Displaying 1 result from an estimated 1 matches for "z_i1".
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z_1
2013 Feb 18
2
error: Error in if (is.na(f0$objective)) { : argument is of length zero
...lt;-c(u, 1, u)
z<-t(y)
ARLV<-K%*%one
ARLV2<-t(ARLV)
return((ARLV2%*%y)/3)
}
# constraint function
eval_g0 <- function(x) {m1<-100
t1<-2*m1+1
H1<-matrix(data=NA,nrow=t1,ncol=t1)
I1<-diag(t1)
delta1<-2*x[1]/t1
z1<--x[1]+.5*delta1
range11<-t1
for (i1 in 1:range11){
z_i1=-x[1]+(i1-.5)*delta1
for (j1 in 1:range11){
up1<-((-x[1]+j1*delta1-(1-x[2])*z_i1)/x[2])
down1<-((-x[1]+(j1-1)*delta1-(1-x[2])*z_i1)/x[2])
H1[i1,j1]<-pnorm(up1,mean=5,sd=1)-pnorm(down1,mean=5,sd=1)}
}
K1<-solve(I1-H1)
one1 <- matrix(1,nrow=t1...