R help - Apr 2011 - how to code a restriction matrix with the following restrictions

Dear list members,



I need to fit a regression with two inequality constraints. I look up in
 the literature and R archive and found some ways to do it, for example 
using the ic.infer package.



However I do not know how to write in R my constraints. In the package 
help, it is told that I have to create the restriction matrix ui.

Can someone help me to code the matrix?



In short I run the regression:Return=alpha + beta*benchmark(i) + u

My goal is to find the constrained alpha with the following two restrictions:
alpha + (beta -1)Rfmin* <=0
                                                                                
alpha + (beta -1)Rfmax* <=0


*To facilitate the code I will find the value of Rfmin and Rfmax separately so I
will have a vector (Rfmin, Rfmax)' directly available.

Anyone know how I can code the matrix ui representing the above restrictions, so
I can fit the constrained regression?

Thanks for your help,
seb
 		 	   		  
	[[alternative HTML version deleted]]

Dear list members,



I need to fit a regression with two inequality constraints. I look up in
 the literature and R archive and found some ways to do it, for example 
using the ic.infer package.



However I do not know how to write in R my constraints. In the package 
help, it is told that I have to create the restriction matrix ui.

Can someone help me to code the matrix?



In short I run the regression:Return=alpha + beta*benchmark(i) + u

My goal is to find the constrained alpha with the following two restrictions:
alpha + (beta -1)Rfmin* <=0
                                                                                
alpha + (beta -1)Rfmax* <=0


*To facilitate the code I will find the value of Rfmin and Rfmax separately so I
will have a vector (Rfmin, Rfmax)' directly available.

Anyone know how I can code the matrix ui representing the above restrictions, so
I can fit the constrained regression?

Thanks for your help,
seb
 		 	   		  
	[[alternative HTML version deleted]]