[R] equality constraint
sw283 at maths.bath.ac.uk
Sat Jul 22 11:53:22 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?
- Any reason not to just replace e.g. parameter 8 with minus the sum of
parameters 5, 6, and 7?
>- Simon Wood, Mathematical Sciences, University of Bath, Bath BA2 7AY
>- +44 (0)1225 386603 www.maths.bath.ac.uk/~sw283/
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