> I would like to optimize a (log-)likelihood function subject to > linear equality constraints in parameters. My function has eight > parameters. The first one, third and fourth are greater than zero, the > second one must be less than zero. The problem is that the last four must > sum zero. Function constrOptim only fits inequality constraints. > Is there an alternative to lead with this problem?
- Any reason not to just replace e.g. parameter 8 with minus the sum of parameters 5, 6, and 7? best, Simon >- Simon Wood, Mathematical Sciences, University of Bath, Bath BA2 7AY >- +44 (0)1225 386603 www.maths.bath.ac.uk/~sw283/ ______________________________________________ R-help@stat.math.ethz.ch 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.
