Displaying 1 result from an estimated 1 matches for "neg_loglik".
2008 Jul 25
3
Maximization under constraits
I''m looking for a R function which can maximise this logliklihood function,
under the constraits a>0 e b>0
f<-function(param){
a<-param[1]
b <-param[2]
log(prod)-(a*s2)-(b*s)-n*log(1-((0.5*b/sqrt(a))*(exp((b^2)/(4*a)))*((sqrt(pi
))*(1-pnorm(-b/(2*sqrt(a)), mean=0, sd=1)))))}
I''ve tried maxlik constrOptim e donlp2 but without success.
Thanks so