search for: ineqb

...)%*%W%*%D) } Amat<-diag(nrow(D)) Amat<-rbind((rep(-1, nrow(D))), Amat) bvec<-matrix( c(0), nrow(D)+1, 1) bvec[1,1]<-c(1) startValues=rep(1/nrow(D),nrow(D)) #Istart value is homogeneous distribution res <<- maxBFGS(objectiveFunction, start=startValues, constraints=list(ineqA=Amat, ineqB=bvec)) ######################################## The outcome is equal to the startValues. I´ve tried several initial values and nothing changes. Please, what am I doing wrong? Any suggestion? Thanks a lot! Leo. [[alternative HTML version deleted]]

...one person P<-rbind(P,Pm) /* Obtain the choice probabilities for all 1,000 people } sum(log(P)*(as.numeric(y))) /* Log-likelihood function, where y is the variable for choices } A<-matrix(c(0,1,0),1,3) B<-0 rp<-maxBFGS(RP,start=c(-0.072,0.8,0.539),y=Y,X=EV,constraints=list(ineqA=A,ineqB=B)) /* Constrained MLE, to ensure that the estimated standard deviation is positive; the start values are taken from conditional logit estimation -- Min Chen Graduate Student Department of Agricultural, Food, and Resource Economics 208 Cook Hall Michigan State University chenmin5@msu.edu / che...

...tions and the constants on the RHS. I want to constrain the last parameter of my routine to a negative value. Hence, I specify: lhs=matrix(0,nrow=noOfParameters,ncol=noOfParameters) lhs[noOfParameters,noOfParameters]=-1 rhs=matrix(0,nrow=(noOfParameters)) Then I use: constraints = list(ineqA=lhs,ineqB=rhs) in the maxBFGS function. However, the result is that no matter what parameters I enter (positive, negative or 0), I get an error saying that the initial value is out of bounds. Can you please tell me what I am doing wrong? Thanks in advance, Rohit [[alternative HTML version deleted]]