search for: lamdaseq

...solve.QP(Dmat=VCovMat*2, dvec= MeanVec*lamda,Amat=a,bvec=c(1,0,0),meq=1) #return(MeanVec, VCovMat, WtVec$solution)return(WtVec$solution)} #Opt(OriData+1, 1, 5, 0) ##############################set.seed(4114)bs=1000 ###number of bootstrap samplesRegion<-5 ###Region indecies, check above.lamdaseq<-seq(0,1,.05) ###the lamda sequence. currently from 0 to 1 by .05. x<-numeric(bs*length(lamdaseq)) ###w1<-matrix(x, bs, length(lamdaseq)) ###To initialise the matrices.w5<-matrix(x, bs, length(lamdaseq)) ###1, 5, 10 denote the horizon.w10<-matrix(x, bs, length(lamdaseq)) ### fo...