Hi,
I am trying to fit a model to optimize the response variable Y where
Y = \beta_0 + X_1\beta_1 + X_2\beta_2 such that X_1\beta _1 + X_2\beta_2 \leq 0.7 .
I was wondering, how to modify the below stan code or use simplex to solve the above problem.
data{
int N;
int Np;
int J;
vector[Np] x;
}
parameters {
vector<lower=0> [N] beta0;
vector<lower=0> [N] beta1;
vector<lower=0> [N] beta2;
vector<lower=0, upper=0.7>[N] k_constant;
simplex[Np] alpha[N];
}
transformed parameters {
vector[Np] y_beta[N];
for(i in 1:N) {
y_beta[i,1] = beta1[i]*x[1];
y_beta[i,2] = beta2[i]*x[2];
y_beta[i] = k_constant[i] * alpha[i];
}
model {
beta0 ~ normal(0,1);
beta1 ~ normal(0,1);
beta2 ~ normal(0,1);
y ~ normal(beta0 + beta1*x[1] + beta2*x[2], 1);
}
****