Groups of functions used for the constrained minimization problem arising in the computation of the likelihood ratio test statistics.
objFunction(x, cst)gradObjFunction(x, cst)
symMatrixFromVect(x)
ineqCstr(x, cst)
jacobianIneqCstr(x, cst)
eqCstr(x, cst)
jacobianEqCstr(x, cst)
value of the objective function, its gradient, and the set of inequality and equality constraints
A vector
A list of constants to be passed to the optimisation function
objFunction()
: objective function to be optimized
gradObjFunction()
: gradient of the objective function
symMatrixFromVect()
: function creating a symmetric matrix from its unique elements stored in a vector
ineqCstr()
: set of inequality constraints
jacobianIneqCstr()
: jacobian of the inequality constraints
eqCstr()
: set of equality constraints
jacobianEqCstr()
: jacobian of the inequality constraints