As per ?optim
Usage:optim(par, fn, gr = NULL, ..., method = c("Nelder-Mead", "BFGS", "CG", "L-BFGS-B", "SANN"), lower = -Inf, upper = Inf, control = list(), hessian = FALSE)
Note that the optimx() function on R-forge http://r-forge.r-project.org/R/?group_id=395 is a wrapper that allows some other methods too. JN
Message: 72 Date: Sun, 6 Dec 2009 02:53:55 -0800 (PST) From: Steven <[email protected]> Subject: [R] optim with constraints To: [email protected] Message-ID: <5e293933-91f2-48f7-98e5-bc87905c5...@x25g2000prf.googlegroups.com> Content-Type: text/plain; charset=ISO-8859-1 Hi, dear R users I am a newbie in R and I wantto use the method of meximum likelihood to fit a Weibull distribution to my survival data. I use "optim" as follows: optim(c(1, 0.25),weibull.like,mydata=mydata,method="L-BFGS-B",hessian = TRUE) My question is: how do I setup the constraints so that the two parametrs of Weibull to be pisotive? Or should I use other function like"nlm"? Many thanks! Any comments are greatly appreciated! Steven
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