Displaying 1 result from an estimated 1 matches for "thetatest".
2007 Aug 01
1
constrOptim
...c)
return(g)
}
The constraints on the optimization problem are:
1 - components of potentialargmin must add to 1.
2 - each potentialargmin component must be (weakly) positive and
(weakly) less than 1.
3 - potentialargmin %*% c(1,2,3,4,5,6,7,8,9) = 4.5
I'm starting the optimization routine at:
thetatest = c(0.02, 0.2755, 0.139, 0.0955, 0.1025, 0.125, 0.13, 0.055,
0.0575), which satisfies all constraints and was found through
trial-and-error guessing.
The constrOptim line I've been using is:
pvec <- constrOptim( thetatest, ELfsds, gradfunc,
ui = rbind( -diag(9), dvec, -dvec, rep(-1,9), rep...