The description of your problem is too complex for me to analyze
in the time I have available for this. Could you develop a very brief,
simple example that illustrates your question? A very brief Monte
Carlo, estimating 2 parameters in a very simple formula with one of the
parameters at
This is an interesting question.
What is the problem you are trying to solve and how do the
boundary conditions function as part of this system?
I ask because the asymptotic theory behind your formula for 's.e.'
breaks down with parameters at boundaries. It assumes that you
Hello Mr. Graves,
Hello all useRs,
Many thanks for your attention.
This is an interesting question.
What is the problem you are trying to solve and how do the
boundary conditions function as part of this system?
One of the functions that I need to minimized is:
sum( ( ( hat_xi - xi
Hello all useRs,
I am using the OPTIM function with particular interest in the method
L-BFGS-B,
because it is a box-constraint method.
I have interest in the errors estimates too.
I make:
s.e. - sqrt( diag( solve( optim(...,method='L-BFGS-B',
hessian=TRUE)$hessian )))
but in help say:
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