[R] Regression / Optimisation under constraints

[Martin Maechler]

>>>>> "WARR" == WARR Benjamin <benjamin.warr at insead.fr> writes:


    WARR> other than optim() and quadprog() does anyone have any experience
    WARR> or know of any code that can perform non-linear LS under several
    WARR> constraints on the parameters, I am thinking of an equivalent of
    WARR> nlregb() in S plus ?

I think optim() with the proper method is ``functionally'' equivalent to
nlminb.  Did you carefully look at its documentation?

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Martin Maechler <maechler at stat.math.ethz.ch>	http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum  LEO D10	Leonhardstr. 27
ETH (Federal Inst. Technology)	8092 Zurich	SWITZERLAND
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