Hi R users,
I am trying to restrct the range of two of the parameters in a maximization
problem. Both parameters should be between -1 and 1. As far as I know, if
I choose the estimation method ="L-BFGS-B" under Optim, I can restrict the
parameter space. However, the "L-BFGS-B" always require finite values of
the loglik function and cannot get around of the problem if an infinite
value occurs. Does anyone know how to restrict parameters with other
algorithms such as "BFGS" or "SANN" under the Optim function? Also can I
restrict parameters to be within a certain range when using MaxLik?
Thanks so much for your help.
Maomao
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