optimization

Hi, If a compound distribution is made up of a gamma dist with parameters (a,b), and b is gamma-distributed so that its parameters are (c,d), such that I have a compound distribution -> f(a,c,d) (i.e. b has been marginalised out). My question is: If I am using the log-likelihood of the...

I am facing a problem while performing optimization using lpSolveAPI in R and Java on a large dataset. I tried Rserve,RCaller,JRI,Renjin and found that Rserve is what actually suits my need. RCaller has a functionality that has allows to run all the r commands as a batch, but after that the...

I'm trying to replicate the Excel Solver in R- which is basically a constraint optimization problem I'm trying to minimize the cost per action which is total spend/ total actions which equals to the below function with a few constraints. CPA function: '(a+b+c+d)/((consta+(Baln(a)))+...

Hi, I'm trying to replicate the Excel Solver in R- which is basically a constraint optimization problem I'm trying to minimize the cost per action which is total spend/ total actions which equals to the below function with a few constraints. CPA function...

I'm trying to determine the best way to approach an optimization problem, but have been struggling to determine what statistical methods are appropriate. I've search for a few hours and nothing seems to click as an accurate approach. I have a day of data, broken down into hourly segments. For...

If we study model fit on a nonlinear regression model Y_i=f(z_i,\theta)+\epsilon_i, i=1,...,n, and in the Gauss-Newton method, the update on the parameter $\theta$ from step $t$ to $t+1$ is to minimize the sum of squares...

Okay, so my concrete floor is not level - there are high spots and there are low spots. My goal is to achieve <1/8th inch difference between any two spots within any 10 foot radius. What I have is elevation measurements across the entire floor, at every 6 inches along the Y and the X axis...

Hi everyone, Here's the shortest version of this optimization problem: - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - I need to find out the value of one growth rate and one mortality rate by simulating a population between two assessment...

Hi everyone! I have some issues related to the title at hand, and hopefully you guys can help. Sorry for the long post. I have forecasted mean variance data given to me for about 10 different variables. I need to optimize those variables. I have historical data for those 10 different...

how can maximum the \sum\limits_{j=1}^{J}{\sum\limits_{t=1}^{T}{h_{jt}(x_t;\theta)\dfrac{e^{\alpha_j+X\beta}}{\sum\limits_{l=1}^{L}{e^{\alpha_l+X\beta}}}}} where h_{jt} is known and\alpha and \beta=(\beta_1,\ldots,\beta_s) are parameter and must be estimate.

Dear reader, I am facing an optimization problem and, at this point, I need help from someone with more knowledge than me. My goal: For a non-linear regression method, I use the solver add-in function of Microsoft Excel to obtain the equation parameters by minimizing the sum of the squares...

Summary: Is there a way to directly estimate the squared correlation between two zero-mean Gaussian variables on-line and without storing more than two samples at any given time? Dear all, I am working on an optimization procedure to minimize the correlation between two zero-mean normally...

I am trying to test whether or not there is a significant difference between maximum likelihood estimates of two genetic parameters (selection and dominance) across two environments with genotype data from a cross. There are three genotype classes, C11, C12, and C22, and I am looking to maximize...

Hello Everyone, I'm quite new to Stats and desperately need some help here. I'm working on resource planning with some data. The data that I have is... number of work items per day during the last year. Number of work items keep changing day to day and these numbers could be anywhere...

I made a SRM for a chemistry experiment. The factors analyzed were 2 an i had 5 responses. For the model can i use a cubic model or should i use a cuadratic model due to the number or factors analyzed? For some responses the best fit is a cuadratic and for some other is the cubic. Is correct...