[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 __ R-help@stat.math.ethz.ch 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.
Re: [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? - Any reason not to just replace e.g. parameter 8 with minus the sum of parameters 5, 6, and 7? best, Simon - Simon Wood, Mathematical Sciences, University of Bath, Bath BA2 7AY - +44 (0)1225 386603 www.maths.bath.ac.uk/~sw283/ __ R-help@stat.math.ethz.ch 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.
Re: [R] equality constraint
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 __ R-help@stat.math.ethz.ch 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. __ R-help@stat.math.ethz.ch 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.
