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logfp
2006 Dec 08
1
MAXIMIZATION WITH CONSTRAINTS
...s ?value out of range in 'gammafn'?
In both cases 1) 2)
I don?t know where is the problem, which is my mistake. Can you help
me?! Do you know another way to solve my problem of maximization under
constraints?
THANKS!
My R instructions
n=c(10,20,3,5)
n1=n[1]
n2=n
[2]
n3=n[3]
n4=n[4]
logfr=function(x) { ##function to maximize
x1= x
[1]
x2= x[2]
x3= x[3]
x4= x[4]
log(factorial(sum(n)))-sum(log
(factorial(n)))+sum(n*log(x))
}
grr.log <- function(x) { ## Gradient
of 'log fr'
x1=x[1]
x2=x[2]
x3=x[3]
x4=x[4]
return(n/x)
}
par.start=
c(.19999999,.15,.4,.25)
constr.coef...