Re: [R] box-constrained

2008-03-10 Thread Paul Smith
On Mon, Mar 10, 2008 at 4:02 PM, Gustave Lefou <[EMAIL PROTECTED]> wrote: > It is just a negative log-likelihood with two parameters belonging to [0,1] > and [0,Inf]. > > constrOptim is valid for all linear inequality constraints. My constraints > (box-constrained) are as simple as possible, but ma

Re: [R] box-constrained

2008-03-10 Thread Gustave Lefou
Hello Paul, It is just a negative log-likelihood with two parameters belonging to [0,1] and [0,Inf]. constrOptim is valid for all linear inequality constraints. My constraints (box-constrained) are as simple as possible, but maybe the methods used by constrOptim are useful too. My question is whe

Re: [R] box-constrained

2008-03-10 Thread Paul Smith
On Sun, Mar 9, 2008 at 9:10 PM, Gustave Lefou <[EMAIL PROTECTED]> wrote: > I have another question. > > I have seen there is a function called "constrOptim" in R. > > Is it better than "optim", for example to optimize a function f of two > parameters belonging to [0,1] and [0,Infinity] ? Do the

Re: [R] box-constrained

2008-03-09 Thread Gustave Lefou
Hello everybody, I have another question. I have seen there is a function called "constrOptim" in R. Is it better than "optim", for example to optimize a function f of two parameters belonging to [0,1] and [0,Infinity] ? Do the methods supplied like Nelder-Mead are better than those of optim ?

Re: [R] box-constrained

2008-03-06 Thread Gustave Lefou
ins University > > Ph: (410) 502-2619 > > Fax: (410) 614-9625 > > Email: [EMAIL PROTECTED] > > Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html > > > > > > ---- > > > > -Original Message- > From: [EMAIL PROTECTED] [mailto:

Re: [R] box-constrained

2008-03-05 Thread Ravi Varadhan
[EMAIL PROTECTED] On Behalf Of Gustave Lefou Sent: Wednesday, March 05, 2008 1:34 PM To: r-help@r-project.org Subject: [R] box-constrained Hello everybody, I have a question about box-constrained optimization. I've done some research and I found that optim could do that. Are there other ways in

[R] box-constrained

2008-03-05 Thread Gustave Lefou
Hello everybody, I have a question about box-constrained optimization. I've done some research and I found that optim could do that. Are there other ways in R ? Is the following correct if I have a function f of two parameters belonging for example to [0,1] and [0,Infinity] ? optim(par=param, fn=