Supply linear constrain to optimizer
I agree with the suggestion to reparameterize the data, but the problem here is not readjusting the range (the box constraints in optim/L-BFGS-B work just fine). A transformation I have used for compositional data: c(1) <-> p(1) c(2) <-> p(2)/(1-p(1)) ... c(n) <-> p(n)/(1-sum p(1)..p(n-1))
On Fri, 14 Sep 2001, Philippe Grosjean wrote:
Try reparameterize the function. Replace c1 and c2 by functions such they
return values in the range you want. Hints: use ln(c) instead of c for
returning a positive number; to obtain a range like [a, b], you can use a
4-parameter logistic function,... OK, it's not easy in the present case, but
it is a way to get around your problem.
Best regards,
Philippe Grosjean
...........]<(({?<...............<?}))><...............................
) ) ) ) ) __ __
( ( ( ( ( |__) | _
) ) ) ) ) | hilippe |__)rosjean
( ( ( ( ( Marine Biol. Lab., ULB, Belgium
) ) ) ) ) __
( ( ( ( ( |\ /| |__)
) ) ) ) ) | \/ |ariculture & |__)iostatistics
( ( ( ( (
) ) ) ) ) e-mail: phgrosje at ulb.ac.be or phgrosjean at sciviews.org
( ( ( ( ( SciViews project coordinator (http://www.sciviews.org)
) ) ) ) ) tel: 00-32-2-650.29.70 (lab), 00-32-2-673.31.33 (home)
( ( ( ( (
) ) ) ) ) "I'm 100% confident that p is between 0 and 1"
( ( ( ( ( L. Gonick & W. Smith (1993)
) ) ) ) )
......................................................................
Dear R and S users,
I've been working on fitting finite mixture of negative exponential distributions using maximum likelihood based on the example given in MASS. So far I had much success in fitting two components. The problem started when I tried to extend the procedure to fit three components. More specifically,
likelihood = sum( ln(c1*exp(-x/lambda1)/lambda1 + c2*exp(-x/lambda2)/lambda2 + (1-c1-c2)*exp(-x/lambda3)/lambda3) )
I've used optimizers such as ms and nlminb (SPLUS 5.0 for UNIX), and provided parameters constrains (0 <= c1, c2 <= 1) to nlminb via lower and upper. But these constrains provide no protection for (1-c1-c2) being between interval [0,1], which resulted in generating NAs in the likelihood function during iteration.
I've been looking at various documentations, but didn't see anywhere mentioning setting linear constrain, in this case, c1 + c2 <= 1.
Any suggestion and pointers will be greatly apprepciated.
Kevin Xie Research Student Cavendish School of Computer Science University of Westminster London, UK
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
318 Carr Hall bolker at zoo.ufl.edu Zoology Department, University of Florida http://www.zoo.ufl.edu/bolker Box 118525 (ph) 352-392-5697 Gainesville, FL 32611-8525 (fax) 352-392-3704 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._