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...tive 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 to a constant, the regressors are dependent and so a unique solution is impossible (an infinity of solutions would result). So I think you have something going on that you do...

...nalyst - 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. Kevin On 04/26/2016 08:32 AM, Aleksandrovic, Aljosa (Pfaeffikon) wrote: > Ok, will do! Thx a lot! > > Please find below my request: > > Hi all, > > I hope yo...

...r problem 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...

...they 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...

...lyst - 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 programming problem that you can solve using either a quadratic programming solver with constraints or a general nonlinear solver with constraints. See https://cran.r-project.org/web/...

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...

...1, b2 = 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...

...2 Yellow 2 1 3 Black 3 4 4 Into the following structure good 1 Blue Bad 2 Blue Worse 2 Blue Good 2 Yellow Bad 1 Yellow Worse 2 Yellow Good 2 Black Bad 4 Black Worse 4 Black Thanks a lot. Regards Beat Huggler --- Beat Huggler Quantitative Analysis RMF Investment Products Huobstrasse 16 8808 Pfaeffikon SZ Switzerland www.rmf.ch Tel. +41 55 415 87 30 Fax +41 55 415 87 07 This message and any attachment are confidential and may be privileged or otherwise protected from disclosure. If you are not the intended recipient, please telephone or email the sender and delete this message and any attachmen...

...now I would like to ask if anybody has an idea to change id either to a numerical value or to a date? I've tried several things with the date function in the library survival but nothing worked. Thank you Beat --- Beat Huggler Quantitative Analysis RMF Investment Products Huobstrasse 16 8808 Pfaeffikon SZ Switzerland www.rmf.ch Tel. +41 55 415 87 30 Fax +41 55 415 87 07 This message and any attachment are confidential and may be privileged or otherwise protected from disclosure. If you are not the intended recipient, please telephone or email the sender and delete this message and any attachmen...

...an be used outside of the workspace in which it has been implemented. Is there any possibility to safe a single function?? And how can I do it?? I would like to say thankyou for you help Best regards Beat Huggler --- Beat Huggle Quantitative Analysis RMF Investment Products Huobstrasse 16 8808 Pfaeffikon SZ Switzerland www.rmf.ch Tel. +41 55 415 87 30 Fax +41 55 415 87 07 This message and any attachment are confidential and may be privileged or otherwise protected from disclosure. If you are not the intended recipient, please telephone or email the sender and delete this message and any attachmen...