Displaying 2 results from an estimated 2 matches for "pacin".
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pa_in
2012 May 16
1
Optimization problem
Hi,
I'm dealing with an optimization problem. I'm using 'optim' to maximize the
output of a function, given some restrictions on the input. I would like to
know if there is a way to impose some restrictions on 'intermediate
variables' of the function. An example..
fx = function (x)
{
s <- 0
for (i in 1:3)
{
s <- x[i]^3 + s
}
s
}
optim(rep(4,3),
2011 Nov 18
1
Ensuring a matrix to be positive definite, case involving three matrices
Hi,
I would like to know what should I garantee about P and GGt in order to have
F = Z %*% P %*% t(Z) + GGt always as a positive definite matrix.
Being more precise:
I am trying to find minimum likelihood parameters by using the function
'optim' to find the lowest value generated by $LogLik from the function
'fkf' (http://127.0.0.1:27262/library/FKF/html/fkf.html).
The