Re: [math] redesigning the optimization/estimation packages (phase 2)

2009-03-03 Thread Luc Maisonobe
Ted Dunning a écrit : > On Sat, Feb 28, 2009 at 6:52 AM, Phil Steitz wrote: > >> What is going on here is that the special case - linear regression analysis >> - is being discussed as an example of an optimization problem. >> > > Yes. It is a special case. > > But it was germane to the topic,

Re: [math] redesigning the optimization/estimation packages (phase 2)

2009-03-02 Thread Ted Dunning
On Sat, Feb 28, 2009 at 6:52 AM, Phil Steitz wrote: > What is going on here is that the special case - linear regression analysis > - is being discussed as an example of an optimization problem. > Yes. It is a special case. But it was germane to the topic, particularly the imposition of a part

Re: [math] redesigning the optimization/estimation packages (phase 2)

2009-02-28 Thread Phil Steitz
Luc Maisonobe wrote: I'm afraid what I propose is far more basic than what you need. I hardly understand the concepts you use in your message (I'm not a statistician at all, I work in space flight dynamics). I assume we use the same words with slightly different meanings in mind (models, residual

Re: [math] redesigning the optimization/estimation packages (phase 2)

2009-02-28 Thread Luc Maisonobe
I'm afraid what I propose is far more basic than what you need. I hardly understand the concepts you use in your message (I'm not a statistician at all, I work in space flight dynamics). I assume we use the same words with slightly different meanings in mind (models, residuals, observations, variab

Re: [math] redesigning the optimization/estimation packages (phase 2)

2009-02-26 Thread Ted Dunning
Here is what I would do in R to do a linear model with observations consisting of input variables x1 ... x3 and target variable y: m <- lm(y ~ x1 + x2 + x3, data) The first argument lets me supply the form of the regression. I could have regressed on log(x3), for instance, or used x1*x2 + x

Re: [math] redesigning the optimization/estimation packages (phase 2)

2009-02-26 Thread Luc Maisonobe
Ted Dunning a écrit : > Hmmm... > > I may have misunderstood our conversation (and therefore probably sounded a > bit incoherent), but I was talking about weights on observations which may > or may not be what you are talking about here. This is exactly what I am talking about. > > Also, if you

Re: [math] redesigning the optimization/estimation packages (phase 2)

2009-02-26 Thread Ted Dunning
Hmmm... I may have misunderstood our conversation (and therefore probably sounded a bit incoherent), but I was talking about weights on observations which may or may not be what you are talking about here. Also, if you *are* talking about the same thing and the vector is a vector of residuals suc

[math] redesigning the optimization/estimation packages (phase 2)

2009-02-26 Thread Luc Maisonobe
I have just checked in the first changes as discussed on the list. The changes are merely code moved from one package to another. The new packages are optimization.direct, optimization.general, optimization.linear (empty for now) and optimization.univariate. The removed packages are analysis.minim