On 01-May-2012 19:58:41 Arnaud Mosnier wrote: > Dear UseRs, > > Is there a way to define the lower-upper bounds for parameters > fitted by optim using the Nelder-Mead method ? > > Thanks, > Arnaud
The Nelder-Mead method does not provide built-in capability to set bounds on the range of paramaters. However, you can achieve it "by hand" by re-defining the function being minimised, so that it tests whether an out-of-range parameter parameter value is being used. If not out-of-range, then return the standard value of the function. If out-of range, then return a very large value. Nelder-Mead will very happily "bounce off" high walls of this kind, and if the minimum of the function is at the wall will happily converge as close to it as you please. Hoping this helps, Ted. ------------------------------------------------- E-Mail: (Ted Harding) <ted.hard...@wlandres.net> Date: 01-May-2012 Time: 22:39:15 This message was sent by XFMail ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
