[R] equality constraint

anamaria at ufc.br anamaria at ufc.br
Fri Jul 21 23:30:46 CEST 2006


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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