[R] Finding solution for non-linear equations

Ron Michael ron_michael70 at yahoo.com
Tue Oct 15 15:24:59 CEST 2013


Hi,

I need to solve following simultaneous equations for A, B, Y1, Y2:

B * Phi(Y1 - A) + (1-B) * Phi(Y1 + A) = 0.05
B * Phi(Y2 - A) + (1-B) * Phi(Y2 + A) = 0.01

Y1 <= -1.65
Y2 >= -2.33

0 <= B <=1 

Phi is CDF for standard normal

If there is no unique solution, then I should be able to get some feassible solution(s)

Is there any way that using R I can achieve that?

Thanks for your time



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