Is there a way in maxLik to fix/constraint a parameter to fall within a certain
range ? For example
I want sigma to be always between 1.98 and 2.02
library(maxLik)
loglik <- function(param) {
mu <- param[1]
sigma <- param[2]
ll <- -0.5*N*log(2*pi) - N*log(sigma) - sum(0.5*(x - mu)^2/sigma^2)
ll
}
x <- rnorm(1000, 4.5, 2.1)
N <- length(x)
res <- maxLik(loglik, start=c(0.5,0.5)) # use 'wrong' start values
print( res )
coef( res )
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