[R] Help on optim
Ben Bolker
bolker at ufl.edu
Wed Sep 21 17:03:35 CEST 2005
Dimitris Rizopoulos <dimitris.rizopoulos <at> med.kuleuven.be> writes:
>
> you don't need L-BFGS-B in this case since you can easily
> re-parameterize you problem, i.e., you can always write:
>
> pi_i = exp(a_i) / sum(exp(a_i)), with e.g., a_1 = 0
>
> and thus maximize with respect to a_i's.
>
> I hope it helps.
>
> Best,
> Dimitris
although this may be problematic if some
of the original parameters lie on the boundary ...
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