[R] Finding solution for non-linear equations
Ron Michael
ron_michael70 at yahoo.com
Tue Oct 15 15:24:59 CEST 2013
Hi,
I need to solve following simultaneous equations for A, B, Y1, Y2:
B * Phi(Y1 - A) + (1-B) * Phi(Y1 + A) = 0.05
B * Phi(Y2 - A) + (1-B) * Phi(Y2 + A) = 0.01
Y1 <= -1.65
Y2 >= -2.33
0 <= B <=1
Phi is CDF for standard normal
If there is no unique solution, then I should be able to get some feassible solution(s)
Is there any way that using R I can achieve that?
Thanks for your time
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