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expo
2012 Feb 09
1
Constraint on one of parameters.
...eter. Here is my function. What I want to do is
estimate the parameters of a bivariate normal distribution where the
correlation has to be between -1 and 1. Would you please advise how to
revise it?
ex=function(s,prob,theta1,theta,xa,xb,xc,xd,t,delta) {
expo1= exp(s[3]*xa+s[4]*xb+s[5]*xc+s[6]*xd)
expo2= exp(s[9]*xa+s[10]*xb+s[11]*xc+s[12]*xd)
expo3= exp(s[15]*xa+s[16]*xb+s[17]*xc+s[18]*xd)
expo4= exp(s[21]*xa+s[22]*xb+s[23]*xc+s[24]*xd)
expo5= exp(s[27]*xa+s[28]*xb+s[29]*xc+s[30]*xd)
nume1=prob[1]*(s[2]^-s[1]*s[1]*t^(s[1]-1)*expo1)^delta*exp(-s[2]^-s[1]*t^s[1]*expo1)*
theta1[1]^xa*(1-theta1[1])^...