search for: beta_p

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2012 Nov 29
0
constrOptim
...to -1*\mu*(\sum_{i=1}^p log(\hat{\beta_i}-0)+\log(1)). I need to get the information matrix which also takes into account the additional barrier term so I need to figure out what the value of \mu is. Assuming what I wrote down above is right, I obtain \mu as -1*barrier.value/(log(\beta_1)+...+log(\beta_p)). I would be extremely grateful if anyone checks whether my ways to construct u_i and c_i and to obtain \mu in the barrier term are right. Thanks! Minsun constrOptim(beta,fr_general,score_single_parameter,ui=rbind(rep(0,dim(x)[2]+1),cbind(rep(0,dim(x)[2]),diag(1,nrow=dim(x)[2]))),...