[R] Relative constraint using constrOptim?

Felix Eggers eggers at econ.uni-hamburg.de
Fri Oct 6 09:59:55 CEST 2006


I am trying to optimize a likelihood function using constrOptim. I  
know from prior research that, e.g. x1>x2. Is there a way to include  
that constraint into the optimization routine, i.e. the ci  
constraint? The examples I found only use absolute numeric values for  
the constraint and not relative values. My attempts to include it  
into ci failed: e.g. ci=c(1, x[1]).

  Am I using the right function or is there another one that could  
solve my problem?

Any help would be much appreciated!

Best regards
Felix



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