[R] Constraint on one of parameters.

[Petr Savicky]

On Fri, Feb 10, 2012 at 11:40:57PM -0600, FU-WEN LIANG wrote:
> Thanks for your suggestion.
> I did read the manual but it seems those examples set boundaries for every
> parameter. I have no idea how to set bound for only one parameter(in my
> case, only for theta[21]). I tried adding
> "method='L-BFGS-B',lower=c(rep(inf,20),-1),upper=c(rep(inf,20),1)", but got
> this error "object 'inf' not found". I thought for those unconstrained

Hi.

Names in R are case sensitive. The infinity is "Inf", not "inf".

> parameters I can set them as (-inf, inf), but the manual says using
> L-BFGS-B method, the estimated parameters should be finite numbers.
> My constrain on theta[21] is " -1 < theta[21] < 1"
> For those unconstrained parameters, how do I free them?

If the bound cannot be -Inf and Inf, try -1e308 and 1e308.
This is close to the bounds of the range of numeric values.

Hope this helps.

Petr Savicky.