I'll not be able to comment on the use of C like this, but will warn that I
wrote the
routines that became Nelder-Mead, CG, and BFGS in optim() in the mid 1970s. CG
never did
as well as I would like, but the other two routines turned out pretty well.
However, in
nearly 40 years, there are a few
In the past 6 months I've been struggling with an issue that has been raised
periodically
on the lists. This is the need to share information across a group of
functions, possibly
from different packages. So far I've found solutions that are either quite
clumsy or else
don't work as have (likely
Previously, I've posted queries about this, and thanks to postings and messages
in
response have recently had some success, to the extent that there is now a
package called
nlmrt on the R-forge project https://r-forge.r-project.org/R/?group_id=395 for
solving
nonlinear least squares problems tha
orderings on sums of large numbers of items.
JN
On 12/14/2011 03:58 PM, Uwe Ligges wrote:
>
>
> On 14.12.2011 17:19, peter dalgaard wrote:
>>
>> On Dec 14, 2011, at 16:19 , John C Nash wrote:
>>
>>>
>>> Following this thread, I wondered why nobody
Following this thread, I wondered why nobody tried cumsum to see where the
integer
overflow occurs. On the shorter xx vector in the little script below I get a
message:
Warning message:
Integer overflow in 'cumsum'; use 'cumsum(as.numeric(.))'
>
But sum() does not give such a warning, which I
With some chagrin after spending a couple of hours trying to debug a script, I
realized I
had typed in something like
ans<-optimx(start, myfn, mygr, lower<-lo, upper=up)
that is, the "<-" rather than "=". The outcome on my machine was a non-obvious
error
several layers deep in the call stack. F
I think the poster is interested in being able to try the build/check on a Mac
in the
fashion that Winbuilder does. That is, rather than have CRAN do all the
platform checks,
is there a way to submit a package to be tested for just one platform?
It may be useful to have such a facility so packag
Thanks for quick reply.
To help others I'll put in short comments in edited thread.
On 11/02/2011 03:54 PM, Prof Brian Ripley wrote:
> On Wed, 2 Nov 2011, John C Nash wrote:
>
>> In re-factoring my optimx package, I'm finding that the pdf output has some
>> l
In re-factoring my optimx package, I'm finding that the pdf output has some
lines that are
outside the margins (and there are warnings in R CMD check optimx). Clearly I
can fix this
by editing the tex file that is generated, but the build infrastructure would
still get
things wrong in automatic
I've been trying to prepare some wrappers for optimization objective functions
and
gradients that use try() to check for computable functions. I'm also trying to
do scaling
as per optim() so that a number of methods that are available on CRAN and
R-Forge can use
parameter and function scaling. T
This is mainly a reminder to others developing R packages to be careful not to
supply
control list items that are not used by the called package. Optimx is a wrapper
package
that aims to provide a common syntax to a number of existing optimization
packages.
Recently in extending optimx package I
This message is about a curious difference in timing between two ways of
computing the
same function. One uses expm, so is expected to be a bit slower, but "a bit"
turned out to
be a factor of >1000. The code is below. We would be grateful if anyone can
point out any
egregious bad practice in ou
I've been finding that the "loose ends" in many of these older codes cause more
trouble
than it is worth in their use. When I encounter them, I've attempted to
re-program the
algorithm in R. A lot of the Fortran code is because of the software structure
the author
used and nothing to do with the
In building a function for a package, I'd like to set the defaults in a control
list,
e.g.,
makeg<-function(parameters, eps = 1.0e-7, control=list(showwork=TRUE,
rubbish=1.0e+101)){
etc.
}
This does not provide showwork or rubbish within the function if control() is
not fully
specified.
I tend to code with return(), at least in development, because I've once
stepped in the
cowpad of
ans<- list()
then attr(ans )
and forgot to do another
ans
so got only part of what I wanted. Perhaps its just my thinking style, but I
agree with
some others who suggest that it
In my reminder that GSoC project proposals are requested (to R wiki developers'
projects
page for GSoC 2011), I mentioned that Dirk Eddelbuettel had acted as leader for
the R
Foundation activity on GSoC prior to handing the torch to Claudia Beleites and
I for this
year. I should have mentioned t
The 2011 Google Summer of Code will soon be open for organizations to submit
potential
projects for which students may apply (with detailed plans) for funding. We
have some
proposals in process at
http://rwiki.sciviews.org/doku.php?id=developers:projects:gsoc2011
Note that projects do need to h
No, this is not about Rcpp, but a comment in that overly long discussion raised
a question
that has been in my mind for a while.
This is that one may have work that is used in R in the base functionality and
there are
improvements that should be incorporated.
For me, this concerns the BFGS, Nel
Thanks for comments from several folk, fix from Doug Bates and start to finding
new email
for ucminf maintainer.
Summary of responses:
DBLEPR and its relations are briefly mentioned but with no or minimal examples
in Writing
R Extensions as well as Venables and Ripley book. I should have emphas
My reaction is leaning heavily towards "Virtuoso!" as opposed to "Show Off!".
Thanks very much.
JN
On 11/16/2010 05:39 PM, Douglas Bates wrote:
> Try this.
>
> On Tue, Nov 16, 2010 at 4:06 PM, Prof. John C Nash wrote:
>> We've tried to contact Sti
.
JN
On 11/16/2010 04:52 PM, Douglas Bates wrote:
> On Tue, Nov 16, 2010 at 2:35 PM, Prof. John C Nash wrote:
>> I normally see digest once per day, but got msg from Doug Bates so
>> responding with context.
>
>> UCMINF is a package on CRAN that implements a variable me
I normally see digest once per day, but got msg from Doug Bates so responding
with context.
UCMINF is a package on CRAN that implements a variable metric minimizer. It
does quite
well on unconstrained problems. Stig Mortensen packaged the Fortran version for
R, but is
not at moment responding t
This thread pointed out that the "plain vanilla" library for linear algebra
outperformed
the fancy ones for the original poster -- and he had mentioned this, but still
got "you
ought to " advice that was inappropriate and ignored his stated experience.
I've been surprised sometimes myself wi
Date: Fri, 6 Aug 2010 11:14:37 +0200
From: Christophe Dutang
To: r-devel@r-project.org
Subject: [Rd] on the optim function
Message-ID: <7e004a07-03e1-4ded-a506-6c564edb6...@gmail.com>
Content-Type: text/plain; charset=us-ascii
Dear useRs,
I have just discovered that the R optim function does
When one is working with complex matrices, "transpose" very nearly
always means
*Hermitian* transpose, that is, A[i,j] <- Conj(A[j,i]).
One often writes A^* for the Hermitian transpose.
I believe that I have actually (many years ago) used a true complex transpose, but I agree
that one more of
A few days ago on R-help I asked about a cross-platform timeout version of
readline().
Some suggestions, but only partial joy so far. I can get the Gnu bash 'read -t
...' to
work in Windows by using the 'bash -c ' construct, but then R's system()
function does not
seem to allow this to pass thr
Good catch Simon.
Changed fstab to force exec on mount of the drive in question and things worked.
Thanks,
JN
Simon Urbanek wrote:
On Mar 10, 2010, at 12:43 , Prof. John C Nash wrote:
I've been having some strange problems with R CMD check in the last
couple of days, but now beli
I've been having some strange problems with R CMD check in the last couple of days, but
now believe I have localized the issue.
I had been running Ubuntu Hardy on one drive and then upgraded to Jaunty, but put Jaunty
on a different drive. I continue to be able to boot Hardy when I wish. I soft-
Some time ago, I had some email discussion with Dirk E. about putting a front-end on
install.packages to first look at the debian repositories for R and use them before trying
to install from source. The code for this would not be very large. As Uwe points out in
another posting, the issue then
I've done a couple of searches and not found mention of the issue below, though some older
scripts mention getting absolute paths for R CMD check. If the issue is "new" or
unfamiliar I'll be happy to follow up and document it, but suspect it is in some sense
already known and I've missed the rig
e-based methods, and ‘500’ for ‘"Nelder-Mead"’.
> For ‘"SANN"’ ‘maxit’ gives the total number of function
> evaluations. There is no other stopping criterion.
>^^^^
> Defaults to ‘1000
Recently I reported a small bug in optim's SANN method failing to report
that it had exceeded the maximum function evaluation limit in the
convergence code. This is a small enough matter that I was reluctant to
create a full-blown bug report. Indeed in the optimx package Ravi
Varadhan and I h
I think SANN method in optim() is failing to report that it has not
converged. Here is an example
genrose.f<- function(x, gs=NULL){ # objective function
## One generalization of the Rosenbrock banana valley function (n
parameters)
n <- length(x)
if(is.null(gs)) { gs=100.0 }
Using the acronym "GPL" in comments on the management of package
repositories led the discussion well away from the issues I wanted to
shed light upon, so I have changed the subject tag.
Examples of my concerns:
1) I use a package with a non-free component and learn how to work with
it effici
License filters will work for me. My offer stands to help on
documentation,or to act as a "stooge" to test tools in this area. Thanks
to those who responded. And for myself, "GPL compatible" was my intended
expression.
JN
__
R-devel@r-project.org ma
The responses to my posting yesterday seem to indicate more consensus
than I expected:
1) CRAN should be restricted to GPL-equivalent licensed packages
2) r-forge could be left "buyer beware" using DESCRIPTION information
3) We may want a specific repository for restricted packages (RANC?)
How t
Subject: Non-GPL packages for R
Packages that are not licensed in a way that permits re-distribution on
CRAN are frequently a source of comment and concern on R-help and other
lists. A good example of this problem is the Rdonlp2 package that has
caused a lot of annoyance for a number of optimiza
I'll save space and not include previous messages.
My 2 cents: At the very least the documentation needs a fix. If it is
easy to do, then Ted Harding's suggestion of a switch (default OFF) to
check for sign difference would be sensible.
I would urge inclusion in the documentation of the +0, -
Martin (see below) gives a good explanation of the difference between AD and
symbolic
differentiations. I'm of the opinion we can use both. However, the real issue
as far
as I'm concerned (from an optimizer's point of view, which may also be that of
ODE and
PDE folk) is that right now none of t
Having looked at documentation and codes, I'm still looking to find out
who did the installation of the Port libraries. As I work on
optimization code improvements, there are often choices of settings
(tolerances etc.), and I'd prefer to learn if there are particular
reasons for choices before
Many thanks to Gabor Grothendieck for responding to my posting about
Automatic Differentiation (invite from Shaun Forth for interaction with
R developers) showing how one might use rSymPy and symbolic (rather than
automatic) differentiation to get a function that computes gradients.
See
http:/
In efforts to improve optimization tools for R, one of my
interests has been getting automatic differentiation capabilities
so that analytic rather than numerical derivatives can be used. They
would be helpful in several other areas besides optimization, My timings
show
factors of the order of 1
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