Re: [R] Optimization problem

Hi Greg, The problem is that I also have restrictions for each variable (they must be higher than -.07 and smaller than .2) and I'm dealing with a lot of them. I've already tried the second approach but, as far as it seems, the function doesn't satisfy my objective. That's what I'm doing: ...

[R] Optimization problem

Hi, I'm dealing with an optimization problem. I'm using 'optim' to maximize the output of a function, given some restrictions on the input. I would like to know if there is a way to impose some restrictions on 'intermediate variables' of the function. An example.. fx = function (x) { s <- 0 for (

[R] Ensuring a matrix to be positive definite, case involving three matrices

Hi, I would like to know what should I garantee about P and GGt in order to have F = Z %*% P %*% t(Z) + GGt always as a positive definite matrix. Being more precise: I am trying to find minimum likelihood parameters by using the function 'optim' to find the lowest value generated by $LogLik fro