search for: constraintviolationpenalti

Hello All, I would like to optimize a (log-)likelihood function subject to a number of linear constraints between parameters. These constraints are equality constraints of the form A%*%theta=c, ie (1,1) %*% 0.8,0.2)^t = 1 meaning that these parameters should sum to one. Moreover, there are bounds on the individual parameters, in most cases that I am considering parameters are bound between zero

Dear all, in the coming Winter Semester, I will be a teaching assistant for a course in Survival Analysis. My job will be to do the lab sessions. The software used for these lab sessions will be R. Most of the students have a background in social sciences and the only stats package they used so far is most likely SPSS. So I assume they might be quite surprised the first time they see R