Displaying 1 result from an estimated 1 matches for "cpurnsa_2".
2010 Mar 17
1
constrOptim - error: initial value not feasible
...adding a second constraint, to
simulize the equal to 1 constraint, it doesn't work anymore:
constrOptim(c(0,0,0.5,0,0.5), fkt, NULL,
ui=rbind(c(1,1,1,1,1),c(-1,-1,-1,-1,-1)), ci=c(1,-1))
the error message: initial value not feasible
Thats the structure of the data file:
test
Date CPURNSA_2 SPTR_2 JNGWUS_2 CORP FNAR_2 CRY_2
1 28.02.2001 0.0040 -0.0912 -0.0043 -0.0104 0.0098 -0.0181
2 31.03.2001 0.0023 -0.0634 0.0088 -0.0519 0.0078 0.0013
3 30.04.2001 0.0040 0.0777 0.0202 0.0202 -0.0052 0.0213
4 31.05.2001 0.0045 0.0067 -0.0358 -0.0256 0.0102 0...