Displaying 1 result from an estimated 1 matches for "thetavec".
Did you mean:
thetaref
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 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 optimiz...