for x = 0. Is
there a way to get rid of this condition?
The constraints x = 0 are used in most linear programming realizations.
Some bounds from below are needed. The trick to circumvent the
Simon Seibert simon.seibert at mytum.de writes:
Good evening list,
I'm looking for an R implementation of the Shuffled Complex
Evolutionâ (SCE-UA) algorithm after Duan et al. (1993). Does anybody
know if there is an extension/ package existing that contains it?
Thanks very much for your
I guess you may be looking for the Remez algorithm. AFAIK there is no
implementation in one of the R packages. You can find FORTRAN code in the
Collected Algorithms of the ACM (no. 604) which probably could be called
from R.
There appears to exist a discrete, equi-distant(?) version as function
Your function named 'gradient' is not the correct gradient. Take as an
example the following point x0, very near to the true minimum,
x0 - c(-0.2517964, 0.4898680, -0.2517962, 0.4898681, 0.7500995)
then you get
gradient(x0)
[1] -0.0372110470 0.0001816991 -0.0372102284
SJ Robson-Davis sr6827 at bristol.ac.uk writes:
I want to find the inverse of an integer k mod p (prime.) Is there a
function that can do this for me? I know i could simply write (k^(p-2)) %%
p, but i need to do this for large primes (above 100) and this gives the
warning message:
Andreas Wittmann andreas_wittmann at gmx.de writes:
Dear R-users,
i try to solve to following linear programm in R
0 * x_1 + 2/3 * x_2 + 1/3 * x_3 + 1/3 * x_4 = 0.3
x_1 + x_2 + x_3 + x_4 = 1
x_1, x_2, x_3, x_4 0,
x_1, x_2, x_3, x_4 1
as you can see i have no objective function
Sam K upperhalfplane at yahoo.co.uk writes:
Hi all,
Is there function on R for calculating Modula generators? For example for
primes above 100, e.g 157, i want
to know which number generates the group under multiplication mod 157. i.e i
want to find an element whose
order is 156. The
Geert Janssens janssens-geert at telenet.be writes:
Hi,
I'm quite new to the R-project. I was suggested to look into it because I am
trying to solve the Subset sum problem, which basically is:
Given a set of integers and an integer s, does any non-empty subset sum to s?
(See
Geert Janssens janssens-geert at telenet.be writes:
On Wednesday 9 December 2009, Hans W Borchers wrote:
Geert Janssens janssens-geert at telenet.be writes:
[ ... ]
Has anybody tackled this issue before in R ? If so, I would be very
grateful if you could share your solution with me
Gabor Grothendieck ggrothendieck at gmail.com writes:
Use a zero lookaround expression. It will not consume its match. See ?regexp
gregexpr(a(?=a), aaa, perl = TRUE)
[[1]]
[1] 1 2
attr(,match.length)
[1] 1 1
I wonder how you would count the number of occurrences of, for example,
Hans Werner
Correction: I meant the '\G' metacharacter in Perl, not a modifier.
On Sun, Dec 20, 2009 at 7:22 AM, Hans W Borchers
hwborchers at googlemail.com wrote:
Gabor Grothendieck ggrothendieck at gmail.com writes:
[Sorry; Gmane forces me to delete more quoted text
Oliver Kullmann O.Kullmann at swansea.ac.uk writes:
Hello,
I couldn't find information on whether the logarithmic integrals
Li_m(x) = integral_0^x log(t)^(-m) dt
for x = 0 are available in R?
I saw your request only this weekend.
The first logarithmic integral can be computed using
.
I am certain I 've seen them in AandS' handbook (where else?), but
sure cannot remember in which chapter or page.
Which logarithmic integrals do you really need, and on what range?
Regards,
Hans Werner
On Sat, May 29, 2010 at 01:15:29PM +, Hans W. Borchers wrote:
Oliver Kullmann
suman dhara suman.dhara89 at gmail.com writes:
Sir,
I want to calculate double integral in R. Is there any function to do this?
If your domain of integration is a hypercube, try packages 'cubature'
or 'R2cuba'.
Otherwise, you have to uncover more information about your specific
problem
Sarah Sanchez sarah_sanchez09 at yahoo.com writes:
Dear R helpers
I am working on the Bi-variate Normal distribution probabilities.
I need to double integrate the following function
(actually simplified form of bivariate normal distribution)
f(x, y) = exp [ - 0.549451 * (x^2 + y^2 - 0.6
Bogaso Christofer bogaso.christofer at gmail.com writes:
Hi Ravi, your suggestion helped me as well a lot. If I look into
that function, I see this function is calling another function :
.Call(doCubature, as.integer(fDim), body(f.check),
as.double(lowerLimit),
Ravi Varadhan rvaradhan at jhmi.edu writes:
Interesting!
Now, if I change the cost matrix, D, in the LSAP formulation slightly
such that it is quadratic, it finds the best solution to your example:
Dear Ravi,
I thought your solution is ingenious, but after the discussion with
Erwin
Ravi Varadhan rvaradhan at jhmi.edu writes:
Dear Hans,
I agree with your comments. My intuition was that the quadratic
form would be better behaved than the radical form (less
nonlinear!?). So, I was hoping to see a change in behavior when
the cost function was altered from a radical
Ted.Harding at manchester.ac.uk writes:
[...]
I suspect this is an invented computation -- the 3456 strikes
me as unlikely (it reminds me of my habitual illustrative use
of set.seed(54321)).
There is a definite problem with the development given by kayj.
When k=2000 and i=k, the
kayj kjaja27 at yahoo.com writes:
Hi All,
thank you all for your help. I have tried Bill's script and it works! so I
am trying to think what was the problem and it looks like it i sthe
precision. so you defined a function of the precision and evaluates at
precision=500. Bill, I was
Dimitri Shvorob dimitri.shvorob at gmail.com writes:
Is it a subset of a vector containing 100 elements, or 1ths?
I need to pick 2-40 elements out of a 50-200-element-long vector.
A random number of elements that should be chosen, or the best 10 values
which sums up to a defined
Dimitri Shvorob dimitri.shvorob at gmail.com writes:
This is a subset sum problem and has been discussed here in December
Thanks a lot! Will investigate.
Can you settle for an approximate solution?
Absolutely.
You can use the script from the thread subset sum problem to find
Dimitri Shvorob wrote:
Same request to Hans:
I am afraid I need a little more spoon-feeding following
I sent a GAMS script modeling this problem to the NEOS solvers
Thanks a lot!
If you have access to CPLEX (I mean the commercial program, not Rcplex
which is just an interface to
Dimitri Shvorob dimitri.shvorob at gmail.com writes:
Given vector of numbers x, I wish to select an n-subset with sum closest
fixed value s. Can anyone advise me how to approach this, in R?
I have considered Rcplex package, which handles integer/binary
linear/quadratic optimization
Erwin Kalvelagen-2 wrote:
Hans W Borchers hwborchers at googlemail.com writes:
# Prepare inputs for MILP solver
obj - c(rep(0, n), 0, 1, 1, 0)
typ - c(rep(B, n), B, C, C, B)
mat - matrix(c(s, -z, -1, 1, 0,# a = a_p + a_m
rep(0, n), 1, 0, 0
David Neu david at davidneu.com writes:
Hi,
I have a list of vectors (of varying lengths). I'd like to sort this
list by applying a function to each pair of vectors in the list and
returning information to sorting routine that let's it know which one
is larger.
To solve problems like
David Neu david at davidneu.com writes:
David Neu david at davidneu.com writes:
Hi,
I have a list of vectors (of varying lengths). I'd like to sort this
list by applying a function to each pair of vectors in the list and
returning information to sorting routine that let's it know which
Hi there,
I do assume you are talking about the CVXOPT (and CVXMOD) Python package(s).
Please note that CVXOPT only contains _interfaces_ to the solvers in MOSEK,
because these are commercial products (as Roger Koenker already has mentioned).
There appear to be some Python/Scipy-based solvers
Andreas Klein klein82517 at yahoo.de writes:
Hello.
I have some problems, when I try to model an
optimization problem with some constraints.
The original problem cannot be solved analytically, so
I have to use routines like Simulated Annealing or
Sequential Quadric Programming.
But
Dear R Help,
is someone going to write a R/S language lexer for the Pygments Python syntax
highlighter http://pygments.org/? As it is used now by Trac, Django, or the
Python documentation tool Sphinx, the R community can apply it in Python-based
Wikis like Moinmoin and others.
Hans Werner
Paul Smith phhs80 at gmail.com writes:
The problem with DEoptim approach is that is not guaranteed that it
converges to the solution. Moreover, from my experience, it seems to
be quite slow when the optimization problem is high-dimensional (i.e.,
with many variables).
Paul
There is a
I have a set of data frames ds1, ds2, ... each having the same columns
and column names:
ds1 - data.frame(x=c(1,2,3,4), y=c(5,6,7,8))
ds1 - data.frame(x=c(9,10,11,12), y=c(13,14,15,16))
...
and I would like to combine them into just one data frame like
ds - rbind(ds1, ds2, ...)
Because
Chris.Wilcox at csiro.au writes:
Dear List,
[...]
We are looking for a solver that can deal with this nonlinear integer
programming problem. We looked at a number of packages on the CRAN Task
View: Optimization and Mathematical Programming, however, we have not
been able to locate
There is a discussion on this topic under the heading A shorter version of
.Last.value on July 7, 2008, see for example
http://www.nabble.com/A-shorter-version-of-%22.Last.value%22--to18322831.html#a18322831
--Hans Werner
Stephane-18 wrote:
Hi everyone,
I was just wondering if there is an
Rahul Varshney itsrahulvarshney at gmail.com writes:
I'll appreciate the help on the following problem:
I solved many Nonlinear programming problems with nonlinear
constraintsRdonlp is working well but i am unable to get INTEGER data
with nonlinear constraints in Rdonlp. Is it
Dear List:
An e-mail mentioning the r-project.org address and sent to a friend at a German
university was considered spam by the local spam filter.
Its reasoning: the URL r-project.org is blacklisted at uribl.swinog.ch resp.
at antispam.imp.ch. I checked the list
Dear list:
Being a bit unsatisfied with global optimization approaches in R such as SANN
(in 'optim') or DEoptim, I looked for alternatives on the Web, such as PSwarm
http://www.norg.uminho.pt/aivaz/pswarm/ or PIKAIA.
There is an R interface to PSwarm (version 1.4) on its home page which I was
Having given a lecture on Numerical Derivatives just a short time ago, I
would like to mention the following:
Many functions, especially in engineering, are not available as formulas
built simply from arithmetical operators and elementary functions. They are
provided as intricate procedures, as
Nair, Murlidharan T mnair at iusb.edu writes:
Hi!!
I am interesting in computing the radius of an arc that best approximates
a curve. Is there an R function that I can use to draw an arc?
Nothing useful came up when I searched help.search. Does anyone have any
suggestion to do this?
Nair, Murlidharan T mnair at iusb.edu writes:
Alex Brenning, the developer of the RSAGA package told me that and I quote
the RSAGA package (which uses functions from the free geographical
information system [GIS] SAGA GIS) has a curvature function that is designed
to calculate the
I found the 'biOps' package for Image and data analysis quite helpful.
(I did some astronomical investigations with it --- counting galaxies in
a Hubble picture---and I do recommend this package.)
Under Windows you have to unpack the 'libjpeg' and 'libtiff' libraries
beforehand somewhere in
There is the 'fdim' package that computes the fractal dimension D.
Between D and the Hurst exponent H there should be a relation
D = 2 - H
I wonder if this is true when computing D and H with different
approaches
Regards,
Hans Werner Borchers
ABB Corporate Research
tolga.i.uzuner at
Duncan Murdoch murdoch at stats.uwo.ca writes:
On 04/08/2008 12:50 PM, Arthur Roberts wrote:
Hi, all,
I would like to know if there is any gui interface out there
(academic or commercial) that allows one to edit R-language generated
graphs (e.g positioning x axis labels.) It
alan.ng at gmx.net writes:
Hello,
I am trying to run a constrained optimization in R. constrOptim is really
useful and has helped me a lot, but unfortunately, it doesn't provide the
hessian. Is there a solution to this problem?
You didn't provide an example to understand why 'optim'
As your curve is defined by its points, I don't see any reason to
artificially apply functions such as 'uniroot' or 'optim' (being a
real overkill in this situation).
First smooth the curve with splines, Savitsky-Golay, or Whittacker
smoothing, etc., then loop through the sequence of points
Maura E Monville maura.monville at gmail.com writes:
Is the FastICA R implementation as good as the MatLab Implementation ?
I would appreciate talking to someone who has used FastICA for R.
The fastICA packages for Matlab and R (and there is even a version for Python)
have a common origin at
Prof Brian Ripley ripley at stats.ox.ac.uk writes:
On Tue, 12 Aug 2008, someone with no signature wrote:
Maura E Monville maura.monville at gmail.com writes:
Is the FastICA R implementation as good as the MatLab Implementation ?
I would appreciate talking to someone who has used
I may not have been as wrong as Prof. Ripley suggested when I wrote The
fastICA packages for Matlab and R (...) have a common origin at the Helsinki
University of Technology.
Please consider the following lines from the 'fastICA' help page (?fastICA):
FastICA algorithm
Description:
One way to port these kinds of models between applications is the
Predictive Model Markup Language (PMML). The R package 'PMML' supports
linear regression, rpart, SVM, and others, not adaBoost. On the other
side, not even the Python machine learning library Orange does have
an import function
Öhagen Patrik Patrik.Ohagen at mpa.se writes:
Dear List,
I have used all my resources (i.e. help.search) and I still havn't been
able to figure out if there is an Exponential Smoothing command in R.
A few weeks ago the book Forecasting with Exponential Smoothing by
Hyndman et al. has
Paul Smith phhs80 at gmail.com writes:
Up to my best knowledge, R cannot deal with optimization problems with
nonlinear constraints, unless one uses the penalty method. Outside R,
Ipopt and Algencan can solve problems like yours, but one needs to
program in AMPL and/or C/Fortran.
Paul
Hesen Peng hesen.peng at gmail.com writes:
Hi my R buddies,
I'm trying to solve a specific group of convex optimization in R. The
admissible region is the inside and surface of a multi-dimensional
eclipse area and the goal function is the sum of absolution values of
the variables. Could
Shengqiao Li shli at stat.wvu.edu writes:
Hello,
I want to do regression or missing value imputation by knn. I searched
r-help mailing list. This question was asked in 2005. ksmooth and loess
were recommended. But my case is different. I have many predictors
(p20) and I really want try
Dear Sébastien,
identifying similarity in curves or time series is one of the main tasks
in the quite recent field of 'Functional Data analysis' (FDA). See the
2005 book by Silverman from Springer Verlag or the corresponding Web page
at url{http://www.psych.mcgill.ca/misc/fda/}.
The 'fda'
This is a summary of discussions between Shengqiao Li and me,
entered here as a reference for future requests on knn regression
or missing value imputation based on a nearest neighbor approach.
There several functions that can be used for 'nearest neighbor'
classification such as knn, knn1 (in
Dear Georges,
if you are interested in optimization methods in R, there is the
Optimization Task View that has been set up only a few weeks ago. Most
likely it covers all the optimization algorithms available in R packages.
For constraint handling there have been some postings in April and May
like 'lattice' and 'ggplot2'. Searching R-help
revealed that 'histogram' is spelled 'histogramm' in almost 2% of the
time. I now know how to color whole bars, but did not find a solution
for this specific kind of visualization.
Many thanks in advance, Hans Werner Borchers
Hans W. Borchers
ABB
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