The following code (adapted from the manual):
mle logl = check ? - ln(pstr_cssr(y,X,q,gamma,c,m,Z) : NA
scalar check = (gamma > zeros(r,1)) && (c >= c_min) && (c
params gamma c
simply checks that the unconstrained maximum is in the parameter space
and returns an error if it is not so.
But is there a way to find such a constrained maximum in gretl?
If there is not, what is the best way to circumvent the problem?