[R] paramter restriction in optim
Uwe Ligges
ligges at statistik.tu-dortmund.de
Fri Jun 19 18:57:23 CEST 2009
laist wrote:
> Hi,
>
> I would like to know if you could help me... I need to restrict a parameter
> in a problem of optimization but I don't know how to do it.
>
> function(s){
> c<-s[1]
> a1<-s[2]
> a2<-s[2]
>
> return(-sum())
> }
>
> optim(...)
>
> In fact I need to know how to specify 0<=a1<=1. I've tried but without
> success
In optim "L-BFGS-B" is a method that allows for box constraints. See its
help page or provide a full example that we can use in order to give an
example with your data / function different from those in ?optim.
Uwe Ligges
>
> Thank you
>
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