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- Original Message -
From: Martin Maechler
Date: Tuesday, June 22, 2010 3:33 am
Subject: Re: [Rd] constrOptim( ): conflict between help page and code
To: Ravi Varadhan
Cc: maech...@stat.math.ethz.ch
> Dear Ravi,
> What we (R-core)
ject.org [mailto:r-devel-boun...@r-project.org] On
Behalf Of Ravi Varadhan
Sent: Thursday, June 17, 2010 9:53 AM
To: 'Duncan Murdoch'; 'John Nolan'
Cc: r-devel@r-project.org
Subject: Re: [Rd] constrOptim( ): conflict between help page and code
Nolan,
You are correct that there i
Behalf Of Ravi Varadhan
Sent: Thursday, June 17, 2010 9:53 AM
To: 'Duncan Murdoch'; 'John Nolan'
Cc: r-devel@r-project.org
Subject: Re: [Rd] constrOptim( ): conflict between help page and code
Nolan,
You are correct that there is inconsistency. The feasible region should be ui
r +
r.old)/2) < outer.eps) break
Best,
Ravi.
-Original Message-
From: r-devel-boun...@r-project.org [mailto:r-devel-boun...@r-project.org] On
Behalf Of Duncan Murdoch
Sent: Thursday, June 17, 2010 4:38 AM
To: John Nolan
Cc: r-devel@r-project.org
Subject: Re: [Rd] constrOptim
John Nolan wrote:
There is a contradiction between what the help page says and what constrOptim
actually
does with the constraints. The issue is what happens on the boundary.
I don't know if this was a recent change, but the current help says:
"The starting value must be in the interior o
There is a contradiction between what the help page says and what constrOptim
actually
does with the constraints. The issue is what happens on the boundary.
The help page says
The feasible region is defined by ‘ui %*% theta - ci >= 0’,
but the R code for constrOptim reads
if (any(ui %*%
