Thanks for your help...actually there is monotonicity in beta so minimizing
the square of the functional constraint works. I verified it with a brute
force search (while loop).
For the sake of knowledge this is what someone else suggested (but didn't
work in my case)
Since x is fixed (given
On 12.10.2011 20:13, forget_f1 wrote:
Hi,
I hope someone can help me with the following issue.
I need find the minimum beta that satisfies the following:
inf{beta0 | f(x+beta*f(x))*f(x)=0}
where f() is a function and x is a sample statistic.
Functions such as nlminb and constrOptim
You can use the DEoptim function in DEoptim package and to include a line of
code within your objective function that assigns a very high value when the
constraints are not satisfied. I have tried that and it works.
-
Juan David Ospina Arango
School of Statistics
Universidad Nacional de
Hi,
I hope someone can help me with the following issue.
I need find the minimum beta that satisfies the following:
inf{beta0 | f(x+beta*f(x))*f(x)=0}
where f() is a function and x is a sample statistic.
Functions such as nlminb and constrOptim minimize a function and output
the parameter
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