[R] Optim() violates constraints

From: Zornitsa Luleva <zornitsa.luleva_at_gmail.com>
Date: Thu, 19 Jun 2008 14:48:53 +0200


I am using the mle2 method of the package 'bbmle'. The method is calling as far as I understood it the optim method "L-BFGS-B" (this is the method I use). The latter one allows the user to impose box constraints on the variables, i.e. to give lower and upper bounds. It is important that the initial values satisfy the constraints. In my problem, it is the case. I do not know if there is something else to watch for, but the algorithm violates the constraints that I have given and therefore, my algorithm is not working. Do you have any idea what I can do about it?

Thank you very much in advance!


        [[alternative HTML version deleted]]

R-help_at_r-project.org 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. Received on Thu 19 Jun 2008 - 13:42:10 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Thu 19 Jun 2008 - 14:30:44 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive