[R] equality constraint

John Fox jfox at mcmaster.ca
Sat Jul 22 16:02:35 CEST 2006

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 Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of anamaria at ufc.br
> Sent: Friday, July 21, 2006 4:31 PM
> To: r-help at 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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