Re: [R] equality constraint

From: Simon Wood <sw283_at_maths.bath.ac.uk>
Date: Sat 22 Jul 2006 - 19:53:22 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?

best,
Simon

>- Simon Wood, Mathematical Sciences, University of Bath, Bath BA2 7AY >- +44 (0)1225 386603 www.maths.bath.ac.uk/~sw283/



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