[R] Fwd: Quadratic programming, for loop
m@|j@@@|rkj@rv| @end|ng |rom gm@||@com
Tue Jun 26 10:16:55 CEST 2018
Thanks for the reply! I got that figured out, but still have some problems
with the quadratic programming.
It seems that my Amat and dvec are incompatible. Amat is a matrix of zeros
size: *2*J-3,J* and dvec is a vector of length *J*. There should be no
problem, but apparently there is. The piece of code looks like this:
Dmat <- matrix(0,nrow= J, ncol=J)
diag(Dmat) <- 1
dvec <- rep(0,J)
dvec <- -hsmooth
Aeq <- 0
beq <- 0
Amat <- matrix(0,2*J-3,J)
bvec <- rep(0,2*J-3)
for(j in 2:J)
Amat[j-1,j-1] = -1
Amat[j-1,j] = 1
bvec[j-1] = Delta1
for(j in 3:J)
Amat[J-1+j-2,j] = -1/(Q[j] - Q[j-1])
Amat[J-1+j-2,j-1]= 1/(Q[j] - Q[j-1]) + 1/(Q[j-1] - Q[j-2])
Amat[J-1+j-2,j-2]= -1/(Q[j-1] - Q[j-2])
solution <- solve.QP(Dmat, dvec, Amat, bvec)
2018-06-14 15:52 GMT+03:00 Boris Steipe <boris.steipe using utoronto.ca>:
> Keep replies on list please.
> You are not accessing a value from vector Q if you access the zero'th
> R > Q <- c(3, 5, 8)
> R > Q
> R > Q
>  3
> R > Q
>  5
> In the first iteration of the loop j is 2 thus j-2 is 0 and that's the
> reason for the error message: you are trying to replace a matrix element
> with a zero-length (i.e. unassigned) numeric value. Perhaps, in your mind,
> you are mixing up the index of a vector element and its value? If you need
> two zeros to start your vector, do something like
> R > Q <- c(0, 0, Q)
> R > Q
>  0 0 3 5 8
> Clear now?
> > On 2018-06-14, at 01:22, Maija Sirkjärvi <maija.sirkjarvi using gmail.com>
> > Many thanks for your message!
> > The thing is that I need Q[j-2] to be zero for the first two iterations
> because I don't have those values (J starts from 1). Do you have any idea
> how to do it?
> > Thanks again!
> > Maija
> > 2018-06-13 15:52 GMT+03:00 Boris Steipe <boris.steipe using utoronto.ca>:
> > Q[j-2] gives you Q in your first inner loop iteration.
> > R arrays start at one.
> > B.
> > > On 2018-06-13, at 07:21, Maija Sirkjärvi <maija.sirkjarvi using gmail.com>
> > >
> > > Amat[J-1+j-2,j-1]= 1/(Q[j] - Q[j-1]) + 1/(Q[j-1] - Q[j-2])
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