[R] setting parameters to zero

Casey Quinn cq1 at york.ac.uk
Tue May 2 16:20:10 CEST 2006


I'm trying to estimate/fit a multivariate t distribution, setting the 
skew/shape parameter vector Alpha[8,1] to 1, but to no avail. The 'freq' 
option seems only to be for and n x 1 vector of weights, while I need 
one for each of 8 margins in the distribution. None of the options from 
the nlminb optimiser into which the problem is passed seem to work, 
either. Has anybody had experience restricting otherwise random 
parameters to constants?

Casey Quinn.




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