Displaying 2 results from an estimated 2 matches for "myestimate".
Did you mean:
meestimate
2009 Sep 20
2
missing level of a nested factor results in an NA in lm output
...? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
Residual standard error: 0.4944 on 10 degrees of freedom
Multiple R-squared: 0.8004, Adjusted R-squared: 0.4211
F-statistic: 2.11 on 19 and 10 DF, p-value: 0.1133
I then use the estimable function to estimate a linear combination of
the parameter estimates.
myEstimate <- cbind(
'(Intercept)' = 1,
'GROUP1' = 1,
'FEATURE4227:GROUP1' = 0.5,
'FEATURE6374:GROUP1' = 0.5,
'GROUP0:PATIENT2' = 1
)
rownames(myEstimate) <- "test"
> estimable(fit, myEstimate)
Estimate Std. Error t value DF...
2013 Jan 06
0
fPortfolio-portfolio optimization
Hello everyone,
I have been spending many hours on a seemingly simple portfolio optimization problem using the package fPortfolio.
My optimization problem is slightly different than a standard one such that I have a known set of asset returns. My problem is how to collect this information into my functions and pass them onto the optimization function.
I have written my own covariance estimation