Re: [R] Problem with numerical integration and optimization with BFGS

tp://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html > > > > > > > > -Original Message- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Deepank

Re: [R] Problem with numerical integration and optimization with BFGS

> and that you can also find analytical derivatives. > > Using (each of) numerical optimization and integration is a craft, and it > seems you need to know more about it. The references on ?optim are too > advanced I guess, so you could start with Chapter 16 of MASS and its > referenc

[R] Problem with numerical integration and optimization with BFGS

Hi R users, I have a couple of questions about some problems that I am facing with regard to numerical integration and optimization of likelihood functions. Let me provide a little background information: I am trying to do maximum likelihood estimation of an econometric model that I have developed

[R] bivariate normal distribution in likelihood

Hi all, I am trying to do a maximum likelihood estimation. In my likelihood function, I have to evaluate a double integral of the bivariate normal density over a subset of the points of the plane. For instance, if I denote by y the y co-ordinate and by x, the x co-ordinate then the area over wh

Re: [R] Estimates at each iteration of optim()?

wer than BFGS or L-BFGS-B. > > > > Why do you want to look at parameter estimates for each step, > anyway?> > > > > Ravi. > > > > -- > -- > > > > --- > > >

Re: [R] Estimates at each iteration of optim()?

stant Professor, The Center on Aging and Health > > Division of Geriatric Medicine and Gerontology > > Johns Hopkins University > > Ph: (410) 502-2619 > > Fax: (410) 614-9625 > > Email: [EMAIL PROTECTED] > > Webpage: > http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html > > >

Re: [R] Estimates at each iteration of optim()?

e method "BFGS" to get the parameter estimates at each iteration of the optimization. Deepankar - Original Message - From: Peter Dalgaard <[EMAIL PROTECTED]> Date: Monday, April 23, 2007 2:46 am Subject: Re: [R] Estimates at each iteration of optim()? > DEEPANKAR BASU wr

[R] Estimates at each iteration of optim()?

I am trying to maximise a complicated loglikelihood function with the "optim" command. Is there some way to get to know the estiamtes at each iteration? When I put "control=list(trace=TRUE)" as an option in "optim", I just got the initial and final values of the loglikelihood, number of iteratio

Re: [R] Problem installing packages

7PM -0400, Deepankar Basu wrote: > > While installing R (version 2.4.0) on my Dell desktop (Optiplex > GX 270) > > on a Ubuntu Linux platform, I had followed the advice contained > in the > > following link: > > http://cran.r-project.org/bin/linux/debian/README > >

Re: [R] Problem installing packages

R 2.5.0 RC if you can. > > On Thu, 19 Apr 2007, Deepankar Basu wrote: > > > I tried to install the package "tseries" but could not do so. Any > > suggestions are welcome. I am using Ubuntu Linux and here is what I did: > > > > $ sudo R > > > >

[R] Problem installing packages

I tried to install the package "tseries" but could not do so. Any suggestions are welcome. I am using Ubuntu Linux and here is what I did: $ sudo R Then once in R, I did > install.packages("tseries", dep=TRUE) which gave a long list of errors. Going through them, I saw that the basic problem w

Re: [R] Problems in programming a simple likelihood

> > Ph: (410) 502-2619 > > Fax: (410) 614-9625 > > Email: [EMAIL PROTECTED] > > Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html > > > > ---- > > > -Original Message- > From: [EMAIL PROTECTED] > [mailt

Re: [R] Problems in programming a simple likelihood

t; > Dimitris Rizopoulos > Ph.D. Student > Biostatistical Centre > School of Public Health > Catholic University of Leuven > > Address: Kapucijnenvoer 35, Leuven, Belgium > Tel: +32/(0)16/336899 > Fax: +32/(0)16/337015 > Web: http://med.kuleuven.be/biostat/ > http:

[R] Problems in programming a simple likelihood

As part of carrying out a complicated maximum likelihood estimation, I am trying to learn to program likelihoods in R. I started with a simple probit model but am unable to get the code to work. Any help or suggestions are most welcome. I give my code below: ml

Re: [R] Upgrading

; Date: Thursday, December 21, 2006 2:53 am Subject: Re: [R] Upgrading > On Wed, 2006-12-20 at 11:37 -0500, DEEPANKAR BASU wrote: > > Thanks for the comments. I had got Thomas' message wrong the > first time. Now, I have downloaded and re-installed the latest > versi

Re: [R] Upgrading

> as the addition to Thomas's answer. > > On 19 Dec 2006 at 15:20, Thomas Lumley wrote: > > Date sent:Tue, 19 Dec 2006 15:20:18 -0800 (PST) > From: Thomas Lumley <[EMAIL PROTECTED]> > To: DEEPANKAR BASU <[EMAIL

[R] Upgrading

Hi! As per Thomas' advice, I upgraded R by using "update.packages()" and got the following warning messages: Warning messages: 1: installation of package 'lmtest' had non-zero exit status in: install.packages(update[, "Package"], instlib, contriburl = contriburl, 2: installation of package 'qua

[R] attach and object masking

Hi R users! I am new to R. When I try to attach a simple dataset using the attach() command, I get the following message: > attach(data1) The following object(s) are masked from package:base : write Can someone tell me what this means? (`write' is the name of a variable in th

Re: [R] Large datasets in R

Thanks a lot for all the responses. The general drift of all the messages was the suggestion to use some database management package that has a nice interface with R; and most of the suggestions pointed in the direction of SQL. I will look into the SQL package and start learning to use it along

[R] Large datasets in R

could I reach the "end". So, I am not aware of the current state of consensus on the issue. It would help a lot if some current user could throw some light on this issue of large data-sets in R. Thanks in advance. Deepankar Basu ___