Have you considered optimizing over x1 = x[1:(length(x)-1]? You could feed a wrapper function 'f2(x1, ...)' that computes xFull = c(x1, 1-sum(x1)) and feeds that to your 'fn'.
If this makes sense, great. Else, if my answer is not useful, be so kind as to PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Spencer John Pitchard wrote: > Dear All, > > I wanted to post some more details about the query I sent to s-news last > week. > > I have a vector with a constraint. The constraint is that the sum of the > vector must add up to 1 - but not necessarily positive, i.e. > > x[n] <- 1 -(x[1] + ...+x[n-1]) > > I perform the optimisation on the vector x such that > > x <- c(x, 1-sum(x)) > > In other words, > > fn <- function(x){ > x <- c(x, 1 - sum(x)) > # other calculations here > } > > then feed this into nlminb() > > out <- nlminb(x, fn) > out.x <- out$parameters > out.x <- c(out.x, 1 - sum(out.x)) > out.x > > I would like to calculate standard errors for each of the components of x. > Is this possible by outputing the Hessian matrix? Furthermore, how would I > calculate this for the last component (if this is indeed possible) which has > the restriction (i.e. 1-sum(out.x))? > > Any help would be much appreciated. > > Regards, > John > > [[alternative HTML version deleted]] > > ______________________________________________ > 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. > ______________________________________________ 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.