[R] how to restrict a parameter in optim()

Luis SAGAON TEYSSIER luis.sagaon_teyssier at etumel.univmed.fr
Thu Oct 30 10:11:08 CET 2008


> Dear all,
>
> I'm trying to estimate some parameters with the optim() function but I
> need to restrict one parameter and I have not found how to do it. Could
> you help me please?
>
> my program is basically
>
> fn<-function(s)
>
> initial<-function(r)
> {
> cst<-r[1]
> cst1<-r[2]
> beta<-r[3]
> rho<-r[4]
> p1<-r[5]
>
> return(-sum())
> }
>
> parms<-c()
>
> m0<-optim()
>
>
> I need to specify 0<=p1<=1.
>
> Thank you very much
>
> Luis SAGAON



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