Luis SAGAON TEYSSIER <luis.sagaon_teyssier <at> etumel.univmed.fr> writes:
>
> 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?
Thought someone else would answer by now.
use the arguments method="L-BFGS-B", lower=c(-Inf,-Inf,-Inf,-Inf,0),
upper=c(Inf,Inf,Inf,Inf,1)
you may need to tweak these slightly (e.g. set the bounds slightly
within the desired [0,1] range or set the lower/upper bounds for
the unbounded parameters to large negative/positive numbers)
if you get errors about NaNs etc.
______________________________________________
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.
