set_constraints: Set up a system of linear equality and/or inequality...

In mcmcsae: Markov Chain Monte Carlo Small Area Estimation

Set up a system of linear equality and/or inequality constraints

Description

Two-sided inequalities specified by S2, l2, u2 are currently transformed into the one-sided form S'x >= s, combined with any directly specified constraints of this form. Some basic consistency checks are carried out, notably regarding the dimensions of the inputs.

Usage

set_constraints(
  R = NULL,
  r = NULL,
  S = NULL,
  s = NULL,
  S2 = NULL,
  l2 = NULL,
  u2 = NULL,
  scale = FALSE
)

Arguments

R	equality constraint matrix each column of which corresponds to a constraint.
r	right-hand side vector for equality constraints R'x = r, where R' denotes the transpose of R.
S	inequality constraint matrix each column of which corresponds to an inequality constraint.
s	rhs vector for inequality constraints S'x >= s, where S' denotes the transpose of S.
S2	inequality constraint matrix each column of which corresponds to a two-sided inequality constraint.
l2	vector of lower bounds for two-sided inequality constraints l_2 <= S_2'x <= u_2.
u2	vector of upper bounds for two-sided inequality constraints l_2 <= S_2'x <= u_2.
scale	whether to scale the columns of all constraint matrices to unit Euclidean norm.

Value

An environment with constraint matrices and vectors and a method to check whether a numeric vector satisfies all constraints. Returns NULL in case of no constraints.

mcmcsae documentation built on June 8, 2025, 10:55 a.m.