Rsolnp package of Ghalanos and Theussl (2016).This function is a wrapper to the solnp function of the Rsolnp package of Ghalanos and Theussl (2016).
fn.solnp(par0, vY, FUN, LB, UB, ...)It returns a named list with four elements: i) pars: a numeric vector where the estimated parameters are stored, ii) value: a numeric containing the value of the objective function evaluated at its minumum, iii) hessian, a numeric matrix containing the Hessian matrix evaluated at the minimum of the objective function, and iv) convergence a numeric element indicating the convergence results of solnp.
numeric vector of named model coefficients.
numeric vector or matrix of data.
A function to optimize.
A vector of lower bounds for the parameters.
A vector of upper bounds for the parameters.
Additional arguments to provide to solnp.
Leopoldo Catania
The following control parameters are used: trace = 0, rho = 1, outer.iter = 400,
inner.iter = 1800, delta = 1e-08, tol = 1e-08. See the documentation of solnp.
Alexios Ghalanos and Stefan Theussl (2015).
"Rsolnp: General Non-linear Optimization Using Augmented Lagrange
Multiplier Method". R package version 1.16.
help(solnp)