Create the inequality constraint function

This function wraps and returns an inequality constraint function of the form function(a) {...}, where 'a' combines tvec and theta arguments to a single vector, in that order.

Usage

get.ineq.constraint.function(
  tvec,
  theta,
  cgf,
  user.ineq.constraint.function = NULL
)

Arguments

tvec

A numeric vector.

theta

A numeric vector.

cgf

An object of class 'CGF'.

user.ineq.constraint.function

An optional additional inequality added by a user. Default is NULL. See TO DO list.

Value

A function that takes a vector a as an argument. This function returns either NULL or a list with 'constraints' and 'jacobian'.

Details

This function constructs and integrates an inequality constraint based on cgf with any user-defined inequality constraint function specified in user.ineq.constraint.function. If user.ineq.constraint.function is NULL, the function checks whether the cgf itself includes an inherent inequality constraint.

Examples

if (FALSE) { # \dontrun{
# TO DO: Add a working example
#  f <- get.ineq_constraint.function(tvec, theta, cgf)
#   f(c(tvec, theta)) # returns a list of the form list(constraints = , jacobian = ) or NULL
} # }