Databases
StackOverflow2013
Postsdbo
POOptimizing ranges in R
 

Note that there are some explanatory texts on larger screens.

plurals
  1. POOptimizing ranges in R
    primarykey
    data
    text
    <p>I have the following problem and don't know how to code it in R:</p> <p>A dataframe <code>df</code> with two columns: First column an ordered set of numbers <code>df$ind</code>, the second column a highly stochastic set of numbers <code>df$ret</code>.</p> <p>I want to find two ranges in <code>df$ret</code> that don't overlap and optimize the condition that the sum of the numbers in the first range must be positive and the sum of the numbers of second range negative. After that I would like to have the 2x2 <code>df$ind</code>-values of the respective ranges.</p> <p>Two possibilites come to my mind (and I don't know how to program either of these in R):</p> <ol> <li>Monte Carlo where 2x2 positions are being chosen, the sums being calculated and compared to the hitherto best solution.</li> <li>Trying all possible ranges and taking the best solution (concerning the number of values this seems computationally doable).</li> </ol> <p>Could you give me some hints how to realize this in R or is there even a package for these kinds of optimizations (there seems to be a package for everything in R ;-)</p> <p><strong>UPDATE:</strong><br> You will have 4 values: <code>i</code>, <code>k</code>, <code>m</code>, <code>n</code>: <code>df$ret[i:k]</code> and <code>df$ret[m:n]</code> with <code>i</code> &lt; <code>k</code> &lt; <code>m</code> &lt; <code>n</code>.</p> <p>The optimization is (pseudocode): </p> <blockquote> <p>max:abs(sum(range(i:k)))+abs(sum(range(m:n)))</p> </blockquote> <p><br> under the conditions: </p> <blockquote> <p>sum(range(i:k)) > 0 and sum(range(m:n)) &lt; 0</p> </blockquote>
    singulars
    1. PO
      singulars
      1. PTAnswer
    1. This table or related slice is empty.
    1. PTQuestion
    1. This table or related slice is empty.
    1. USvonjd
    plurals
    1. This table or related slice is empty.
    1. This table or related slice is empty.
    1. This table or related slice is empty.
    1. PO
      singulars
      1. PTAnswer
    2. PO
      singulars
      1. PTAnswer
    1. VO
      singulars
      1. POOptimizing ranges in R
      1. This table or related slice is empty.
      1. VTUpMod
    2. VO
      singulars
      1. POOptimizing ranges in R
      1. USvonjd
      1. VTFavorite
    3. VO
      singulars
      1. POOptimizing ranges in R
      1. This table or related slice is empty.
      1. VTUpMod
    1. COOptimisation is when you can compare numbers and pick the highest or the lowest. Suppose we find two solutions, i.e. two range pairs, satisfying your conditions. It is not clear which one you prefer more.
      singulars
      1. POOptimizing ranges in R
      1. USmpiktas
    2. COFor the first range pick the positive numbers, for the second negative.
      singulars
      1. POOptimizing ranges in R
      1. USmpiktas
    3. CO@mpiktas: The optimization criterion would be: The bigger the sum of the first and the smaller the sum of the second range. You can take the biggest and smallest from each solution. In case that there is an overlap then choose the one that has the biggest absolute value. I don't understand you second comment because you must take the sum of the whole range, you can not cherry-pick certain values out of "ret".
      singulars
      1. POOptimizing ranges in R
      1. USvonjd
 

Querying!

 
Guidance
A row detail

Detail views are divided into sections. All the information in the data section comes from columns in the selected row. The other sections display data from other, related rows.

Related data can be related in a to-one or a to-many fashion. Captions of data related in a to-many fashion link to a list view showing a filtered view of the table.

Try moving around until you find a non-empty to-many entry and click on the label to get to one. You can move back to the root by clicking on the database name in the header.

SQuiL has stopped working due to an internal error.

If you are curious you may find further information in the browser console, which is accessible through the devtools (F12).

Reload