There are several options to implement box constraints including "nlminb", "BB", "minqa", "Rcgmin", "Rvmmin". See the "optimx" package which integrates all of these.
Ravi. ____________________________________________________________________ Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu ----- Original Message ----- From: Sally Luo <shali...@gmail.com> Date: Thursday, September 30, 2010 11:15 pm Subject: [R] Place constrictions on parameters when using Optim and MaxLik To: r-help@r-project.org > Hi R users, > > I am trying to restrct the range of two of the parameters in a maximization > problem. Both parameters should be between -1 and 1. As far as I > know, if > I choose the estimation method ="L-BFGS-B" under Optim, I can > restrict the > parameter space. However, the "L-BFGS-B" always require finite > values of > the loglik function and cannot get around of the problem if an infinite > value occurs. Does anyone know how to restrict parameters with other > algorithms such as "BFGS" or "SANN" under the Optim function? Also > can I > restrict parameters to be within a certain range when using MaxLik? > > Thanks so much for your help. > > Maomao > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > > PLEASE do read the posting guide > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
