Hi,
I am a bit stuck on specifying ui and ci.
I have read Lange's book ((1999) Numerical Analysis for Statisticians) to
his approach and unfortunately his descriptions were not helpful for me.
Here is what I have:
ui <- rbind(c(0, -1, 0), c(0, 0, -1))
ci <- c(0, -1, -1))
theta <- c(0.5, 0.5, 0.1)
My goal is to feed these into constrOptim such that there is
no constraint on theta[1] and that theta[2] and theta[3] are both
constrained to fall between 0.0 and 1.0.
Perhaps my values for ui and ci are incorrect for these
constraints.
I have already solved the problem in another statistics
package so I know the actual solution to the coefficients. But our ultimate
goal is to do additional work in R. But so far, I have been unable to
recreate our solution in R.
Thank you,
Stu
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