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2016 Apr 26
2
Linear Regressions with constraint coefficients
Ok, and if I would just like to force my slope coefficients to be inside an interval, let's say, between 0 and 1? Is there a way in R to formulate such a constraint regression?
Thanks in advance and kind regards,
Aljosa
Aljosa Aleksandrovic, FRM, CAIA
Quantitative Analyst - Convertibles
aljosa.aleksandrovic at man.com
Tel +41 55 417 7603
Man Investments (CH) AG
Huobstrasse 3 | 8808 Pf?ffikon SZ | Switzerland
-----Original Message-----
From: Bert Gunter [mailto:bgunter.4567 at gmail.com]
Sent: Dienstag, 26. April 2016 16:51
To: Aleksandrovic,...
2016 Apr 26
5
Linear Regressions with constraint coefficients
...lope coefficients should add up to 1.
Is there an elegant and not too complicated way to do such a constraint regression estimation in R?
I would very much appreciate if you could help me with my issue?
Thanks a lot in advance and kind regards,
Aljosa Aleksandrovic
Aljosa Aleksandrovic, FRM, CAIA
Quantitative Analyst - Convertibles
aljosa.aleksandrovic at man.com
Tel +41 55 417 7603
Man Investments (CH) AG
Huobstrasse 3 | 8808 Pf?ffikon SZ | Switzerland
-----Original Message-----
From: Kevin E. Thorpe [mailto:kevin.thorpe at utoronto.ca]
Sent: Dienstag, 26. April 2016 14:35
To: Aleksand...
2009 Sep 14
3
Teaching material for children...
Wondering if anyone is aware of resources appropriate for home
schooled pre-teen/teen relatives?
Before anyone suggests, a lengthy google search was unsuccessful.
TIA, V.
--
Vince Fulco, CFA, CAIA
612.424.5477 (universal)
vfulco1 at gmail.com
A posse ad esse non valet consequentia
?the possibility does not necessarily lead to materialization?
2016 Apr 26
0
Linear Regressions with constraint coefficients
...; wrote:
> Ok, and if I would just like to force my slope coefficients to be inside an interval, let's say, between 0 and 1? Is there a way in R to formulate such a constraint regression?
>
> Thanks in advance and kind regards,
> Aljosa
>
>
>
> Aljosa Aleksandrovic, FRM, CAIA
> Quantitative Analyst - Convertibles
> aljosa.aleksandrovic at man.com
> Tel +41 55 417 7603
>
> Man Investments (CH) AG
> Huobstrasse 3 | 8808 Pf?ffikon SZ | Switzerland
>
>
> -----Original Message-----
> From: Bert Gunter [mailto:bgunter.4567 at gmail.com]
> Sent...
2016 Apr 26
1
Linear Regressions with constraint coefficients
...Is there an elegant and not too complicated way to do such a constraint regression estimation in R?
>
> I would very much appreciate if you could help me with my issue?
>
> Thanks a lot in advance and kind regards,
> Aljosa Aleksandrovic
>
>
>
> Aljosa Aleksandrovic, FRM, CAIA
> Quantitative Analyst - Convertibles
> aljosa.aleksandrovic at man.com
> Tel +41 55 417 7603
>
> Man Investments (CH) AG
> Huobstrasse 3 | 8808 Pf?ffikon SZ | Switzerland
>
>
> -----Original Message-----
> From: Kevin E. Thorpe [mailto:kevin.thorpe at utoronto.ca]
>...
2016 Apr 28
2
Linear Regressions with constraint coefficients
...factor model with b1, b2, b3 and b4, I tried start = list(b1 = 0.5, b2 = 0.5, b3 = 0.5, b4 = 0.5))? I also tried other starting values ... Hence, the outputs are very sensitive to that start argument?
Thanks a lot for your answer in advance!
Kind regards,
Aljosa
Aljosa Aleksandrovic, FRM, CAIA
Quantitative Analyst - Convertibles
aljosa.aleksandrovic at man.com
Tel +41 55 417 76 03
Man Investments (CH) AG
Huobstrasse 3 | 8808 Pf?ffikon SZ | Switzerland
-----Original Message-----
From: Gabor Grothendieck [mailto:ggrothendieck at gmail.com]
Sent: Dienstag, 26. April 2016 17:59
To: Aleksa...
2016 Apr 28
0
Linear Regressions with constraint coefficients
..., I tried start = list(b1 = 0.5, b2 = 0.5, b3 = 0.5, b4 = 0.5))? I also tried other starting values ... Hence, the outputs are very sensitive to that start argument?
>
> Thanks a lot for your answer in advance!
>
> Kind regards,
> Aljosa
>
>
>
> Aljosa Aleksandrovic, FRM, CAIA
> Quantitative Analyst - Convertibles
> aljosa.aleksandrovic at man.com
> Tel +41 55 417 76 03
>
> Man Investments (CH) AG
> Huobstrasse 3 | 8808 Pf?ffikon SZ | Switzerland
>
> -----Original Message-----
> From: Gabor Grothendieck [mailto:ggrothendieck at gmail.com]
>...
2016 Apr 26
0
Linear Regressions with constraint coefficients
...Is there an elegant and not too complicated way to do such a constraint regression estimation in R?
>
> I would very much appreciate if you could help me with my issue?
>
> Thanks a lot in advance and kind regards,
> Aljosa Aleksandrovic
>
>
>
> Aljosa Aleksandrovic, FRM, CAIA
> Quantitative Analyst - Convertibles
> aljosa.aleksandrovic at man.com
> Tel +41 55 417 7603
>
> Man Investments (CH) AG
> Huobstrasse 3 | 8808 Pf?ffikon SZ | Switzerland
>
>
> -----Original Message-----
> From: Kevin E. Thorpe [mailto:kevin.thorpe at utoronto.ca]
>...
2007 Apr 18
1
[Bridge] Unexpected bridge behavior (Bug? You decide.)
...the linux host.
I humbly submit that re-writing the source address of packets is not
proper behavior for a bridge, even if those source addresses are not
traditionally valid.
Sure, 0.0.0.1 isn't a valid address, but it's used by the XBOX games
for "System Link" play. See http://caia.swin.edu.au/genius/020802A/
for more details, but basically XBOXes talk to each other by sending
UDP port 3074 packets with 0.0.0.1 as the source address. When
searching for other XBOX systems, these are broadcast packets
addressed to 255.255.255.255/ff:ff:ff:ff:ff:ff.
So I was trying to get two...
2005 Jan 13
3
Wine and FreeBSD
...ssage box
"Cannot use object linking and embedding"
before starting, but attempting use excel will result in an out of memory
error and then a crash
------------------------
MS PowerPoint doesn't even start.
------------------------
This is dissapointing, we have managed
(http://caia.swin.edu.au/reports/041129A) to install MS Office 2K on WINE
20040505 under FreeBSD but were hoping that this newer version would fix our
two discovered problems (the new file.. dialog and the pulldown menus if more
than one office app is running).
Unfortunately, it seems that the new version b...
2009 Apr 26
1
Rmpi failing to install with all latest MPI packages and config arguments
...nd "R CMD INSTALL
Rmpi_0.5-7.tar.gz --configure-args=--with-mpi=/usr/lib64/openmpi" (or
/usr/lib64/mpich2) fails with the error ''cannot find mpi.h". Doing a
(s)locate indicates no header file labeled as such. Would appreciate
any trailheads.
TIA,
V.
--
Vince Fulco, CFA, CAIA
612.424.5477 (universal)
vfulco1 at gmail.com
2013 May 12
3
FreeBSD Quarterly Status Report, January-March 2013
...ns too
(e.g. http://mdoc.su/f91,n60,o52,d/mdoc).
The source code for the whole site is available under a BSD licence.
Open tasks:
1. Fork it on GitHub (see links)!
__________________________________________________________________
Multipath TCP (MPTCP) for FreeBSD
URL: http://caia.swin.edu.au/urp/newtcp/mptcp/tools.html
URL: http://caia.swin.edu.au/newtcp/mptcp/
URL: http://caia.swin.edu.au/reports/130424A/CAIA-TR-130424A.pdf
URL: https://pub.allbsd.org/FreeBSD-snapshots/
Contact: Nigel Williams <njwilliams at swin.edu.au>
Contact: Lawrence Stewart <...