[R] how to restrict a parameter in optim()
bolker at ufl.edu
Wed Oct 29 23:06:22 CET 2008
Luis SAGAON TEYSSIER <luis.sagaon_teyssier <at> etumel.univmed.fr> writes:
> Dear all,
> I'm trying to estimate some parameters with the optim() function but I
> need to restrict one parameter and I have not found how to do it.
> Could you help me please?
Thought someone else would answer by now.
use the arguments method="L-BFGS-B", lower=c(-Inf,-Inf,-Inf,-Inf,0),
you may need to tweak these slightly (e.g. set the bounds slightly
within the desired [0,1] range or set the lower/upper bounds for
the unbounded parameters to large negative/positive numbers)
if you get errors about NaNs etc.
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