I'm looking for an example of a simple R script that impliments a
contrained nonlinear function using nlm or optim. I'm not exactly sure how
to impliment the constraints within the objective function that is passed
to nlm/optim.
obj.func - function( p ) {
x(p) - unconstrained obj function
You want the penalty for the constraint to depend on how
much the constraint is broken -- unlike your sample code.
Page 336 of S Poetry has an example.
Patrick Burns
Burns Statistics
[EMAIL PROTECTED]
+44 (0)20 8525 0696
http://www.burns-stat.com
(home of S Poetry and A Guide for the Unwilling S
My guess is that approach will not work particularly well with nlm(),
which expects the objective function to be smooth. You might have
better luck using the Nelder-Mead method in optim().
-roger
Jeff D. Hamann wrote:
I'm looking for an example of a simple R script that impliments a
contrained
