[R] maximization under constraits

[bartjoosen]

You wrote MAXIMIZE this function, why not using the maximize option of
constrOptim?
If you read the help file, you will find that if you set the control fnscale
to a negative value, maximisation 
is performed.

constrOptim(c(1,1),neg_loglik, grad=NULL, ui=rbind(c(1,0),c(0,1)),
ci=c(0,0),control=list(fnscale=-1))


Best regards

Bart




babydany84 wrote:
> 
> I'm an Italian student looking for help.
> 
>  
> 
> How can I maximize this function? 
> 
>  
> 
>  neg_loglik<-function(param){
> 
>        a<-param[1]
> 
>        b <-param[2]
> 
> -(log(pr)-(a*s2)-(b*s)+n*log(2*a)-n*log(1-(b/sqrt(a))*exp((b^2)/(4*a))*(sqrt
> (pi))*(1-pnorm(b/(2*sqrt(a)), mean=0, sd=1))*1))
> 
> }
> 
>  
> 
> Con 
> 
>> pr
> 
> [1] 4.37124e+113
> 
>> s2
> 
> [1] 270486
> 
>> s
> 
> [1] 3646
> 
>> n
> 
> [1] 71
> 
>> 
> 
>  
> 
>  
> 
> Is a -(loglikelihood function), the parameter a e b are positive.
> 
> I've used the function 
> 
>  
> 
> max<-constrOptim(c(1,1),neg_loglik, 
> 
> grad=NULL,
> 
> ui=rbind(c(1,0),c(0,1)), ci=c(0,0))
> 
>  
> 
> but without success cause I think the max is only local.
> 
>  
> 
> Great wishes
> 
>  
> 
> Daniela
> 
>  
> 
>  
> 
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
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> PLEASE do read the posting guide
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> and provide commented, minimal, self-contained, reproducible code.
> 
> 

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