R help - Oct 2008 - how to restrict a parameter in optim()

Dear all,

I'm trying to estimate some parameters with the optim() function but I  
need to restrict one parameter and I have not found how to do it.  
Could you help me please?

my program is basically

fn<-function(s)

initial<-function(r)
{
cst<-r[1]
cst1<-r[2]
beta<-r[3]
rho<-r[4]
p1<-r[5]

return(-sum())
}

parms<-c()

m0<-optim()


I need to specify 0<=p1<=1.

Thank you very much

Luis SAGAON

Luis SAGAON TEYSSIER <luis.sagaon_teyssier <at> etumel.univmed.fr>
writes:
> 
> Dear all,
> 
> I'm trying to estimate some parameters with the optim() function but I
> need to restrict one parameter and I have not found how to do it.  
> Could you help me please?
  Thought someone else would answer by now.
  use the arguments method="L-BFGS-B", lower=c(-Inf,-Inf,-Inf,-Inf,0),
    upper=c(Inf,Inf,Inf,Inf,1)
 
 you may need to tweak these slightly (e.g. set the bounds slightly
within the desired [0,1] range or set the lower/upper bounds for
the unbounded parameters to large negative/positive numbers)
if you get errors about NaNs etc.

> Dear all,
>
> I'm trying to estimate some parameters with the optim() function but I
> need to restrict one parameter and I have not found how to do it. Could
> you help me please?
>
> my program is basically
>
> fn<-function(s)
>
> initial<-function(r)
> {
> cst<-r[1]
> cst1<-r[2]
> beta<-r[3]
> rho<-r[4]
> p1<-r[5]
>
> return(-sum())
> }
>
> parms<-c()
>
> m0<-optim()
>
>
> I need to specify 0<=p1<=1.
>
> Thank you very much
>
> Luis SAGAON