Read the help page for `optim'. You already seem to be aware that "L-BFGS-B" should be used. How much more harder is to read the help page further to figure out how to supply the constraints?
There are also various other algorithms, but "L-BFGS-B" should be able to do the job. Ravi. ____________________________________________________________________ Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu ----- Original Message ----- From: Steven <ytste...@gmail.com> Date: Sunday, December 6, 2009 5:54 am Subject: [R] optim with constraints To: r-help@r-project.org > 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 > > ______________________________________________ > R-help@r-project.org mailing list > > PLEASE do read the posting guide > 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.
