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: r-help@stat.math.ethz.ch
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
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and provide commented, minimal, self-contained, reproducible code.