[R] FracSim set.seed

2010-01-29 Thread Selwyn McCracken
Hi, I am using the FracSim library to simulate a time series. However, the simulate function ignores my attempt to set the RNG seed I need for reproducible research. The published docs and google have not yielded an answer, so any help greatly received. Thanks, Selwyn ## Example code snippet lib

Re: [R] solve.QP with box and equality constraints

2009-02-16 Thread Selwyn McCracken
Berwin, Many thanks for your reply - your solution is exactly what I was looking for and the additional advice is also much appreciated. Have a good day :-) Selwyn On Mon, Feb 16, 2009 at 3:13 PM, Berwin A Turlach wrote: > G'day Selwyn, > > On Mon, 16 Feb 2009 10:11:20

[R] solve.QP with box and equality constraints

2009-02-16 Thread Selwyn McCracken
[reposting as a plain text - apologies for the double posting] Dear list, I am trying to follow an example that estimates a 2x2 markov transition matrix across several periods from aggregate data using restricted least squares. I seem to be making headway using solve.QP(quadprog) as the unrestri

[R] solve.QP with box and equality constraints

2009-02-16 Thread Selwyn McCracken
Dear list, I am trying to follow an example that estimates a 2x2 markov transition matrix across several periods from aggregate data using restricted least squares. I seem to be making headway using solve.QP(quadprog) as the unrestricted solution matches the example I am following, and I can spec

Re: [R] suboptimal lp solutions

2008-10-23 Thread Selwyn McCracken
, 0.25) > constraints2 = c(12, 7, 99) > > temp <- lp(objective.in = proportions2, > const.mat = diag(c(1,1,1)), > const.rhs=constraints2, > const.dir=rep('<=',3), > direction='max' > ) > > print(temp$solution) > > ## > Success: the obj

[R] suboptimal lp solutions

2008-10-22 Thread Selwyn McCracken
Hi list, I want to find the total maximum resources I can spend given a set allocation proportion and some simple budget constraints. However, I get suboptimal results via lp and friends (i.e. lpSolve and simplex in the linprog and boot) . For example: library(lpSolve) proportions = c( 0.46, 0

[R] suboptimal lp solutions

2008-10-22 Thread Selwyn McCracken
Hi list, I want to find the total maximum resources I can spend given a set allocation proportion and some simple budget constraints. However, I get suboptimal results via lp and friends (i.e. lpSolve and simplex in the linprog and boot) . For example: library(lpSolve) proportions = c( 0.46, 0