R/cesCoefBounds.R

In micEconCES: Analysis with the Constant Elasticity of Substitution (CES) Function

cesCoefBounds <- function( vrs, returnRho1, returnRho2, returnRho, method, 
      lower, nExog, nested = FALSE, withTime ) {

   if( method %in% c( "L-BFGS-B", "PORT", "DE" ) ) {
      if( lower ) {
         if( nested && nExog == 3 ) {
            result <- c( 0, 0, 0 )
         } else if( nested && nExog == 4 ) {
            result <- c( 0, 0, 0, 0 )
         } else if( !nested && nExog == 2 ) {
            result <- c( 0, 0 )
         } else {
            stop( "cannot create lower bounds for the parameters of a",
               ifelse( nested, " nested", " non-nested" ), " CES function",
               " with ", nExog, " explanatory variables" )
         }
         if( withTime ) {
            result <- c( result[ 1 ], -Inf, result[ -1 ] )
         }
      } else {
         if( nested && nExog == 3 ) {
            result <- c( Inf, 1, 1 )
         } else if( nested && nExog == 4 ) {
            result <- c( Inf, 1, 1, 1 )
         } else if( !nested && nExog == 2 ) {
            result <- c( Inf, 1 )
         } else {
            stop( "cannot create upper bounds for the parameters of a",
               ifelse( nested, " nested", " non-nested" ), " CES function",
               " with ", nExog, " explanatory variables" )
         }
         if( withTime ) {
            result <- c( result[ 1 ], Inf, result[ -1 ] )
         }
      }
      if( returnRho1 && nested ) {
         result <- c( result, ifelse( lower, -1, Inf ) )
      }
      if( returnRho2 && nested && nExog == 4 ) {
         result <- c( result, ifelse( lower, -1, Inf ) )
      }
      if( returnRho ) {
         result <- c( result, ifelse( lower, -1, Inf ) )
      }
      if( vrs ) {
         result <- c( result, ifelse( lower, 0, Inf ) )
      }
   } else {
      result <- ifelse( lower, -Inf, Inf )
   }

   if( method == "DE" ) {
      if( lower ) {
         if( withTime ) {
            result[ 2 ] <- -0.5
         }
      } else {
         result[ 1 ] <- 1e10
         if( withTime ) {
            result[ 2 ] <- 0.5
         }
      }
      result[ !is.finite( result ) ] <- 10
   }

   return( result )
}