[R] Tracing gradient during optimization

value 2.978351 converged Specifying trace 1, for instance trace = 20, does not result in more information. Is there a way to view more details of the progress perhaps by using another optimizer? Thanks, Shimrit Abraham [[alternative HTML version deleted

Re: [R] Tracing gradient during optimization

...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Shimrit Abraham Sent: Tuesday, February 24, 2009 9:00 AM To: r-help@r-project.org Subject: [R] Tracing gradient during optimization Hi everyone, I am currently using the function optim() to maximize/minimize functions

Re: [R] Tracing gradient during optimization

[mailto:r-help-boun...@r-project.org] On Behalf Of Shimrit Abraham Sent: Tuesday, February 24, 2009 10:15 AM To: Ravi Varadhan Cc: r-help@r-project.org Subject: Re: [R] Tracing gradient during optimization Hi Ravi, Thanks for your great suggestion, it does exactly what I need

Re: [R] Tracing gradient during optimization

Center Intermountain Healthcare greg.s...@imail.org 801.408.8111 -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- project.org] On Behalf Of Shimrit Abraham Sent: Tuesday, February 24, 2009 7:00 AM To: r-help@r-project.org Subject: [R] Tracing

[R] Efficient matrix computations

Hi, I am looking for two ways to speed up my computations: 1. Is there a function that efficiently computes the 'sandwich product' of three matrices, say, ZPZ' 2. Is there a function that efficiently computes the determinant of a positive definite symmetric matrix? Thanks, S.A.

Re: [R] Efficient matrix computations

= TRUE)$values) Best, Dimitris Shimrit Abraham wrote: Hi, I am looking for two ways to speed up my computations: 1. Is there a function that efficiently computes the 'sandwich product' of three matrices, say, ZPZ' 2. Is there a function that efficiently computes the determinant

[R] sandwich matrix multiplication and efficient determinant

Hi, I am looking for two ways to speed up my computations: 1. Is there a function that efficiently computes the 'sandwich product' of three matrices, say, ZPZ' 2. Is there a function that efficiently computes the determinant of a positive definite symmetric matrix? Thanks, S.A.

[R] Suppressing output in Garch estimation

HI, I'm calling the garch() function several times within a for-loop and I would like to suppress the output that the function generates. Setting garch.control(trace = F) does not seem to help. Any suggestions on how to solve this problem? Thanks, S.A. [[alternative HTML version

[R] plot multiple time series

Hi, I have a dataframe containing a date object in the first column and numeric data in two other columns, for a total of three columns. I would like to plot the 2 numeric data columns against the dates in one window. How do I do this? It is easy to do if only one data series is to be plotted