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pichat
2007 Aug 01
1
constrOptim
Hi,
I'm having trouble using the constrOptim function to generate the
9-component vector argmin of the function ELfsds:
ELfsds <- function(pvechat){
LG=0
for(i in 1:9){
LG=LG+log(pvechat[i])
}
return(-LG)
}
with accompanying gradient function:
gradfunc <- function(thetavec){
g=1/(9*thetavec)
return(g)
}
The constraints on the optimization problem are:
1 - components of potentialargmin must add to 1.
2 - each potentialargmin com...