[R] Parabolic cylinder function

2008-08-22 Thread Zornitsa Luleva
Dear all, I need your advice since I am looking for an implementation of the parabolic cylinder function in R. I found implemantations of the hypergemetric functions (the Whittaker and the confluent hypogeometric functions) in the package fAsianOptions but the parabolic cylinder function was unfor

[R] Parabolic cylinder function

2008-08-21 Thread Zornitsa Luleva
Dear all, I need your advice since I am looking for an implementation of the parabolic cylinder function in R. I found implemantations of the hypergemetric functions (the Whittaker and the confluent hypogeometric functions) in the package fAsianOptions but the parabolic cylinder function was unfor

[R] Call a Fortran subroutine with R: R crashes

2008-08-18 Thread Zornitsa Luleva
Hello, I am trying to call a FORTRAN subroutine within R and something really strange happens: I have a dll-library, that I load with dyn.load('mpbvv.dll'). I have checked the [Ordinal/Name Pointer] Table for the function within the library that I want to call - it is there (objdump - p mpbvv.dll

[R] mle2(): logarithm of negative pdfs

2008-07-23 Thread Zornitsa Luleva
Hi, In order to use the mle2-function, one has to define the likelihood function itself. As we know, the likelihood function is a sum of the logarithm of probability density functions (pdf). I have implemented myself the pdfs that I am using. My problem is, that the pdfs values are negative and I

[R] Control parameter of the optim( ): parscale

2008-07-21 Thread Zornitsa Luleva
Hi everybody, I am using the L-BFGS-B method of the mle2() function to estimate the values of 6 parameters. mle2 uses the methods implemented in optim. As I got it from the descriptions available online, one can use the parscale parameter to tell R somehow what the values of the estimated paramete

[R] Optim() violates constraints

2008-06-19 Thread Zornitsa Luleva
Hi, I am using the mle2 method of the package 'bbmle'. The method is calling as far as I understood it the optim method "L-BFGS-B" (this is the method I use). The latter one allows the user to impose box constraints on the variables, i.e. to give lower and upper bounds. It is important that the i

[R] Optim() violates constraints

2008-06-19 Thread Zornitsa Luleva
Hi, I am using the mle2 method of the package 'bbmle'. The method is calling as far as I understood it the optim method "L-BFGS-B" (this is the method I use). The latter one allows the user to impose box constraints on the variables, i.e. to give lower and upper bounds. It is important that the in