Reparameterize replacing x1 with x2+delta constraining delta to be positive or else replace x1 with x2 + delta^2 and no constraint.
On 10/6/06, Felix Eggers <[EMAIL PROTECTED]> wrote: > I am trying to optimize a likelihood function using constrOptim. I > know from prior research that, e.g. x1>x2. Is there a way to include > that constraint into the optimization routine, i.e. the ci > constraint? The examples I found only use absolute numeric values for > the constraint and not relative values. My attempts to include it > into ci failed: e.g. ci=c(1, x[1]). > > Am I using the right function or is there another one that could > solve my problem? > > Any help would be much appreciated! > > Best regards > Felix > > ______________________________________________ > [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.
