[R] Fwd: Quadratic programming, for loop

[Maija Sirkjärvi]

Thanks for the reply!

dvec, thus hsmooth, has the same length J. It shouldn't be the problem.

2018-06-26 11:24 GMT+03:00 Eric Berger <ericjberger using gmail.com>:

> The statement
>
> dvec <- -hsmooth
>
> looks like it might be the source of the problem, depending on what
> hsmooth is.
>
>
> On Tue, Jun 26, 2018 at 11:16 AM, Maija Sirkjärvi <
> maija.sirkjarvi using gmail.com> wrote:
>
>> 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
>> 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])
>> bvec[J-1+j-2]= Delta2
>> }
>>
>> 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
>> > element!
>> > R > Q <- c(3, 5, 8)
>> > R > Q[0]
>> > numeric(0)
>> > R > Q[1]
>> > [1] 3
>> > R > Q[2]
>> > [1] 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
>> > [1] 0 0 3 5 8
>> >
>> >
>> > Clear now?
>> > B.
>> >
>> >
>> >
>> > > On 2018-06-14, at 01:22, Maija Sirkjärvi <maija.sirkjarvi using gmail.com>
>> > wrote:
>> > >
>> > > 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[0] 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
>> >
>> > wrote:
>> > > >
>> > > >  Amat[J-1+j-2,j-1]= 1/(Q[j] - Q[j-1]) + 1/(Q[j-1] - Q[j-2])
>> > >
>> > >
>> >
>> >
>>
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>>
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>
>

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