Re: [R] Number of Cores limited to two in CRAN

Dear Henrik, Thank you! This is quite helpful, especially your longer blog post. Best regards, Ravi From: Henrik Bengtsson Sent: Sunday, July 2, 2023 4:33 AM To: Ravi Varadhan Cc: R-Help Subject: Re: [R] Number of Cores limited to two in CRAN External

Re: [R] Number of Cores limited to two in CRAN

This is the specific error messsage from R CMD check --as-cran Error in .check_ncores(length(names)) : 16 simultaneous processes spawned Calls: prepost -> makeCluster -> makePSOCKcluster -> .check_ncores Execution halted Thanks, Ravi ____ From: Ravi

[R] Number of Cores limited to two in CRAN

Hi, I am developing a package where I would like to utilize multiple cores for parallel computing. However, I get an error message when I run R CMD check --as-cran. I read that CRAN limits the number of cores to 2. Is this correct? Is there any way to overcome this limitation? Thank you, Rav

Re: [R] How to use ifelse without invoking warnings

regards, Ravi From: John Fox Sent: Thursday, October 7, 2021 2:00 PM To: Ravi Varadhan Cc: R-Help Subject: Re: [R] How to use ifelse without invoking warnings External Email - Use Caution Dear Ravi, It's already been suggested that you could disable w

[R] How to use ifelse without invoking warnings

Hi, I would like to execute the following vectorized calculation: ans <- ifelse (k >= -1 & k <= n, pbeta(p, k+1, n-k, lower.tail = FALSE), ifelse (k < -1, 0, 1) ) For example: > k <- c(-1.2,-0.5, 1.5, 10.4) > n <- 10 > ans <- ifelse (k >= -1 & k <= n, pbeta(p,k+1,n-k,lower.tail=FALSE), ifels

Re: [R] A Question about MLE in R

I agree with John that SANN should be removed from optim. More importantly, the default choice of optimizer in optim should be changed from "Nelder-Mead" to "BFGS." Nelder-Mead is a bad choice for the most commonly encountered optimization problems in statistics. I really do not see a good

Re: [R] Fast matrix multiplication

Does Microsoft open R come with pre-compiled BLAS that is optimized for matrix computations? Thanks, Ravi -Original Message- From: Ista Zahn Sent: Monday, August 13, 2018 3:18 PM To: Ravi Varadhan Cc: r-help@r-project.org Subject: Re: [R] Fast matrix multiplication On Mon, Aug 13

Re: [R] Fast matrix multiplication

Hi Ista, Thank you for the response. I use Windows. Is there a pre-compiled version of openBLAS for windows that would make it easy for me to use it? Thanks, Ravi -Original Message- From: Ista Zahn Sent: Friday, August 10, 2018 12:20 PM To: Ravi Varadhan Cc: r-help@r-project.org

[R] Fast matrix multiplication

Hi, I would like to compute: A %*% B %*% t(A) A is a mxn matrix and B is an nxn symmetric, positive-definite matrix, where m is large relative to n (e.g., m=50,000 and n=100). Here is a sample code. M <- 1 N <- 100 A <- matrix(rnorm(M*N), M, N) B <- crossprod(matrix(rnorm(N*N), N

Re: [R] adding overall constraint in optim()

vect)), b=1, meq=1))) Ravi ____ From: Ravi Varadhan Sent: Saturday, May 5, 2018 12:31 PM To: m.ash...@enduringinvestments.com; r-help@r-project.org Subject: adding overall constraint in optim() Hi, You can use the projectLinear argument in BB::spg to optimize with linear

[R] adding overall constraint in optim()

Hi, You can use the projectLinear argument in BB::spg to optimize with linear equality/inequality constraints. Here is how you implement the constraint that all parameters sum to 1. require(BB) spg(par=p0, fn=myFn, project="projectLinear", projectArgs=list(A=matrix(1, 1, length(p0)), b=1,

Re: [R] Subject: glm and stepAIC selects too many effects

More principled would be to use a lasso-type approach, which combines selection and estimation in one fell swoop! Ravi From: Ravi Varadhan Sent: Tuesday, June 6, 2017 10:16 AM To: r-help@r-project.org Subject: Subject: [R] glm and stepAIC selects too many

[R] Subject: glm and stepAIC selects too many effects

If AIC is giving you a model that is too large, then use BIC (log(n) as the penalty for adding a term in the model). This will yield a more parsimonious model. Now, if you ask me which is the better option, I have to refer you to the huge literature on model selection. Best, Ravi [[

Re: [R] Haplo.glm error: Failed to converge during EM-glm loop

verge when you set a small tolerance for convergence. You may fiddle with the control options for EM algorithm and see if you can get convergence. If not, you should contact the package authors. Hope this is helpful, Ravi Ravi Varadhan, Ph.D. (Biostatistics), Ph.D. (Environmental Engg) Associate Pr

[R] Linear Regressions with non-negativity constraint

Hi, Take a look at the package "ic.infer" by Ulrike Gromping. https://www.jstatsoft.org/article/view/v033i10 Best, Ravi Ravi Varadhan, Ph.D. (Biostatistics), Ph.D. (Environmental Engg) Associate Professor, Department of Oncology Division of Biostatistics & Bionformatics

Re: [R] help in maximum likelihood

Standard error = sqrt(diag(solve(opt$hessian))) Ravi From: Alaa Sindi [mailto:alaasi...@icloud.com] Sent: Wednesday, March 02, 2016 3:22 PM To: Ravi Varadhan Cc: r-help@r-project.org Subject: Re: help in maximum likelihood Thank you very much prof. Ravi, That was very helpful. Is there a way

Re: [R] help in maximum likelihood

6, 63, 59, 62, 60) # note: there is no need to have the choose(n, y) term in the likelihood fn <- function(p) sum( - (y*(p[1]+p[2]*x) - n*log(1+exp(p[1]+p[2]*x))) ) out <- nlm(fn, p = c(-50,20), hessian = TRUE) out eigen(out$hessian) Hope this is helpful, Ravi Ravi Varadhan, Ph.D.

[R] Looking for a data set - Teratology data of Chen and Kodell (1989)

. Does anyone know of this or worked with this data set? If so, can someone share it with me? Thank you very much. Best, Ravi Ravi Varadhan, Ph.D. (Biostatistics), Ph.D. (Environmental Engg) Associate Professor, Department of Oncology Division of Biostatistics & Bionformatics Sidney Ki

Re: [R] Solve an equation including integral

te(fun, -Inf, t, nu=nu, exi=exi)$value return(res) } uniroot(myroot, c(-2, 2), nu=2, exi=0.5, alpha=.05) Ravi From: Ravi Varadhan Sent: Friday, January 08, 2016 11:29 AM To: r-help@r-project.org; 'sstol...@gmail.com' Subject: Re: Solve an equation including integral I think t

Re: [R] Solve an equation including integral

05) Hope this is helpful, Ravi Ravi Varadhan, Ph.D. (Biostatistics), Ph.D. (Environmental Engg) Associate Professor, Department of Oncology Division of Biostatistics & Bionformatics Sidney Kimmel Comprehensive Cancer Center Johns Hopkins University 550 N. Broadway, Suite -E Baltimore, MD

[R] grep/regexp

_percent_of_CD4" and "Fr_II_percent_of_CD4". How can I use grep() to do this? More generally, are there any good online resources with examples like this for the use of grep() and regexp() in R? I didn't find the help pages for these very user-friendly. Thank you very

Re: [R] Cautioning optim() users about "Nelder-Mead" default - (originally) Optim instability

mentations of Nelder-Mead. Best regards, Ravi From: ProfJCNash Sent: Sunday, November 15, 2015 12:21 PM To: Ravi Varadhan; 'r-help@r-project.org'; lorenzo.ise...@gmail.com Cc: b...@xs4all.nl; Gabor Grothendieck Subject: Re: Cautioning optim() user

[R] Cautioning optim() users about "Nelder-Mead" default - (originally) Optim instability

Hi, While I agree with the comments about paying attention to parameter scaling, a major issue here is that the default optimization algorithm, Nelder-Mead, is not very good. It is unfortunate that the optim implementation chose this as the "default" algorithm. I have several instances wher

Re: [R] About error: L-BFGS-B needs finite values of 'fn'

It seems like there is substantial finite-sample bias in the MLEs. Either that or there is some error in your procedure. See attached code. Ravi From: Ravi Varadhan Sent: Wednesday, November 11, 2015 2:33 PM To: 'denizozo...@gazi.edu.tr' ; r-help@r-project.org Cc: 'profj

Re: [R] About error: L-BFGS-B needs finite values of 'fn'

t can still happen). I would strongly suggest that when you are doing simulations, you should encapsulate the parameter estimation inside a `try' or `tryCatch' statement so that when there is an error, the simulation keeps going rather than crashing out. See the attached code. Best, Ravi

Re: [R] How to get variable name while doing series of regressions in an automated manner?

ail.com] Sent: Tuesday, October 27, 2015 1:50 PM To: Ravi Varadhan Cc: r-help@r-project.org Subject: Re: [R] How to get variable name while doing series of regressions in an automated manner? Marc,Ravi: I may misunderstand, but I think Marc's solution labels the list components but not nece

[R] How to get variable name while doing series of regressions in an automated manner?

HS? In addition, is there a better paradigm for doing these type of series of regressions in an automatic fashion? Thank you very much, Ravi Ravi Varadhan, Ph.D. (Biostatistics), Ph.D. (Environmental Engg) Associate Professor, Department of Oncology Division of Biostatistics & Bi

Re: [R] Linear regression with a rounded response variable

: Ravi Varadhan; r-help@r-project.org Subject: Re: [R] Linear regression with a rounded response variable > On 21 Oct 2015, at 19:57 , Charles C. Berry wrote: > > On Wed, 21 Oct 2015, Ravi Varadhan wrote: > >> [snippage] > > If half the subjects have a value of 5 second

[R] Linear regression with a rounded response variable

ered. Any suggestions? Thank you, Ravi Ravi Varadhan, Ph.D. (Biostatistics), Ph.D. (Environmental Engg) Associate Professor, Department of Oncology Division of Biostatistics & Bionformatics Sidney Kimmel Comprehensive Cancer Center Johns Hopkins University 550 N. Broadway, Suite -E Baltimore

Re: [R] Bug in auglag?

esday, October 6, 2015 9:20 AM To: Ravi Varadhan Cc: 'r-help@r-project.org' Subject: Bug in auglag? Hi Ravi, I would like come back to your offer. I have a problem which possibly is caused by a bug or by something I don't understand: My function to be minimised is executed even when an

Re: [R] optimizing with non-linear constraints

2015 3:37 AM To: Ravi Varadhan Cc: 'r-help@r-project.org' Subject: Re: optimizing with non-linear constraints Ravi Varadhan writes: > Hi Rainer, > It is very simple to specify the constraints (linear or nonlinear) in > "alabama" . They are specified in a function

Re: [R] optimizing with non-linear constraints

nction(x, LAI) { h <- rep(NA, 2) h[1] <- LAI^x[2] / x[3] + x[1] h[2] <- 1 - x[1] - LAI^x[2] / x[3] h } Please take a look at the help page. If it is still not clear, you can contact me offline. Best, Ravi Ravi Varadhan, Ph.D. (Biostatistics), Ph.D. (Environmental Engg) Associate Profess

[R] lsqlin in pracma

In solve.QP(), you don't need to expand the equality into two inequalities. It can DIRECTLY handle the equality constraints. The first `meq' rows of the constraint matrix are equality constraints. Here is the excerpt from the documentation. meq the first meq constraints are treated as equali

Re: [R] : Ramanujan and the accuracy of floating point computations - using Rmpfr in R

What about numeric constants, like `163'? eval(Pre(exp(sqrt(163)*pi), 120))does not work. Thanks, Ravi From: David Winsemius Sent: Saturday, July 4, 2015 1:12 PM To: Duncan Murdoch Cc: r-help; John Nash; Ravi Varadhan Subject: Re: [R] : Rama

Re: [R] : Ramanujan and the accuracy of floating point computations - using Rmpfr in R

120), then all the constants, 163, pi, are automatically of 120 bits precision. Is this easy to do? Best, Ravi From: David Winsemius Sent: Friday, July 3, 2015 2:06 PM To: John Nash Cc: r-help; Ravi Varadhan Subject: Re: [R] : Ramanujan and the accuracy o

Re: [R] : Ramanujan and the accuracy of floating point computations - using Rmpfr in R

matters in Rmpfr. Even if it does, the answer you get is still wrong as you showed. Thanks, Ravi -Original Message- From: Richard M. Heiberger [mailto:r...@temple.edu] Sent: Thursday, July 02, 2015 6:30 PM To: Aditya Singh Cc: Ravi Varadhan; r-help Subject: Re: [R] : Ramanujan and the

[R] Ramanujan and the accuracy of floating point computations - using Rmpfr in R

Hi, Ramanujan supposedly discovered that the number, 163, has this interesting property that exp(sqrt(163)*pi), which is obviously a transcendental number, is real close to an integer (close to 10^(-12)). If I compute this using the Wolfram alpha engine, I get: 262537412640768743.25

Re: [R] multiple parameter optimization with optim()

Harold, Obviously the bottleneck is your objective function fn(). I have speeded up your function by a factor of about 2.4 by using `outer' instead of sapply. I think it can be speeded much more. I couldn't figure it out without spending a lot of time. I am sure someone on this list-serv

Re: [R] Unable to use `eval(parse(text))' in nlme::lme

Yes, this is a very important point. Thank you, Bill. Best, Ravi From: William Dunlap Sent: Friday, February 13, 2015 4:56 PM To: Ravi Varadhan Cc: r-h...@stat.math.ethz.ch Subject: Re: [R] Unable to use `eval(parse(text))' in nlme::lme > ff <-

Re: [R] Unable to use `eval(parse(text))' in nlme::lme

) dd <- subset(labdata2, Transplant_type!=0 & time >0) lme(ff, random=~1|Patient, data=dd, correlation=corAR1(), na.action=na.omit) Best, Ravi Ravi Varadhan, Ph.D. (Biostatistics), Ph.D. (Environmental Engg) Associate Professor Department of Oncology Division of Biostatistics & Bionfor

[R] Unable to use `eval(parse(text))' in nlme::lme

Hi, I would like to run lme() on a number of response variables in a dataframe in an automatic manner. Bu, when I use eval(parse(text=yname)) to denote the LHS of the formula in lme(), I get the following error message: > require(nlme) > mod2 <- with(subset(labdata2, Transplant_type!=0 &

Re: [R] Re-order levels of a categorical (factor) variable

Thursday, January 22, 2015 10:29 AM To: Bert Gunter Cc: William Dunlap; r-help@r-project.org; Ravi Varadhan Subject: Re: [R] Re-order levels of a categorical (factor) variable >>>>> Bert Gunter >>>>> on Wed, 21 Jan 2015 18:52:12 -0800 writes: > Bill/Rav

[R] Re-order levels of a categorical (factor) variable

Hi, I have a fairly elementary problem that I am unable to figure out. I have a continuous variable, Y, repeatedly measured at multiple times, T. The variable T is however is coded as a factor variable having these levels: c("Presurgery", "Day 30", "Day 60", "Day 180", "Day 365"). When I plot

Re: [R] R 3.1.2 mle2() function on Windows 7 Error and multiple solutions

lems and it is quite difficult to know a priori which one would be the best for "my" problem. Thus, the benchmarking capability provided by optimx is a powerful feature. Ravi From: Ben Bolker Sent: Thursday, January 15, 2015 9:29 AM To: Rav

Re: [R] R 3.1.2 mle2() function on Windows 7 Error and multiple solutions

Hi, I tried your problem with optimx package. I found a better solution than that found by mle2. ?library(optimx) # the objective function needs to be re-written LL2 <- function(par,y) { lambda <- par[1] alpha <- par[2] beta <- par[3] R = Nweibull(y,lambda,alpha,beta) -sum(log(R)) }

[R] Subject: short-sale constraint with nonpositive-definite matrix in portfolio optimization

Hi, You can try a projected gradient approach, which is implemented in the spg() function in the "BB" package. You have to provide a projection function which will take an infeasible matrix as input and will give a feasible (i.e. positive-definite) matrix as output. This kind of matrix projecti

[R] Checking modeling assumptions in a binomial GLMM

Dear All, I am fitting a model for a binary response variable measured repeatedly at multiple visits. I am using the binomial GLMM using the glmer() function in lme4 package. How can I evaluate the model assumptions (e.g., residual diagnostics, adequacy of random effects distribution) for a b

Re: [R] Box-cox transformation

Thank you. It is very helpful. Ravi -Original Message- From: Joshua Wiley [mailto:jwiley.ps...@gmail.com] Sent: Monday, July 07, 2014 4:15 PM To: Ravi Varadhan Cc: r-help@r-project.org Subject: Re: [R] Box-cox transformation Dear Ravi, In my previous example, I used the residuals, so

[R] Box-cox transformation

Hi, I am trying to do Box-Cox transformation, but I am not sure how to do it correctly. Here is an example showing what I am trying: # example from MASS require(MASS) boxcox(Days+1 ~ Eth*Sex*Age*Lrn, data = quine, lambda = seq(-0.05, 0.45, len = 20)) # Here is My attempt at getting t

Re: [R] A combinatorial assignment problem

en maximum and minimum candidates for referees is 13 - 3 = 10. Of course, I have to increase the # iters to get a better solution, but for large K and R this may not converge at all. Best regards, Ravi From: Ravi Varadhan Sent: Wednesday, April 30, 2014 1:49 PM To: r-help@r-project.org Subject: A co

Re: [R] A combinatorial assignment problem

hursday, May 01, 2014 10:46 AM To: Ravi Varadhan Cc: r-help@r-project.org; djnordl...@frontier.com Subject: Re: A combinatorial assignment problem Ravi: You cannot simultaneously have balance and guarantee random mixing. That is, you would need to specify precisely what you mean by balance and

[R] A combinatorial assignment problem

Hi, I have this problem: K candidates apply for a job. There are R referees available to review their resumes and provide feedback. Suppose that we would like M referees to review each candidate (M < R). How would I assign candidates to referees (or, conversely, referees to candidates)? Th

[R] A couple of issues with lattice::bwplot

Hi All, I am using lattice::bwplot to plot the results of a subgroup analysis for different simulation scenarios. I have 4 subgroups, 5 methods of estimating treatment effect in subgroups, and 4 scenarios. I am plotting the subgroup effect and its upper and lower CI. I have 2 issues that I a

[R] Unable to Install a package from source in Windows

Hi, I am using following R version: > version _ platform i386-w64-mingw32 arch i386 os mingw32 system i386, mingw32 status major 3 minor 0.1 year 2013 month 05 day16 svn rev62743 language

Re: [R] convergence=0 in optim and nlminb is real?

The optimization algorithms did converge to a limit point. But, not to a stationary point, i.e. a point in parameter space where the first and second order KKT conditions are satisfied. If you check the gradient at the solution, you will see that it is quite large in magnitude relative to 0.

Re: [R] [optim/bbmle] function returns NA

Carlos, There are likely several problems with your likelihood. You should check it carefully first before you do any optimization. It seems to me that you have box constraints on the parameters. They way you are enforcing them is not correct. I would prefer to use an optimization algorithm t

Re: [R] GARCH Optimization Problems

Hi Tony, Did you try the `auglag' algorithm in "alabma" package? Ravi [[alternative HTML version deleted]] __ 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.or

[R] While using R CMD check: LaTex error: File `inconsolata.sty' not found

Hi, While using R CMD check I get the following Latex error message which occurs when creating PDF version of manual: LaTex error: File `inconsolata.sty' not found I am using Windows 7 (64-bit) and R 3.0.1. I have MikTex 2.9. I see that the incosolata.sty is present under \doc\fonts folder. How

Re: [R] Vectorized code for generating the Kac (Clement) matrix

Ravi Varadhan; 'r-help@r-project.org' Subject: Re: [R] Vectorized code for generating the Kac (Clement) matrix On 26-04-2013, at 14:42, Enrico Schumann wrote: > On Thu, 25 Apr 2013, Ravi Varadhan writes: > >> Hi, I am generating large Kac matrices (also known as Clement mat

[R] Vectorized code for generating the Kac (Clement) matrix

n - i + 1 for (i in 2:(n+1)) Kacmat[i, i-1] <- i-1 The above code is fast, but I am curious about vectorized ways to do this. Thanks in advance. Best, Ravi Ravi Varadhan, Ph.D. Assistant Professor The Center on Aging and Health Division of Geriatric Medicine & Gerontology Johns Hopk

Re: [R] Crrstep help

Kathy, You need to make sure that you have installed the latest version of `cmprsk' package (version 2.2-4). crrstep will not work Otherwise. Ravi From: Ravi Varadhan Sent: Thursday, March 28, 2013 5:25 PM To: 'kathyhan...@gmail.com' Cc: r-help@r-project.org Subject: Re: [

Re: [R] Crrstep help

Hi Kathy, You should first contact the package maintainer (which is me!) before posting to r-help. Which version of the package are you using? Can you send me a minimally reproducible code? Ravi Ravi Varadhan, Ph.D. Assistant Professor The Center on Aging and Health Division of Geriatric

Re: [R] Constrained Optimization in R (alabama)

optimizers like alabama would still NOT be good approaches. It would be easiest to just go through the discrete values. Ravi From: Berend Hasselman [b...@xs4all.nl] Sent: Monday, February 11, 2013 12:45 AM To: Axel Urbiz Cc: R-help@r-project.org; Ravi

Re: [R] Constrained Optimization in R (alabama)

auglag(par = rep(1,4), fn = ff, heq = heq) Ravi From: Axel Urbiz [axel.ur...@gmail.com] Sent: Sunday, February 10, 2013 3:16 PM To: R-help@r-project.org; Ravi Varadhan Subject: Constrained Optimization in R (alabama) Dear List, I'm trying to solve this si

Re: [R] Constrained Optimization in R (alabama)

Axel Urbiz [axel.ur...@gmail.com] Sent: Sunday, February 10, 2013 3:16 PM To: R-help@r-project.org; Ravi Varadhan Subject: Constrained Optimization in R (alabama) Dear List, I'm trying to solve this simple optimization problem in R. The parameters are the exponents to the matrix mm. The c

[R] Non linear programming: choose R that minimizes corr(y,x^R)

- function(p, x, y) sapply(p, function(p) cor(y, x^p)^2) plot(seq(0,5,length=1000), obj2(seq(0,5,length=1000),x,y), type="l") Best, Ravi Ravi Varadhan, Ph.D. Assistant Professor The Center on Aging and Health Division of Geriatric Medicine & Gerontology Johns Hopkins University

Re: [R] starting values in glm(..., family = binomial(link =log))

I did not get any warnings when I ran your data/model example. From: Fischer, Felix [mailto:felix.fisc...@charite.de] Sent: Wednesday, January 30, 2013 11:19 AM To: Ravi Varadhan Cc: r-help@r-project.org Subject: AW: [R] starting values in glm(..., family = binomial(link =log)) Thanks for your

[R] starting values in glm(..., family = binomial(link =log))

Try this: Age_log_model = glm(Arthrose ~ Alter, data=x, start=c(-1, 0), family=quasibinomial(link = log)) Ravi Ravi Varadhan, Ph.D. Assistant Professor The Center on Aging and Health Division of Geriatric Medicine & Gerontology Johns Hopkins University rvarad...@jhmi.edu<mailto

Re: [R] model selection with spg and AIC (or, convert list to fitted model object)

: Sunday, December 02, 2012 5:04 PM To: Ravi Varadhan Cc: Adam Zeilinger (zeil0...@umn.edu); r-help@r-project.org Subject: Re: [R] model selection with spg and AIC (or, convert list to fitted model object) Dear Ravi, Thank you so much for the help. I switched to using the optimx function but I

Re: [R] Integration in R

Send us a reproducible R code that shows what you actually tried. Ravi Varadhan, Ph.D. Assistant Professor The Center on Aging and Health Division of Geriatric Medicine & Gerontology Johns Hopkins University rvarad...@jhmi.edu<mailto:rvarad...@jhmi.edu> 410-502-2619 [[altern

Re: [R] vectorized uni-root?

ill not be deprecated unless you can vectorize Brent's hybrid root-finding approach! Best, Ravi Ravi Varadhan, Ph.D. Assistant Professor The Center on Aging and Health Division of Geriatric Medicine & Gerontology Johns Hopkins University rvarad...@jhmi.edu<mailto:rvarad...@

Re: [R] optim & .C / Crashing on run

You might also want to try the Nelder-Mead algorithm, nmk(), in the "dfoptim" package. It is a better algorithm than the Nelder-Mead in optim. It is all R code, so you might be able to modify it to fit your needs. Ravi Ravi Varadhan, Ph.D. Assistant Professor The Center on Aging

Re: [R] Struggeling with nlminb...

Try optimx() in the "optimx" package with the control option `all.methods=TRUE'. Ravi Ravi Varadhan, Ph.D. Assistant Professor The Center on Aging and Health Division of Geriatric Medicine & Gerontology Johns Hopkins University rvarad...@jhmi.edu<mailto:rvarad...@

Re: [R] Creating Optimization Constraints

You have nonlinear constraints on the parameters. Take a look at constrained optimization algorithms in packages "alabama" or "Rsolnp" that can handle non-linearly constrained optimization problems. Ravi Ravi Varadhan, Ph.D. Assistant Professor The Center on Aging an

Re: [R] fit a "threshold" function with nls

Ravi From: Vito Muggeo [vito.mug...@unipa.it] Sent: Tuesday, October 16, 2012 9:55 AM To: Bert Gunter Cc: Véronique Boucher Lalonde; r-help@r-project.org; Ravi Varadhan Subject: Re: [R] fit a "threshold" function with nls Véronique, in addition to Bert's comments, I wo

[R] model selection with spg and AIC (or, convert list to fitted model object)

optimization are not using optimx. This is a very powerful for benchmarking unconstrained and box-constrained optimization problems. It deserves to be used widely, in my biased, but correct, opinion. Ravi Ravi Varadhan, Ph.D. Assistant Professor The Center on Aging and Health Division of Geriatric

Re: [R] Constraint Optimization with constrOptim

solved: require(BB) 　 proj.simplex <- function(y, c=1) { # # project an n-dim vector y to the simplex S_n # S_n = { x | x \in R^n, 0 <= x <= c, sum(x) = c} # Copyright: Ravi Varadhan, Johns Hopkins University # August 8, 2012 # n <- length(y) sy <- sort(y, decreasing=TR

Re: [R] Coxph not converging with continuous variable

covariates, and then converting the scaled coefficients back to the original scale? Of course, the end user could do this just as easily! Best, Ravi Ravi Varadhan, Ph.D. Assistant Professor The Center on Aging and Health Division of Geriatric Medicine & Gerontology Johns Hopkins Univer

Re: [R] A contour plot question - vis.gam () function in "mgcv"

Thank you, Peter. I don't know why I didn't think of this! Also, thanks to Ilai. Ravi From: Peter Ehlers [ehl...@ucalgary.ca] Sent: Tuesday, April 03, 2012 8:22 PM To: ilai Cc: Ravi Varadhan; r-help@r-project.org Subject: Re: [R] A co

Re: [R] quadratic programming-maximization instead of

ite matrix since the original matrix ought to be negative-definite. Ravi --- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad..

[R] problem of "constrOptim.nl", no hessian and convergence

default method "BFGS" is better in this setting. Hope this helps, Ravi ------- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email:

Re: [R] Non-negativity constraints for logistic regression

boundary. Asymptotic distribution of MLE estimators will not be normal in the case of convergence at the boundary. This is a difficult problem. Best, Ravi --- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology

[R] performance of adaptIntegrate vs. integrate

roving the convergence of a sequence. This could be an explanation for the better performance, but I cannot say for sure. Hope this is helpful, Ravi --- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School o

[R] optim seems to be finding a local minimum

here is also the issue of properly scaling your function, because it is poorly scaled. Look how different the 2 parameters are - they are 7 orders of magnitude apart. You are really asking for trouble here. Hope this is helpful, Ravi. ----

Re: [R] Poor performance of "Optim"

Hi, You really need to study the documentation of "optim" carefully before you make broad generalizations. There are several algorithms available in optim. The default is a simplex-type algorithm called Nelder-Mead. I think this is an unfortunate choice as the default algorithm. Nelder-Mea

[R] Download statistics for a package

Hi, How can I get information on how many times a particular package has been downloaded from CRAN? Thanks, Ravi. --- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins

Re: [R] Global optimisation with inequality constraints

argument. Ravi. --- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu<mailto:rvarad...@jhmi.edu> [[alternative

Re: [R] Imposing Feller condition using project constraint in spg

ction of w1'. This is a simple calculus exercise, and I will leave this as a homework problem for you to solve! Best, Ravi. ------- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns

Re: [R] Hessian matrix issue

lculate significance levels. Best, Ravi. --- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu<mailto:rvarad..

[R] Hessian matrix issue

s will be close to zero ans2$hessian However, it is not known whether the standard errors obtained from this Hessian are asymptotically valid. Best, Ravi. ------- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Geronto

Re: [R] Gradients in optimx

ical gradient is not sufficiently close to the user-specified gradient. Best, Ravi. --- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email

Re: [R] Gradient function in OPTIMX

these gradients to us? In "optimx", we should probably change this into a "warning" rather than a "stop". Ravi. --- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology Sc

Re: [R] How to generate a random variate that is correlated with a given right-censored random variate?

distribution. What kind of bivariate coupla might work? Then, how to generate from the conditional distribution [U | T]? Any thoughts? Thanks, Ravi. --- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology

[R] How to generate a random variate that is correlated with a given right-censored random variate?

. --- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu<mailto:rvarad...@jhmi.edu> [[alternative HTML version d

Re: [R] Scaling problem in optim()

ization algorithms. Ravi. ------- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu<mailto:rvarad...@jhmi.edu> [[a

[R] optimization problems

Kathie, It is very difficult to help without adequate information. What does your objective function look like? Are you maximizing (in which case you have to make sure that the sign of the objective function is correct) or minimizing? Can you try "optimx" with the control option all.methods=TR

Re: [R] ridge regression - covariance matrices of ridge

Hi Michael, The coefficients of ridge regression are given by: \beta^* = (X'X + k I)^{-1} X' y, (1) where k > 0 is the penalty parameter and I is the identity matrix. The ridge estimates are related to OLS estimates \beta as follows: \beta^* = Z \beta,

Re: [R] How to capture console output in a numeric format

I did think of this solution, Keith, but I am generally uncomfortable (may be "paranoid" is a better word) with the use of `<<-'. Perhaps, my fear is unjustified in this particular situation. Thanks, Ravi. ------- Ravi Vara

Re: [R] How to capture console output in a numeric format

he 3-column matrix. It would be nice, if there was a more direct way to get the numerical output, perhaps a numeric option in capture.output(). Best, Ravi. --- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Ger

[R] How to capture console output in a numeric format

n the actual numerical values. How can I do this? Thanks very much for any suggestions. Best, Ravi. --- Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410)

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