[R] Optim() package restriction
nserdar
snes1982 at hotmail.com
Fri Feb 24 20:18:59 CET 2012
Hi
I need a "phi" restriction in my code. That is "0<phi<1 "
How can I do that ?
Linn=function(param){
phi=param[1]
sigw=param[2]
sigv=param[3]
Betam=param[4]
kf=kfilter1(n,st[,k],st[,1],0,1,phi,Betam,sigw,sigv)
return(kf$like)
}
init.par<-c(1,1,1,1)
estimate<- optim(init.par,Linn,gr=NULL,method= "BFGS", hessian=FALSE,control
= list(trace=1))
Regards,
res
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