How can I use a function with some additional input parameters
in constrOptim? For example, something like
fr <- function(x,a) { ## Rosenbrock Banana function
x1 <- x[1]
x2 <- x[2]
a * (x2 - x1 * x1)^2 + (1 - x1)^2
}
where the optimum is to be found w.r.t. x. Calling
optim(c(-1.2,1), fr, NULL, a=100) works as expected, but I fail
to provide the a=100 in the constrained case:
> constrOptim(c(-1.2,0.9), fr, NULL, ui=rbind(c(-1,0),c(0,-1)),
ci=c(-1,-1),a=100)
Error in f(theta) : Argument "a" is missing, with no default
Is this a bug or is there a different solution that I miss here?
TIA, Marlene
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