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 <ytste...@gmail.com>
Subject: [R] optim with constraints
To: r-help@r-project.org
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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