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2007 Aug 07
0
Automatic implementation of "trivial" constraints in optimization
...$p_{fast}+p_{slow}=1$. In addition we could want to enforce $A>0$, say, because our signal corresponds physically to a concentration and for ease of interpretation having $t_{fast} < t_{slow}$ would not hurt. We could then reparametrize our problem with: $A = \exp (\alpha)$ $t_{fast} = \exp (\tau_{fast})$ $t_{slow} = t_{fast} + \exp (\tau_{slow})$ $p_{fast} = 0.5 + 0.5 \frac{\pi_{fast}}{\sqrt{1+\pi_{fast}^2}}$ $p_{slow} = 1 - p_{fast}$ and the four parameters: $\alpha, \tau_{fast}, \tau_{slow}, \pi_{fast}$ would be unconstrained. One could then think of allowing "optim" users to sp...
2003 Jan 31
2
Testing ``<=" in R
Hello, I've encountered the following: > n_500 > tau_.95 > (n*(1-tau)) [1] 25 > (n*(1-tau))<=25 [1] FALSE > (n*(1-tau))==25 [1] FALSE I'm using UNIX R Version 1.4.0, and also tested in out in Windows 1.6.0. Is this a bug? Masha