[R] equality constraint

From: <anamaria_at_ufc.br>
Date: Sat 22 Jul 2006 - 07:30:46 EST


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



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