constrOptim

谢谢~可以详细点给个例子么？

?constrOptim

的帮助文件里面有好几个例子

Here is a maximum log likelihood estimation of linear model.

set.seed(2013)
# random generate simulation data with GPD distribution with 3 parameters
alpha<- 1; beta<- 2;

n<- 100;
err<- rnorm(n, sd=0.5)
x <-  rnorm(n)


# model y defined as
y<- alpha+beta*x + err

data<- data.frame(x, y)



# define -2*loglikelihood function
LL<-function(params){
  alpha<- params[1]; beta<- params[2]; sigma<- params[3]
  
  linkfun<- alpha+beta*data$x
  
  error<-  data$y-linkfun
  
  ;
  
  f<- (1/(sigma*sqrt(2*pi))) * exp(-0.5*(error/sigma)**2)
  
  ll<- sum(log(f))
  return(-2*ll)
}

#optimized with initial condistion
optim(c(0,0,5),LL)

楼上的例子很好