[R] Maximization under constraits

[Ritwik Sinha]

Hi Daniela,

Will the "optim" function with the method "L-BFGS-B" work for you?
Look for the "lower" argument in the function.

Ritwik

On Fri, Jul 25, 2008 at 9:07 AM, Daniela Garavaglia
<danygaravaglia84 at virgilio.it> wrote:
>
> I'm looking for a R function which can maximise this logliklihood function,
> under the constraits a>0 e b>0
>
>
>
> f<-function(param){
>
>  a<-param[1]
>
>  b <-param[2]
>
> log(prod)-(a*s2)-(b*s)-n*log(1-((0.5*b/sqrt(a))*(exp((b^2)/(4*a)))*((sqrt(pi
> ))*(1-pnorm(-b/(2*sqrt(a)), mean=0, sd=1)))))}
>
>
>
> I've tried maxlik constrOptim e donlp2 but without success.
>
>
>
> Thanks so much!!!
>
>
>
>
>
>
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--
Ritwik Sinha
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