Re: [R] constrained optimisation in R.

2009-07-02 Thread Ravi Varadhan
02, 2009 3:32 PM To: 'Iason Christodoulou' Cc: r-help@r-project.org Subject: Re: [R] constrained optimisation in R. Hi, I know nothing about neither your model nor the Skellam distribution. I will assume that it is a sensible model and that the parameters are identifiable from the data.

Re: [R] constrained optimisation in R.

2009-07-02 Thread Ravi Varadhan
h/People/Faculty_personal_pages/Varadhan.h tml _ From: Iason Christodoulou [mailto:c_iaso...@hotmail.com] Sent: Thursday, July 02, 2009 2:58 PM To: rvarad...@jhmi.edu Subject: RE: [R] constrained optimisation in R. $B&3(Bhe actual problem is: Log ($B&K(

Re: [R] constrained optimisation in R.

2009-07-02 Thread Ravi Varadhan
Please tell us about the actual problem that you are trying to solve, because the "answer" would very much depend on that. Are your constraints really sum(par) = 0? If so, you can just eliminate one of the parameters and solve the optimization problems with (p-1) parameters. If you have other c