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...ay, 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, Aljosa (Pfaeffikon) Cc: r-help at r-project.org Subject: Re: [R] Linear Regressions with constraint coefficients If the slope coefficients sum...

...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: Aleksandrovic, Aljosa (Pfaeffikon) Subject: Re: Linear Regressions with constraint coefficients You need to send it to r-help at r-project.org however....

...fit your situation. Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Tue, Apr 26, 2016 at 8:29 AM, Aleksandrovic, Aljosa (Pfaeffikon) <Aljosa.Aleksandrovic at man.com> 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 > &g...

...oblem appropriately. Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Tue, Apr 26, 2016 at 5:39 AM, Aleksandrovic, Aljosa (Pfaeffikon) <Aljosa.Aleksandrovic at man.com> wrote: > Hi all, > > I hope you are doing well? > > I?m currently using the lm() function from the package stats to fit linear multifactor regressions. > > Unfortunately, I didn?t yet find a way to fit linear multifactor regressions with...

...e, 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: Aleksandrovic, Aljosa (Pfaeffikon) Cc: r-help at r-project.org Subject: Re: [R] Linear Regressions with constraint coefficients This is a quadratic pr...

The nls2 package can be used to get starting values. On Thu, Apr 28, 2016 at 8:42 AM, Aleksandrovic, Aljosa (Pfaeffikon) <Aljosa.Aleksandrovic at man.com> wrote: > Hi Gabor, > > Thanks a lot for your help! > > I tried to implement your nonlinear least squares solver on my data set. I was just wondering about the argument start. If I would like to force all my coefficients to be inside an interva...

...2 = 2, b3 = 3)) giving the following non-negative coefficients which sum to 1 that are reasonably close to the true values of 0.2, 0.3 and 0.5: > fm$coefficients / sum(fm$coefficients) b1 b2 b3 0.18463 0.27887 0.53650 On Tue, Apr 26, 2016 at 8:39 AM, Aleksandrovic, Aljosa (Pfaeffikon) <Aljosa.Aleksandrovic at man.com> wrote: > Hi all, > > I hope you are doing well? > > I?m currently using the lm() function from the package stats to fit linear multifactor regressions. > > Unfortunately, I didn?t yet find a way to fit linear multifactor regressions with...

...nction nlminb (Nonlinear Minimization subject to Box Constraints) used. Does anybody know an equivalent function in R? Thanks for help Kind regards, Beat Huggler _____________________________________________ Beat Huggler Quantitative Analysis RMF Investment Management Huobstrasse 16 8808 Pf?ffikon/SZ Switzerland Tel +41 (0) 55 415 87 30 Fax +41 (0) 55 415 87 99 beat.huggler at rmf.ch www.rmf.ch A member of the Man Group Any information in this communication is confidential and may be privileged or otherwise protected from disclosure without our consent. If you are not the intended re...

...grammers. Does any of the R GUIs provide similar functionality please? Can you point me in the right direction? Thanks in advance Best Regards _______________________________________________________ Martin Hanek Actuary Martin.Hanek at GlacierGroup.com Glacier Group + Churerstrasse 78 8808 Pf?ffikon SZ Switzerland www.GlacierGroup.com T: +41 (0)55 417 3431 | F: +41 (0)55 417 3434 | M: +41 (0)79 833 3431 _______________________________________________________ This e-mail, including any attachments, is for the inten...{{dropped:11}}

...d in-depth knowledge and specialised strengths in differing alternative asset classes - hedge funds, managed futures, leveraged finance and convertible bonds. Man Investments has a powerful presence worldwide, employing over 1,600 employees located in 13 countries, with key centres in London and Pf?ffikon (Switzerland), and with offices in Chicago, Dubai, Hong Kong, Montevideo, Nassau, New York, Singapore, Sydney, Tokyo and Toronto. Man Investments provides a dynamic working environment in the fast-paced world of alternative investment management with ample opportunities for personal development. I...

...o something on the web / some reasons for why this is true? I do not think he has a specific concern but does not know the software and would like to understand the security implications. Thanks in advance Best Regards Martin Hanek Actuarial Analyst Glacier Reinsurance AG Churerstr. 78 CH-8808 Pfäffikon SZ T +41 55 417 3431 F +41 55 417 3434 martin.hanek@glacierre.com www.glacierre.com<http://www.glacierre.com/> This e-mail, including any attachments, is for the inten...{{dropped:12}}