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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,21 +1,20 @@ | ||
| Package: rspa | ||
| Maintainer: Mark van der Loo <mark.vanderloo@gmail.com> | ||
| License: GPL-3 | ||
| Title: Adapt Numerical Records To Fit (In)Equality Restrictions | ||
| Title: Adapt Numerical Records to Fit (in)Equality Restrictions | ||
| Type: Package | ||
| LazyLoad: yes | ||
| Author: Mark van der Loo | ||
| Description: Based on (optionally sparse) quadratic optimization with the main | ||
| algorithms implemented in C. Includes features for easy processing of many | ||
| (smaller) records. The algorithm has been tested on fairly large | ||
| optimization problems with up to a few million variables and several | ||
| hundred thousand restrictions. | ||
| Version: 0.1-6 | ||
| Depends: R (>= 2.13.0), editrules | ||
| Description: Based on (optionally sparse) quadratic optimization with the main algorithms implemented in C. Includes features for easy processing of many (smaller) records. The algorithm has been tested on fairly large optimization problems with up to a few million variables and several hundred thousand restrictions. | ||
| Version: 0.1-7 | ||
| Depends: R (>= 2.13.0) | ||
| Imports: editrules | ||
| URL: https://github.com/markvanderloo/rspa | ||
| Date: 2013-10-21 | ||
| BugReports: https://github.com/markvanderloo/rspa/issues | ||
| VignetteBuilder: knitr | ||
| Date: 2015-06-10 | ||
| Suggests: knitr, testthat | ||
| Packaged: 2014-11-26 11:05:13 UTC; mark | ||
| NeedsCompilation: yes | ||
| Packaged: 2015-06-10 12:27:26 UTC; mark | ||
| Repository: CRAN | ||
| Date/Publication: 2014-11-26 12:44:09 | ||
| Date/Publication: 2015-06-10 15:10:52 |
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| ## ----echo=FALSE, results="hide",include=FALSE---------------------------- | ||
| library(knitr) | ||
| library(rspa) | ||
| library(editrules) | ||
| opts_chunk$set(size='small') | ||
|
|
||
| ## ----tidy=FALSE---------------------------------------------------------- | ||
| E <- editmatrix(expression( | ||
| x5 == x1 + x8, | ||
| x5 == x3 + x4, | ||
| x8 == x6 + x7, | ||
| x4 > 0)) | ||
|
|
||
| ## ----tidy=FALSE---------------------------------------------------------- | ||
| x <- c( | ||
| x1=330, | ||
| x2=20, | ||
| x3=1000, | ||
| x4=30, | ||
| x5=950, | ||
| x6=500, | ||
| x7=200, | ||
| x8=700) | ||
|
|
||
| ## ------------------------------------------------------------------------ | ||
| violatedEdits(E,x,tol=1e-2) | ||
|
|
||
| ## ------------------------------------------------------------------------ | ||
| E <- reduce(substValue(E,'x5',x['x5'])) | ||
|
|
||
| ## ------------------------------------------------------------------------ | ||
| (y <- adjust(E, x)) | ||
|
|
||
| ## ------------------------------------------------------------------------ | ||
| violatedEdits(E, y$x, tol = 1e-2) | ||
|
|
||
| ## ----echo=FALSE---------------------------------------------------------- | ||
| set.seed(1976) | ||
|
|
||
| ## ----tidy=FALSE---------------------------------------------------------- | ||
| F <- editmatrix(expression( | ||
| x + y == z, | ||
| x >= 0, | ||
| y >= 0, | ||
| z >=0 | ||
| )) | ||
| N <- 100 | ||
| dat <- data.frame( | ||
| x = runif(100), | ||
| y = rnorm(100), | ||
| z = rlnorm(100) | ||
| ) | ||
|
|
||
| ## ------------------------------------------------------------------------ | ||
| A <- adjustRecords(F,dat) | ||
| summary(A) | ||
|
|
||
| ## ------------------------------------------------------------------------ | ||
| plot(A) | ||
|
|
||
| ## ------------------------------------------------------------------------ | ||
| E | ||
|
|
||
| ## ----echo=TRUE,tidy=FALSE------------------------------------------------ | ||
| rc <- data.frame( | ||
| row = c( 1, 1, 2, 2, 3, 3, 3, 4), | ||
| col = c( 1, 2, 3, 4, 2, 5, 6, 4), | ||
| coef = c(-1,-1,-1,-1, 1,-1,-1,-1) | ||
| ) | ||
| b <- c(-950, -950, 0,0) | ||
|
|
||
| ## ------------------------------------------------------------------------ | ||
| e <- sparseConstraints(rc, b, neq=3, sorted=TRUE) | ||
| e | ||
|
|
||
| ## ------------------------------------------------------------------------ | ||
| x_sparse <- c(330, 700, 1000, 30, 500, 200) | ||
| (adjust(e, x_sparse)) | ||
|
|
||
| ## ----eval=FALSE,tidy=FALSE,highlight=FALSE------------------------------- | ||
| # library(LaF) | ||
| # ## Loading required package: Rcpp | ||
| # library(rspa) | ||
| # ## Loading required package: editrules | ||
| # | ||
| # # read A-matrix | ||
| # laf <- laf_open_fwf( | ||
| # file = "prob2A.txt", | ||
| # column_types = c("integer","integer","double"), | ||
| # column_widths = c(10,10,4) | ||
| # ) | ||
| # rowcol <- laf[] | ||
| # laf <- close(laf) | ||
| # | ||
| # # read b-vector | ||
| # b <- read.csv("prob2b.txt",header=FALSE)[,1] | ||
| # | ||
| # # read x-vector | ||
| # x <- read.csv("prob2x.txt",header=FALSE)[,1] | ||
| # | ||
| # e <- sparseConstraints(rowcol,b,neq=length(b)) | ||
| # e | ||
| # ## Sparse numerical constraints. | ||
| # ## Variables : 474948 | ||
| # ## Restrictions: 60675 (printing 0) | ||
| # | ||
| # y <- adjust(e, x) | ||
| # y | ||
| # ## Object of class 'adjusted' | ||
| # ## Status : success (using 'sparse' method) | ||
| # ## Accuracy : 0.00770226 | ||
| # ## Objective : 47430.5 | ||
| # ## Iterations: 552 | ||
| # ## Timing (s): 5.661 | ||
| # ## Solution (truncated at 10): | ||
| # ## [1] 5.4028322 3.5246546 3.7979088 1.1202164 2.5304367 0.2037056 | ||
| # ## [7] 97.9161357 1.5714899 4.5743395 -1.1756605 | ||
|
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||
| ## ------------------------------------------------------------------------ | ||
| e <- editmatrix(expression( x < 0, x > 1)) | ||
| isFeasible(e) | ||
| adjust(e,c(x=0.5)) | ||
|
|
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