Where is the problem ? then you have to write the objective function with the
restriced value before call optim()
Justin BEM
BP 1917 Yaoundé
Tél (237) 99597295
(237) 22040246
________________________________
De : Luis SAGAON TEYSSIER <[EMAIL PROTECTED]>
à : r-help@r-project.org
Envoyé le : Jeudi, 30 Octobre 2008, 10h11mn 08s
Objet : [R] how to restrict a parameter in optim()
> Dear all,
>
> I'm trying to estimate some parameters with the optim() function but I
> need to restrict one parameter and I have not found how to do it. Could
> you help me please?
>
> my program is basically
>
> fn<-function(s)
>
> initial<-function(r)
> {
> cst<-r[1]
> cst1<-r[2]
> beta<-r[3]
> rho<-r[4]
> p1<-r[5]
>
> return(-sum())
> }
>
> parms<-c()
>
> m0<-optim()
>
>
> I need to specify 0<=p1<=1.
>
> Thank you very much
>
> Luis SAGAON
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