Dear Ana Maria, How about replacing the last of the four parameters with the negative of the sum of the others?
I hope this helps, John -------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario Canada L8S 4M4 905-525-9140x23604 http://socserv.mcmaster.ca/jfox -------------------------------- > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of [EMAIL PROTECTED] > Sent: Friday, July 21, 2006 4:31 PM > To: [email protected] > Subject: [R] equality constraint > > 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? > > Ana Maria > > ______________________________________________ > [email protected] 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. > ______________________________________________ [email protected] 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.
