search for: startingestim

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2012 Sep 17
2
Constraint Optimization with constrOptim
...0196, -0.001849), nrow=3, ncol=9, byrow=TRUE) #Computation of the means tableMeans <- colMeans(dataset) #Computation of the variance-covariance matrix covarianceMatrix <- ((t(dataset)) %*% dataset) / 3 #--------------------SOLVER-START----------------------------- #start estimates startingEstimates = rep(1/9, 9) matrixStartingEstimates = matrix(startingEstimates, nrow=1, ncol=9, byrow=TRUE) matrixStartingEstimatesNegativ = matrix(rep(-1/9, 9), nrow=1, ncol=9, byrow=TRUE) #The function which should be minimized x <- matrixStartingEstimates fkt <- function(x) {t(x) %*% covarianceM...