Re: [R] Poor performance of "Optim"

2011-10-01 Thread yehengxin
Oh, I think I got it. Commercial packages limit the number of decimals shown. -- View this message in context: http://r.789695.n4.nabble.com/Poor-performance-of-Optim-tp3862229p3864271.html Sent from the R help mailing list archive at Nabble.com. _

Re: [R] Poor performance of "Optim"

2011-10-01 Thread yehengxin
What I tried is just a simple binary probit model. Create a random data and use "optim" to maximize the log-likelihood function to estimate the coefficients. (e.g. u = 0.1+0.2*x + e, e is standard normal. And y = (u > 0), y indicating a binary choice variable) If I estimate coefficient of "x

Re: [R] Poor performance of "Optim"

2011-10-01 Thread yehengxin
Thank you for your response! But the problem is when I estimate a model without knowing the true coefficients, how can I know which "reltol" is good enough? "1e-8" or "1e-10"? Why can commercial packages automatically determine the right "reltol" but R cannot? -- View this message in context: h

[R] Poor performance of "Optim"

2011-10-01 Thread yehengxin
I used to consider using R and "Optim" to replace my commercial packages: Gauss and Matlab. But it turns out that "Optim" does not converge completely. The same data for Gauss and Matlab are converged very well. I see that there are too many packages based on "optim" and really doubt if they can

[R] Is there a project to compile R scripts into stand-alone executable file?

2010-09-17 Thread yehengxin
I know Matlab's M file can be converted to a stand-alone executable file. I wonder if there is a project aimed at compiling R scripts into stand-alone executable file. I think it will be very promising for R to be more widely used in different fields. -- View this message in context: http://

Re: [R] How to setup a Rprofile file?

2010-08-15 Thread yehengxin
I think I got it! -- View this message in context: http://r.789695.n4.nabble.com/How-to-setup-a-Rprofile-file-tp2326328p2326339.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mai

[R] How to setup a Rprofile file?

2010-08-15 Thread yehengxin
http://www.youtube.com/watch?v=zml4uXQDL4U Could you take a look at the end of the video. He made a batch file to run Rcdmr. I wonder how to setup Rprofile file to realize it. Thanks!! -- View this message in context: http://r.789695.n4.nabble.com/How-to-setup-a-Rprofile-file-tp2326328p2326

Re: [R] Efficiency of C Compiler in "R CMD SHLIB"

2010-04-19 Thread yehengxin
do you know how to increase the optimization level of gcc in R? -- View this message in context: http://n4.nabble.com/Efficiency-of-C-Compiler-in-R-CMD-SHLIB-tp1934429p2016646.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-p

Re: [R] Efficiency of C Compiler in "R CMD SHLIB"

2010-04-18 Thread yehengxin
Could you tell me a little more in details? -- View this message in context: http://n4.nabble.com/Efficiency-of-C-Compiler-in-R-CMD-SHLIB-tp1934429p2015006.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing l

Re: [R] Efficiency of C Compiler in "R CMD SHLIB"

2010-04-16 Thread yehengxin
I wonder how to further improve the optimization level of gcc. I thought "O-3" has already been the best. -- View this message in context: http://n4.nabble.com/Efficiency-of-C-Compiler-in-R-CMD-SHLIB-tp1934429p2008994.html Sent from the R help mailing list archive at Nabble.com.

Re: [R] Efficiency of C Compiler in "R CMD SHLIB"

2010-04-16 Thread yehengxin
Thank you very much for your kind explanation. I did find my DLL compiled using either VC++ 6.0 or Intel Compiler (almost equally fast) is significanlty faster than that compiled using gcc (55 seconds vs. 78 seconds), the default compiler in R. I did not choose "debug" mode when using gcc so I s

Re: [R] Efficiency of C Compiler in "R CMD SHLIB"

2010-04-15 Thread yehengxin
I am using 32-bit Window XP. -- View this message in context: http://n4.nabble.com/Efficiency-of-C-Compiler-in-R-CMD-SHLIB-tp1934429p1934486.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://st

Re: [R] Efficiency of C Compiler in "R CMD SHLIB"

2010-04-15 Thread yehengxin
Thanks for your response. I found the folder to modify the compiler for C source codes. C++ 6.0 is an old C programming environment (1994~1998) but it is efficient. When compiling C source codes in C programming environment, one needs to choose between "debug" or "release" modes. "release" mo

[R] Efficiency of C Compiler in "R CMD SHLIB"

2010-04-15 Thread yehengxin
Dear R experts: I attempted to compile c source code into DLL using "R CMD SHLIB" but I found the DLL run in R is almost twice slower than the codes compiled in C++ 6.0 when I chose "release" option and is as fast as the situation where I chose "debug" option in C++ 6.0. I wonder how to improve

Re: [R] counts of elements in vector

2010-03-29 Thread yehengxin
Try using aggregate( ) -- View this message in context: http://n4.nabble.com/counts-of-elements-in-vector-tp1704036p1710369.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailma

[R] Confusing concept of vector and matrix in R

2010-03-29 Thread yehengxin
Why does R need the concept of "Vector"? In my opinion, it is a useless and confusing concept. A vector is simply a special case of a matrix whose row or column number is equal to 1. When I take submatrix from one matrix and if row or column number is 1, R will automatically convert it into a v