On Fri, Feb 24, 2012 at 4:03 PM, nserdar <snes1...@hotmail.com> wrote: > I did it like above but got an error message. > >> estimate<- optim(init.par,Linn,gr=NULL,method= "L-BFGS-B", >> hessian=FALSE,control = >> list(trace=1),lower=c(0,-Inf,Inf,Inf),upper=c(1,Inf,Inf,Inf))
Your lower bound for parameters 3,4 needs to be -Inf not Inf. Otherwise this looks right, any other errors are your data/function. > Error in solve.default(sig[, , 1]) : > system is computationally singular: reciprocal condition number = 0 > > "how to derive constrain for only 1 variable" > Adopted from the examples in optim: fr <- function(x) { ## Rosenbrock Banana function x1 <- x[1] x2 <- x[2] 100 * (x2 - x1 * x1)^2 + (1 - x1)^2 } optim(c(-1.2,1), fr, method = "L-BFGS-B") optim(c(-1.2,1), fr, method = "L-BFGS-B",upper=c(Inf,Inf)) optim(c(-1.2,1), fr, method = "L-BFGS-B",upper=c(Inf,.7)) HTH > Regards, > Ser > > -- > View this message in context: > http://r.789695.n4.nabble.com/Optim-package-restriction-tp4418379p4418865.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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. ______________________________________________ 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.