Thank you all. We must think about implementing these packages. In the meantime, I should clarify my question: Is there any evidence that doing the dumb for loop discretisation is any more dangerous in R, than in any other language? Apparently not?
Best, Markku Karhunen > have you looked at lsoda{odesolve}? > > have you looked at the scripts\CSTR subdirectory in the fda package? > it includes an example worked in both R and Matlab with slightly > better answers in R but with a much longer compute time. > > sg > > The fda package > > Peter Dalgaard wrote: >> Markku Karhunen wrote: >> >>> Thanks, Dr. Maechler. >>> >>>> No, there's no such track. >>>> [ Matlab users coming to R may produce wrong R code >>>> by using 0:n-1 instead of 0:(n-1) ; but I don't assume this >>>> would be the case ] >>>> >>>> >>> Been there, done that! >>> >>>> MK> We use just a simple discretisation written in a for loop >>>> MK> and a variable (i.e. user-fed) time step. >>>> >>>> I don't think you should use your own code instead of "professional" >>>> ODE solvers, such as the one in R package 'odesolve'.... >>>> >>>> >>> We must look into that. The problem, maybe, is that in fact half of >>> the equations are, in fact, simple PDE's and I don't know, if you >>> can put them into odesolve. >>> >> Usually, you can convert them to a system of ODE's ("the method of >> lines" if i remember correctly). >> >> One slight caveat with the high-end ODE solvers is that sometimes they >> are too smart for their own good when used in connection with parameter >> estimation. Because of things like adaptive stepsizing, you might end up >> with sums of squared residuals that are non-smooth functions of the >> parameters. This happens especially easily if the system itself is not >> quite smooth (e.g. if your input to the system is a step function). >> >> >>>> MK> Maybe, I'm too neurotic about this, but I guess I just want >>>> some comfort MK> after seeing a few particularly nasty orbits. >>>> >>>> As we know ``from Chaos theory'', there can be delicate >>>> inhereent and numerical problems in ODE solving.. >>>> >>> But - to our best knowledge - they should not be any more acute in >>> R, than on any other platform... >>> >>> BR, >>> Markku >>> >>> ______________________________________________ >>> R-help@r-project.org 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@r-project.org 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.