[R] Erro updating HTML package descriptions in packages.html

2008-07-20 Thread José Augusto Jr.
Dear all,

I have just installed the new version of R 2.7.1 and when i first
instaled some packages it asked me to create a personal directory.

It installed the packages, but not the html help page (packages.html)

The downloaded packages are in
C:\Users\jamaj\AppData\Local\Temp\Rtmp4MTuXN\downloaded_packages
updating HTML package descriptions
Warning message:
In file.create(f.tg) :
  cannot create file 'C:\PROGRA~1\R\R-27~1.1/doc/html/packages.html',
reason 'Permission denied'


How can i fix the packages.html file to reflect the packages' instalation?

Thanks in advance.

José Augusto M. de Andrade Jr. (jamaj)
Quant. Finance Researcher
FEA-RP - University of São Paulo

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Re: [R] Erro updating HTML package descriptions in packages.html

2008-07-20 Thread José Augusto Jr.
Dear all,

Unfortunately, i´m running as administrator. So, i cannot run R in an
upper level than this one i am already running.

jamaj

2008/7/20 Gabor Grothendieck <[EMAIL PROTECTED]>:
> Read the VISTA HOW TO section of this page:
> http://batchfiles.googlecode.com
>
>
> On Sun, Jul 20, 2008 at 12:48 PM, José Augusto Jr. <[EMAIL PROTECTED]> wrote:
>> Dear all,
>>
>> I have just installed the new version of R 2.7.1 and when i first
>> instaled some packages it asked me to create a personal directory.
>>
>> It installed the packages, but not the html help page (packages.html)
>>
>> The downloaded packages are in
>>C:\Users\jamaj\AppData\Local\Temp\Rtmp4MTuXN\downloaded_packages
>> updating HTML package descriptions
>> Warning message:
>> In file.create(f.tg) :
>>  cannot create file 'C:\PROGRA~1\R\R-27~1.1/doc/html/packages.html',
>> reason 'Permission denied'
>>
>>
>> How can i fix the packages.html file to reflect the packages' instalation?
>>
>> Thanks in advance.
>>
>> José Augusto M. de Andrade Jr. (jamaj)
>> Quant. Finance Researcher
>> FEA-RP - University of São Paulo
>>
>> __
>> R-help@r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>

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[R] Erro: cannot allocate vector of size 216.0 Mb

2008-07-20 Thread José Augusto Jr.
Please,

I have a 2GB computer and a huge time-series to embedd, and i tried
increasing memory.limit() and memory.size(max=TRUE), but nothing.

Just before the command:

> memory.size(max=TRUE)
[1] 13.4375
> memory.limit()
[1] 1535.875
> gc()
 used (Mb) gc trigger (Mb) max used (Mb)
Ncells 209552  5.6 407500 10.9   35  9.4
Vcells 125966  1.0 786432  6.0   496686  3.8
>


I  increased the memory limit:

> memory.limit(3000)
NULL
> memory.limit()
[1] 3000
> memory.size()
[1] 11.33070
> memory.size(max=TRUE)
[1] 13.4375
> gc()
 used (Mb) gc trigger (Mb) max used (Mb)
Ncells 209552  5.6 407500 10.9   35  9.4
Vcells 125964  1.0 786432  6.0   496686  3.8
>


And even trying to increase the memory.limits, i still get and error.

Any sugestions?


Thanks in  advance.

jama

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Re: [R] Erro: cannot allocate vector of size 216.0 Mb

2008-07-21 Thread José Augusto Jr.
Dear all,

Thank you by your attention.

1) I'm using a Core 2 Duo CPU with 2MB physical memory and Windows Vista
2) The main  function, that´s causing the error, is embedd(x=data,d,t).
3) The time series that i´m using has 1.000.000 observations of real numbers.
4) Sometimes the function works, sometimes, not.

Some things i´m doing:

1) I have put x <- NULL and gc() in the end of each memory-intensive
routine (embedding), to release memory.

2) I installed Ubuntu linux in the same machine and will try the same routine.
"Efective men use Unix" :)

And my plans to the future:

3) If this not work, i will try to rewrite the code to reduce memory
requirements.

4) If this not work, i will try to parallelize the code, by using snow
ou Rmpi, something like this.

5) If this  not work, i will try to use a cluster, with sufficient
memory to let this work.

Any suggestions?

Many thanks.

Regards,

jamaj


2008/7/21, Prof Brian Ripley <[EMAIL PROTECTED]>:
> On Mon, 21 Jul 2008, Uwe Ligges wrote:
>
> > Several questions:
> >
> > - Before we go ahead: Are you sure 3 Gb are sufficient for your problem?
> > - Which OS (I guess Windows)?
> >
>
> (The only platform on which these functions are supported.)
>
> > - Which version of R (let's assume R-2.7.1)?
> > - Is your Windows 3GB enabled in the boot flags, or is it a 64-bit version
> of Windows?
> >
>
> (No, or the default memory limit would be higher than 1.5Gb.  R by default
> uses as high a memory limit as is sensible if (as here) the address space is
> the limiting factor.)
>
>
> >
> >
> > Best wishes,
> > Uwe Ligges
> >
> >
> >
> > José Augusto Jr. wrote:
> >
> > > Please,
> > >
> > > I have a 2GB computer and a huge time-series to embedd, and i tried
> > > increasing memory.limit() and memory.size(max=TRUE), but nothing.
> > >
> > > Just before the command:
> > >
> > >
> > > > memory.size(max=TRUE)
> > > >
> > > [1] 13.4375
> > >
> > > > memory.limit()
> > > >
> > > [1] 1535.875
> > >
> > > > gc()
> > > >
> > > used (Mb) gc trigger (Mb) max used (Mb)
> > > Ncells 209552  5.6 407500 10.9   35  9.4
> > > Vcells 125966  1.0 786432  6.0   496686  3.8
> > >
> > >
> > > I  increased the memory limit:
> > >
> > >
> > > > memory.limit(3000)
> > > >
> > > NULL
> > >
> > > > memory.limit()
> > > >
> > > [1] 3000
> > >
> > > > memory.size()
> > > >
> > > [1] 11.33070
> > >
> > > > memory.size(max=TRUE)
> > > >
> > > [1] 13.4375
> > >
> > > > gc()
> > > >
> > > used (Mb) gc trigger (Mb) max used (Mb)
> > > Ncells 209552  5.6 407500 10.9   35  9.4
> > > Vcells 125964  1.0 786432  6.0   496686  3.8
> > >
> > >
> > > And even trying to increase the memory.limits, i still get and error.
> > >
> > > Any sugestions?
> > >
> > >
> > > Thanks in  advance.
> > >
> > > jama
> > >
> > > __
> > > R-help@r-project.org mailing list
> > > https://stat.ethz.ch/mailman/listinfo/r-help
> > > PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> > > and provide commented, minimal, self-contained, reproducible code.
> > >
> >
> > __
> > R-help@r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
> >
>
> --
> Brian D. Ripley,  [EMAIL PROTECTED]
> Professor of Applied Statistics,
> http://www.stats.ox.ac.uk/~ripley/
> University of Oxford, Tel:  +44 1865 272861 (self)
> 1 South Parks Road, +44 1865 272866 (PA)
> Oxford OX1 3TG, UKFax:  +44 1865 272595

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Re: [R] portfolio optimization problem - use R

2008-07-21 Thread José Augusto Jr.
You could try the fPortfolio package.

Wish helps.

jamaj

2008/7/21, fzp2008 <[EMAIL PROTECTED]>:
>
> How to use R to solve the optimisaton problem
>
> Minimize:
> ½*w^T*omega*w+mu^T*w+c^T(w-w0) for w>w0 long position
> ½*w^T*omega*w+mu^T*w-c^T(w-w0) for w
> W: is the update weight of portfolio
> Wo is the initial weight of portfolio
>
> Omega is the variance covariance matrix
>
> mu is the vector of return rate of stocks in the portfolio
>
> C is the vector coefficient of transaction cost
>
> Is it a quandratic programming problem? Then how to write the objective
> function? Or any other method to solve this?
>
> --
> View this message in context: 
> http://www.nabble.com/portfolio-optimization-problem---use-R-tp18570399p18570399.html
> Sent from the R help mailing list archive at Nabble.com.
>
> __
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

__
R-help@r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] Erro: cannot allocate vector of size 216.0 Mb

2008-07-22 Thread José Augusto Jr.
Dear all,

I have some news.

First, i sucessfully installed Ubuntu 8.04 LTS in my notebook with R
too.  The problem simply disappeared. Now, i can embed my 1.000.000
observations time-series even in 20 dimensions without problem, in the
same notebook.

I'm writing this message to encourage people migrating to Ubuntu. W$ e
M$  are shit.

Thank you all.

Regards,

jamaj


2008/7/21 José Augusto Jr. <[EMAIL PROTECTED]>:
> Dear all,
>
> Thank you by your attention.
>
> 1) I'm using a Core 2 Duo CPU with 2MB physical memory and Windows Vista
> 2) The main  function, that´s causing the error, is embedd(x=data,d,t).
> 3) The time series that i´m using has 1.000.000 observations of real numbers.
> 4) Sometimes the function works, sometimes, not.
>
> Some things i´m doing:
>
> 1) I have put x <- NULL and gc() in the end of each memory-intensive
> routine (embedding), to release memory.
>
> 2) I installed Ubuntu linux in the same machine and will try the same routine.
> "Efective men use Unix" :)
>
> And my plans to the future:
>
> 3) If this not work, i will try to rewrite the code to reduce memory
> requirements.
>
> 4) If this not work, i will try to parallelize the code, by using snow
> ou Rmpi, something like this.
>
> 5) If this  not work, i will try to use a cluster, with sufficient
> memory to let this work.
>
> Any suggestions?
>
> Many thanks.
>
> Regards,
>
> jamaj
>
>
> 2008/7/21, Prof Brian Ripley <[EMAIL PROTECTED]>:
>> On Mon, 21 Jul 2008, Uwe Ligges wrote:
>>
>> > Several questions:
>> >
>> > - Before we go ahead: Are you sure 3 Gb are sufficient for your problem?
>> > - Which OS (I guess Windows)?
>> >
>>
>> (The only platform on which these functions are supported.)
>>
>> > - Which version of R (let's assume R-2.7.1)?
>> > - Is your Windows 3GB enabled in the boot flags, or is it a 64-bit version
>> of Windows?
>> >
>>
>> (No, or the default memory limit would be higher than 1.5Gb.  R by default
>> uses as high a memory limit as is sensible if (as here) the address space is
>> the limiting factor.)
>>
>>
>> >
>> >
>> > Best wishes,
>> > Uwe Ligges
>> >
>> >
>> >
>> > José Augusto Jr. wrote:
>> >
>> > > Please,
>> > >
>> > > I have a 2GB computer and a huge time-series to embedd, and i tried
>> > > increasing memory.limit() and memory.size(max=TRUE), but nothing.
>> > >
>> > > Just before the command:
>> > >
>> > >
>> > > > memory.size(max=TRUE)
>> > > >
>> > > [1] 13.4375
>> > >
>> > > > memory.limit()
>> > > >
>> > > [1] 1535.875
>> > >
>> > > > gc()
>> > > >
>> > > used (Mb) gc trigger (Mb) max used (Mb)
>> > > Ncells 209552  5.6 407500 10.9   35  9.4
>> > > Vcells 125966  1.0 786432  6.0   496686  3.8
>> > >
>> > >
>> > > I  increased the memory limit:
>> > >
>> > >
>> > > > memory.limit(3000)
>> > > >
>> > > NULL
>> > >
>> > > > memory.limit()
>> > > >
>> > > [1] 3000
>> > >
>> > > > memory.size()
>> > > >
>> > > [1] 11.33070
>> > >
>> > > > memory.size(max=TRUE)
>> > > >
>> > > [1] 13.4375
>> > >
>> > > > gc()
>> > > >
>> > > used (Mb) gc trigger (Mb) max used (Mb)
>> > > Ncells 209552  5.6 407500 10.9   35  9.4
>> > > Vcells 125964  1.0 786432  6.0   496686  3.8
>> > >
>> > >
>> > > And even trying to increase the memory.limits, i still get and error.
>> > >
>> > > Any sugestions?
>> > >
>> > >
>> > > Thanks in  advance.
>> > >
>> > > jama
>> > >
>> > > __
>> > > R-help@r-project.org mailing list
>> > > https://stat.ethz.ch/mailman/listinfo/r-help
>> > > PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> > > and provide commented, minimal, self-contained, reproducible code.
>> > >
>> >
>> > __
>> > R-help@r-project.org mailing list
>> > https://stat.ethz.ch/mailman/listinfo/r-help
>> > PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> > and provide commented, minimal, self-contained, reproducible code.
>> >
>> >
>>
>> --
>> Brian D. Ripley,  [EMAIL PROTECTED]
>> Professor of Applied Statistics,
>> http://www.stats.ox.ac.uk/~ripley/
>> University of Oxford, Tel:  +44 1865 272861 (self)
>> 1 South Parks Road, +44 1865 272866 (PA)
>> Oxford OX1 3TG, UKFax:  +44 1865 272595
>

__
R-help@r-project.org mailing list
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Re: [R] Erro: cannot allocate vector of size 216.0 Mb

2008-07-22 Thread José Augusto Jr.
My apologies,

I used an improper language in my last email.  My sincere apologies
for anyone that became offended.

Sincerely,

jamaj

2008/7/22 Rolf Turner <[EMAIL PROTECTED]>:
>
> On 23/07/2008, at 10:03 AM, José Augusto Jr. wrote:
>
>
>> I'm writing this message to encourage people migrating to Ubuntu. W$ e
>> M$  are shit.
>
>Such language in a young gentleman!!!  I agree, but.
>
>I'm also amazed that your message got past the censorious
>censoring program ``mailmarshal'' which all too vigilantly
>guards the email threshold at my institution.
>
>cheers,
>
>Rolf Turner
> ##
> Attention: This e-mail message is privileged and confidential. If you are
> not the intended recipient please delete the message and notify the sender.
> Any views or opinions presented are solely those of the author.
>
> This e-mail has been scanned and cleared by MailMarshal
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> ##
>

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