Re: [R] equality constraint

From: John Fox <jfox_at_mcmaster.ca>
Date: Sun 23 Jul 2006 - 00:02:35 EST


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: r-help-bounces@stat.math.ethz.ch
> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of anamaria@ufc.br
> 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
>
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> 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. Received on Sun Jul 23 00:06:59 2006

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