Re: [R] help about solving two equations
Ravi Varadhan wrote:
require(BB)
fn - function(x, s){
f - rep(NA, length(x))
f[1] - digamma(x[1]) - digamma(x[1]+x[2]) - s[1]
f[2] - digamma(x[2]) - digamma(x[1]+x[2]) - s[2]
f
}
nr - 10
smat - matrix(runif(2*nr, -3, -1), nr, 2)
soln - matrix(NA, nr, 2)
for (i in 1:nr) {
ans - dfsane(par=c(1,1), fn=fn, s=smat[i, ], control=list(trace=FALSE))
soln[i, ] - ans$par
}
soln # your solution
As I mentioned in a previous post to the original question, it is necessary
to record if an algorithm actually found a solution. I would also advise you
to try an alternative to BB; it's a bit quicker in your case and seems to
fail less frequently.
Like this:
library(nleqslv)
library(BB)
fn - function(x, s){
f - rep(NA, length(x))
f[1] - digamma(x[1]) - digamma(x[1]+x[2]) - s[1]
f[2] - digamma(x[2]) - digamma(x[1]+x[2]) - s[2]
f
}
s - c(-2,-4)
xstart - c(1,1)
Krep - 100
smat - matrix(runif(2*Krep, -3, -1), Krep, 2)
sobb - matrix(NA, Krep, 2)
sonl - matrix(NA, Krep, 2)
system.time( {
noncvg - 0
for(k in seq(Krep)) {
ans - nleqslv(xstart,fn, s=smat[k,],method=Newton)
if(ans$termcd1){noncvg-noncvg+1;sonl[k,] - c(NA,NA)} else sonl[k,]
- ans$x
}
msg - sprintf(Non convergence %d == %.2f%%\n, noncvg,
noncvg/Krep*100)
print(msg)
})
system.time( {
noncvg - 0
for(k in seq(Krep)) {
ans - dfsane(par=xstart, fn=fn,
s=smat[k,],control=list(trace=FALSE))
if(ans$convergence0){noncvg-noncvg+1;sobb[k,] - c(NA,NA)} else
sobb[k,] - ans$par
}
msg - sprintf(Non convergence %d == %.2f%%\n, noncvg,
noncvg/Krep*100)
print(msg)
})
sonl
sobb
Berend
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Re: [R] help about solving two equations
Here you go:
require(BB)
fn - function(x, s){
f - rep(NA, length(x))
f[1] - digamma(x[1]) - digamma(x[1]+x[2]) - s[1]
f[2] - digamma(x[2]) - digamma(x[1]+x[2]) - s[2]
f
}
nr - 10
smat - matrix(runif(2*nr, -3, -1), nr, 2)
soln - matrix(NA, nr, 2)
for (i in 1:nr) {
ans - dfsane(par=c(1,1), fn=fn, s=smat[i, ], control=list(trace=FALSE))
soln[i, ] - ans$par
}
soln # your solution
Hope this helps,
Ravi.
-Original Message-
From: Shaoqiong Zhao [mailto:zh...@uwm.edu]
Sent: Friday, March 12, 2010 5:20 PM
To: Ravi Varadhan
Cc: r-help@r-project.org
Subject: Re: [R] help about solving two equations
Hello Professor Ravi,
I installed the BB package. It is so useful. Thanks a lot for developing this
package for solving nonloinear equations.
I tried couple of different ways to do the loop, but still ccant work it out.
Now I have s, which is a 1000*2 matrix,
I want to solve p,q for each row of s,
I use the following loop but it still give me one value for p,q
for (i in 1:1000)
{
fn - function(x, s){
f - rep(NA, length(x))
f[1] - digamma(x[1]) - digamma(x[1]+x[2]) - s[i,1]
f[2] - digamma(x[2]) - digamma(x[1]+x[2]) - s[i,2]
f
}
s - matrix(
ans - dfsane(par=c(1,1), fn=fn, s=s)
}
ans$par
I still only get one value for p,q. I tried couple of different ways to do the
loop, still didnt get any results.
Sorry to bother you again.
Best,
Annie
- Original Message -
From: Ravi Varadhan rvarad...@jhmi.edu
To: Shaoqiong Zhao zh...@uwm.edu
Cc: r-help@r-project.org
Sent: Thursday, March 11, 2010 8:02:43 PM GMT -06:00 US/Canada Central
Subject: Re: [R] help about solving two equations
You have to install it from CRAN before you can load it into your session.
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
- Original Message -
From: Shaoqiong Zhao zh...@uwm.edu
Date: Thursday, March 11, 2010 9:00 pm
Subject: Re: [R] help about solving two equations
To: Ravi Varadhan rvarad...@jhmi.edu
Cc: r-help@r-project.org
Hello Professor Ravi,
I tried to load BB into R, but I got the following message:
library(BB)
Error in library(BB) : there is no package called 'BB'
library(BB)
Error in library(BB) : there is no package called 'BB'
Can you tell me why?
Thanks a lot.
Annie
- Original Message -
From: Ravi Varadhan rvarad...@jhmi.edu
To: Shaoqiong Zhao zh...@uwm.edu
Cc: r-help@r-project.org
Sent: Wednesday, March 10, 2010 9:03:25 PM GMT -06:00 US/Canada Central
Subject: Re: [R] help about solving two equations
Here is how you can solve:
fn - function(x, s){
f - rep(NA, length(x))
f[1] - digamma(x[1]) - digamma(x[1]+x[2]) - s[1]
f[2] - digamma(x[2]) - digamma(x[1]+x[2]) - s[2]
f
}
require(BB) # load this package for the nonlinear solver
s - c(-2, -4) # one row of s1 and s2
ans - dfsane(par=c(1,1), fn=fn, s=s)
ans$par # solutions for p and q
You can then loop through for each row of s1 and s2 and solve it to
get corresponding p and q.
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: Shaoqiong Zhao zh...@uwm.edu
Date: Wednesday, March 10, 2010 8:19 pm
Subject: [R] help about solving two equations
To: r-help@r-project.org
I have two matrix s1 and s2, each of them is 1000*1.
and I have two equations:
digamma(p)-digamma(p+q)=s1,
digamma(q)-digamma(p+q)=s2,
and I want to sovle these two equations to get the value of x and
y,
which are also two 1000*1 matrices.
I write a program like this:
f - function(x) {
p- x[1]; q - x[2];
((digamma(p)-digamma(p+q)-s1[2,]) )^2
+((digamma(q)-digamma(p+q)-s2[2,]) )^2
}
s - 1:10/10
g - expand.grid(p = s, q = s)
idx - which.min(apply(g, 1, f))
idx
g[idx,]
I am not sure if this is correct and also this can only solve one
row. How to get the whole 1000 rows of p and q?
Thanks.
Annie
__
R-help@r-project.org mailing list
PLEASE do read the posting guide
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.
Re: [R] help about solving two equations
Shaoqiong Zhao wrote:
I am not sure if this is correct and also this can only solve one row. How
to get the whole 1000 rows of p and q?
You can try something like this:
library(nleqslv)
library(BB)
fn - function(x, s){
f - rep(NA, length(x))
f[1] - digamma(x[1]) - digamma(x[1]+x[2]) - s[1]
f[2] - digamma(x[2]) - digamma(x[1]+x[2]) - s[2]
f
}
xstart - c(1,1)
Krep - 100
s1 - rnorm(Krep,mean=-2,sd=.5)
s2 - rnorm(Krep,mean=-4,sd=.5)
sz - cbind(s1,s2)
xans - matrix(ncol=2,nrow=Krep)
system.time( {
noncvg - 0
for(k in seq(Krep)) {
ans - nleqslv(xstart,fn, s=sz[k,],method=Newton)
xans[k,] - ans$x
if(ans$termcd1){noncvg-noncvg+1}
}
msg - sprintf(Non convergence %d == %.2f%%\n, noncvg,
noncvg/Krep*100)
print(msg)
})
system.time( {
noncvg - 0
for(k in seq(Krep)) {
ans - dfsane(par=xstart, fn=fn, s=sz[k,],control=list(trace=FALSE))
xans[k,] - ans$par
if(ans$convergence0){noncvg-noncvg+1}
}
msg - sprintf(Non convergence %d == %.2f%%\n, noncvg,
noncvg/Krep*100)
print(msg)
})
It seems that nleqslv finds more solutions than dfsane and is also quite a
bit quicker.
Berend
--
View this message in context:
http://n4.nabble.com/help-about-solving-two-equations-tp1588313p1588731.html
Sent from the R help mailing list archive at Nabble.com.
__
R-help@r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] help about solving two equations
You have to install it from CRAN before you can load it into your session.
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: Shaoqiong Zhao zh...@uwm.edu
Date: Thursday, March 11, 2010 9:00 pm
Subject: Re: [R] help about solving two equations
To: Ravi Varadhan rvarad...@jhmi.edu
Cc: r-help@r-project.org
Hello Professor Ravi,
I tried to load BB into R, but I got the following message:
library(BB)
Error in library(BB) : there is no package called 'BB'
library(BB)
Error in library(BB) : there is no package called 'BB'
Can you tell me why?
Thanks a lot.
Annie
- Original Message -
From: Ravi Varadhan rvarad...@jhmi.edu
To: Shaoqiong Zhao zh...@uwm.edu
Cc: r-help@r-project.org
Sent: Wednesday, March 10, 2010 9:03:25 PM GMT -06:00 US/Canada Central
Subject: Re: [R] help about solving two equations
Here is how you can solve:
fn - function(x, s){
f - rep(NA, length(x))
f[1] - digamma(x[1]) - digamma(x[1]+x[2]) - s[1]
f[2] - digamma(x[2]) - digamma(x[1]+x[2]) - s[2]
f
}
require(BB) # load this package for the nonlinear solver
s - c(-2, -4) # one row of s1 and s2
ans - dfsane(par=c(1,1), fn=fn, s=s)
ans$par # solutions for p and q
You can then loop through for each row of s1 and s2 and solve it to
get corresponding p and q.
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: Shaoqiong Zhao zh...@uwm.edu
Date: Wednesday, March 10, 2010 8:19 pm
Subject: [R] help about solving two equations
To: r-help@r-project.org
I have two matrix s1 and s2, each of them is 1000*1.
and I have two equations:
digamma(p)-digamma(p+q)=s1,
digamma(q)-digamma(p+q)=s2,
and I want to sovle these two equations to get the value of x and
y,
which are also two 1000*1 matrices.
I write a program like this:
f - function(x) {
p- x[1]; q - x[2];
((digamma(p)-digamma(p+q)-s1[2,]) )^2
+((digamma(q)-digamma(p+q)-s2[2,]) )^2
}
s - 1:10/10
g - expand.grid(p = s, q = s)
idx - which.min(apply(g, 1, f))
idx
g[idx,]
I am not sure if this is correct and also this can only solve one
row. How to get the whole 1000 rows of p and q?
Thanks.
Annie
__
R-help@r-project.org mailing list
PLEASE do read the posting guide
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.
Re: [R] help about solving two equations
Hello Professor Ravi,
I tried to load BB into R, but I got the following message:
library(BB)
Error in library(BB) : there is no package called 'BB'
library(BB)
Error in library(BB) : there is no package called 'BB'
Can you tell me why?
Thanks a lot.
Annie
- Original Message -
From: Ravi Varadhan rvarad...@jhmi.edu
To: Shaoqiong Zhao zh...@uwm.edu
Cc: r-help@r-project.org
Sent: Wednesday, March 10, 2010 9:03:25 PM GMT -06:00 US/Canada Central
Subject: Re: [R] help about solving two equations
Here is how you can solve:
fn - function(x, s){
f - rep(NA, length(x))
f[1] - digamma(x[1]) - digamma(x[1]+x[2]) - s[1]
f[2] - digamma(x[2]) - digamma(x[1]+x[2]) - s[2]
f
}
require(BB) # load this package for the nonlinear solver
s - c(-2, -4) # one row of s1 and s2
ans - dfsane(par=c(1,1), fn=fn, s=s)
ans$par # solutions for p and q
You can then loop through for each row of s1 and s2 and solve it to get
corresponding p and q.
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: Shaoqiong Zhao zh...@uwm.edu
Date: Wednesday, March 10, 2010 8:19 pm
Subject: [R] help about solving two equations
To: r-help@r-project.org
I have two matrix s1 and s2, each of them is 1000*1.
and I have two equations:
digamma(p)-digamma(p+q)=s1,
digamma(q)-digamma(p+q)=s2,
and I want to sovle these two equations to get the value of x and y,
which are also two 1000*1 matrices.
I write a program like this:
f - function(x) {
p- x[1]; q - x[2];
((digamma(p)-digamma(p+q)-s1[2,]) )^2
+((digamma(q)-digamma(p+q)-s2[2,]) )^2
}
s - 1:10/10
g - expand.grid(p = s, q = s)
idx - which.min(apply(g, 1, f))
idx
g[idx,]
I am not sure if this is correct and also this can only solve one
row. How to get the whole 1000 rows of p and q?
Thanks.
Annie
__
R-help@r-project.org mailing list
PLEASE do read the posting guide
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.
Re: [R] help about solving two equations
Here is how you can solve:
fn - function(x, s){
f - rep(NA, length(x))
f[1] - digamma(x[1]) - digamma(x[1]+x[2]) - s[1]
f[2] - digamma(x[2]) - digamma(x[1]+x[2]) - s[2]
f
}
require(BB) # load this package for the nonlinear solver
s - c(-2, -4) # one row of s1 and s2
ans - dfsane(par=c(1,1), fn=fn, s=s)
ans$par # solutions for p and q
You can then loop through for each row of s1 and s2 and solve it to get
corresponding p and q.
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: Shaoqiong Zhao zh...@uwm.edu
Date: Wednesday, March 10, 2010 8:19 pm
Subject: [R] help about solving two equations
To: r-help@r-project.org
I have two matrix s1 and s2, each of them is 1000*1.
and I have two equations:
digamma(p)-digamma(p+q)=s1,
digamma(q)-digamma(p+q)=s2,
and I want to sovle these two equations to get the value of x and y,
which are also two 1000*1 matrices.
I write a program like this:
f - function(x) {
p- x[1]; q - x[2];
((digamma(p)-digamma(p+q)-s1[2,]) )^2
+((digamma(q)-digamma(p+q)-s2[2,]) )^2
}
s - 1:10/10
g - expand.grid(p = s, q = s)
idx - which.min(apply(g, 1, f))
idx
g[idx,]
I am not sure if this is correct and also this can only solve one
row. How to get the whole 1000 rows of p and q?
Thanks.
Annie
__
R-help@r-project.org mailing list
PLEASE do read the posting guide
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.
Re: [R] help about solving two equations
Shaoqiong Zhao wrote:
I have two matrix s1 and s2, each of them is 1000*1.
and I have two equations:
digamma(p)-digamma(p+q)=s1,
digamma(q)-digamma(p+q)=s2,
and I want to sovle these two equations to get the value of x and y, which
are also two 1000*1 matrices.
Besides BB there is another package for solving systems of equations:
nleqslv.
Use Ravi's definition of your function.
fn - function(x, s){
f - rep(NA, length(x))
f[1] - digamma(x[1]) - digamma(x[1]+x[2]) - s[1]
f[2] - digamma(x[2]) - digamma(x[1]+x[2]) - s[2]
f
}
s - c(-2,-4)
xstart - c(1,1)
library(nleqslv)
z1 - nleqslv(xstart,fn,s=s)
z1
or for more detail
z2 - nleqslv(xstart,fn,s=s, control=list(trace=1))
z2
Berend
--
View this message in context:
http://n4.nabble.com/help-about-solving-two-equations-tp1588313p1588503.html
Sent from the R help mailing list archive at Nabble.com.
__
R-help@r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] help about solving the equations
dahuang wrote: i wanna get x from the equations: Ax=x, given A is a matrix. How can i apply it in R? thanks ?solve -- View this message in context: http://www.nabble.com/help-about-solving-the-equations-tp25738073p25738401.html Sent from the R help mailing list archive at Nabble.com. __ 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.
Re: [R] help about solving the equations
x is the eigenvector corresponding to eigenvalue 1. See ?eigen. On Sun, Oct 4, 2009 at 9:31 AM, dahuang tsyell...@hotmail.com wrote: i wanna get x from the equations: Ax=x, given A is a matrix. How can i apply it in R? thanks -- View this message in context: http://www.nabble.com/help-about-solving-the-equations-tp25738073p25738073.html Sent from the R help mailing list archive at Nabble.com. __ 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.
Re: [R] help about solving the equations
Gabor Grothendieck wrote: x is the eigenvector corresponding to eigenvalue 1. See ?eigen. Correct. I should have looked better. Berend -- View this message in context: http://www.nabble.com/help-about-solving-the-equations-tp25738073p25740459.html Sent from the R help mailing list archive at Nabble.com. __ 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.
