Kyeongmi Cheon
2008-Jul-25 03:02 UTC
[R] nlminb--lower bound for parameters are dependent on each others
Hello
I'm trying to solve two sets of equations (each set has four equations and
all of them share common parameters) with nlminb procedure. I
minimize one set and use their parameters as initial values of other set,
repeating this until their parameters become very close to each other.
I have several parameters (say,param1, param2) and their constraints are
given as inequality and depend on each other. For example,
param1>=0, param1 + param2*c1>=0 (c1 is a known positive constant)
When I wrote my program as:
...
myfunction1 <-function(param ){..}
myfunction2 <-function(param ){..}
#param1=param[1]
#param2=param[2]
...
while (difference.Params>eps){
...
res1 <- nlminb(param.new2, myfunction1, lower = c(0, -c1/res1$par[1]),
upper = Inf)
param.new1<-res1$par
res2 <- nlminb(param.new1, myfunction2, lower = c(0, -c1/res2$par[1]),
upper = Inf)
param.new2<-res2$par
difference.Params <-max(abs(param.new1-param.new2))
}
I got error message:
Error in -res1$par[1] : invalid argument to unary operator
Is there any way to implement this constraint? Thank you for your help in
advance.
Kyeongmi
-----
Kyeongmi,
University of Memphis
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