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bsdman
2007 Aug 01
1
constrOptim
...0.1025, 0.125, 0.13, 0.055,
0.0575), which satisfies all constraints and was found through
trial-and-error guessing.
The constrOptim line I've been using is:
pvec <- constrOptim( thetatest, ELfsds, gradfunc,
ui = rbind( -diag(9), dvec, -dvec, rep(-1,9), rep(1,9) ),
ci = cbind( c(rep(-1,9), fsdmean-0.005, -fsdmean-0.005, -1.005, 0.995) ) )
(constraints in constrOptim are phrased such that (ui %*% thetatest - ci >= 0))
constrOptim says that the argmin of the function is exactly thetatest.
I'm confident that I didn't select the argmin with thetatest. I would
really appreciate any in...