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...tion ?*w^T*omega*w+mu^T*w-c^T(w-w0) for w<w0 short position W: is the update weight of portfolio Wo is the initial weight of portfolio Omega is the variance covariance matrix mu is the vector of return rate of stocks in the portfolio C is the vector coefficient of transaction cost Is it a quandratic programming problem? Then how to write the objective function? Or any other method to solve this? -- View this message in context: http://www.nabble.com/portfolio-optimization-problem---use-R-tp18570399p18570399.html Sent from the R help mailing list archive at Nabble.com.

Hi everybody, I'm trying to construct contrasts for an ANOVA to determine if there is a significant trend in the means of my groups. In the following example, based on the type of 2x3 ANOVA I'm trying to perform, does the linear polynomial contrast generated by contr.poly allow me to test for a linear trend across groups? doi=data.frame( Group=c( rep(1, 5), rep(2, 5), rep(3, 5),