[R] Define lower-upper bound for parameters in Optim using Nelder-Mead method

Thomas Lumley tlumley at uw.edu
Tue May 1 22:12:34 CEST 2012


On Wed, May 2, 2012 at 7:58 AM, Arnaud Mosnier <a.mosnier at gmail.com> wrote:
> Dear UseRs,
>
> Is there a way to define the lower-upper bounds for parameters fitted by
> optim using the Nelder-Mead method ?
>

It depends a bit on whether it's plausible that the solution is on the
boundary.  If not, simply returning Inf for values outside the range
will work.

    -thomas

-- 
Thomas Lumley
Professor of Biostatistics
University of Auckland



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