Displaying 2 results from an estimated 2 matches for "quadratische".
2003 Feb 24
1
Mass: lda and collinear variables
...e a warning:
variables are collinear in: lda.default(data[train, ], classes[train])
Is there an easy way to recover from this issue within the MASS package?
Or how can I tell how severe this issue is at all?
I understand that I shouldn't use lda at all with collinear data and should
use "quadratische" (squared?) discr. analysis (by Welch) instead. Or is
this wrong? Could I do this in R?
Thanks four your help,
Till Baumg?rtel
________________________________________
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2007 Sep 03
2
The quadprog package
...d returns
and
\mu is a number, the postualted return of the investor
I've done the following code but it doesn't make what I want it to do. The weights aren't all positive and the \mu isn't reached. What's wrong with my code?
Require(quadprog)
Dmat<-diag(1,7,7)
# muss als quadratische Matrix eingegeben werden
Dmat
dvec<-matrix(0,7,1) # muss als Spaltenvektor eingegeben werden
dvec
mu<-0 # (in Mio. €)
bvec<-c(1,mu,matrix(0,7,1)) # muss als Spaltenvektor eingegeben werden
bvec
mu_r<-c(19.7,33.0,0.0,49.7, 82.5, 39.0,11.8)
Amat<-matrix(c(matrix(1,1,7),7*mu_r,diag(1,7...