[R] optim, constrOptim: setting some parameters equal to each other

2008-06-08 Thread Alex F. Bokov
Hello, and apologies for the upcoming naive questions. I am a biologist who is trying to teach himself the appropriate areas of math and stats. I welcome pointers to suggested background reading just as much as I do direct answers to my question. Let's say I have a function F() that takes

Re: [R] optim, constrOptim: setting some parameters equal to each other

2008-06-08 Thread Spencer Graves
If 'F' is twice differentiable, this could be done fairly easily by writing 'F' as a function to be maximized with a1 = a + da, etc., and using the 'activePars' argument in maxNR{maxLik} to specify the constraints you want. More specifically, consider the following: Fmax -

Re: [R] optim, constrOptim: setting some parameters equal to each other

2008-06-08 Thread Katharine Mullen
Here is an example w/optim where you have an objective function F(x) where you have (possibly a few) constraints of form x_i=x_j, and you can specify the constraints flexibly, which is what I _think_ you want. An example from you would have been nice. ## objective function that depends on all

Re: [R] optim, constrOptim: setting some parameters equal to each other

2008-06-08 Thread Katharine Mullen
the example I just mailed had an error; it should have been: ## objective function that depends on all parameters, here a, b, c obfun - function(a,b,c,dd) sum((dd - (exp(a * 1:100) + exp(b * 1:50) + exp(c * 1:25) ))^2) fr - function(x, eqspec, dd, obfun) { ## assign variables for parameter