[R] Relative constraint using constrOptim?

From: Felix Eggers <eggers_at_econ.uni-hamburg.de>
Date: Fri 06 Oct 2006 - 07:59:55 GMT


I am trying to optimize a likelihood function using constrOptim. I know from prior research that, e.g. x1>x2. Is there a way to include that constraint into the optimization routine, i.e. the ci constraint? The examples I found only use absolute numeric values for the constraint and not relative values. My attempts to include it into ci failed: e.g. ci=c(1, x[1]).

  Am I using the right function or is there another one that could solve my problem?

Any help would be much appreciated!

Best regards
Felix



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