Displaying 1 result from an estimated 1 matches for "covargr".
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covar
2008 Jun 17
2
constrOptim with method = "L-BFGS-B"
...422477575812, 0.0000384367900903,
0.0002870514043081, 0.0003028775764026, 0.0001641280878243,
0.0000352165734549, 0.0001285479414542, 0.0000714719761291,
0.0000394986211508, 0.0000151312169512, 0.0001299625832782,
0.0004355778955394), c(16,16))
covar <- function(x) return (t(x) %*%mat %*% (x))
covargr <- function(x) return ( 2*mat %*% (x))
upper1 = c(1, 0, 0, 0, 0, 0, 0,0 ,0 , 0, 0, 0, 0, 0, 0, 0)
lower1 = c(1, -0.25, -0.25, -0.25, -0.25, -0.25, -0.25, -0.25, -0.25, -0.25,
-0.25, -0.25, -0.25, -0.25, -0.25, -0.25)
lower[1] = 1
init = upper1- 1/15.0
init[1] = 1
optim( init, covar, covargr...