How to bound a value in a function in r

邮差的信 提交于 2019-12-02 16:57:02

问题


I have this function to maximize:

funcToOpt <- function (theta1,theta2,theta3)
{
  inner <- rowSums((wb + (theta1*X1+theta2*X2+theta3*X3) / Nt) * r)  
  innerU <- u(inner, gamma)                                     # u() is another function 

  return (sum(innerU) / T)
}

fbb <- function(x) funcToOpt(x[1],x[2],x[3])
max <- optim(c(0,0,0),fbb,control=list(fnscale=-1))

Where: wb,X1,X2,X3,r are TxN matrices and Nt a vector with length of N

I wanna just that

(wb + (theta1*X1+theta2*X2+theta3*X3) / Nt)

can't assume negative values.

Is there someone who can help me? Thanks!

来源:https://stackoverflow.com/questions/38935453/how-to-bound-a-value-in-a-function-in-r

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