similar to: Linear Regressions with constraint coefficients

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 Aljosa Aleksandrovic, FRM, CAIA Quantitative Analyst - Convertibles aljosa.aleksandrovic at man.com Tel +41 55 417 7603 Man Investments (CH) AG Huobstrasse 3 | 8808

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 don't understand and should consult a local statistician to help you formulate your problem appropriately. Cheers, Bert Bert Gunter "The trouble with having an open mind is that people

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 interval, let?s say, between 0 and 1, what kind of starting values are normally recommended for the start argument (e.g. Using a 4 factor model with b1, b2, b3 and b4, I tried

Have you tried web searching on " R constrained linear regression" or similar. There seemed to be resources related to your issues when I looked. You might also search on rseek.org . There are apparently several packages that do regression with constraints, but I don't know if they fit your situation. Cheers, Bert Bert Gunter "The trouble with having an open mind is that

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

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/views/Optimization.html for more info on what is available. Here is an example using a nonlinear least squares solver and non-negative bound constraints. The constraint that the coefficients sum

Hi guys I've got an easy question but couldn't find any quick solution. I woulk like to change the following matrix good bad worse Blue 1 2 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

Wondering if anyone is aware of resources appropriate for home schooled pre-teen/teen relatives? Before anyone suggests, a lengthy google search was unsuccessful. TIA, V. -- Vince Fulco, CFA, CAIA 612.424.5477 (universal) vfulco1 at gmail.com A posse ad esse non valet consequentia ?the possibility does not necessarily lead to materialization?

Hello, I am trying to convince our IT Manager that R is as safe as possible from IT security point of view - could you point me to 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

Hello, I want to know if there are some functions or packages to solve differential and integral equation using R. Thanks. Shao chunxuan. [[alternative HTML version deleted]]

We need a two-way non-parametric ANOVA in order to analysis properly some ecological data, do you know any reference in R? or how to do it? Thank you very much All the best diana -- View this message in context: http://www.nabble.com/Two-way-non-parametric-ANOVA--tp15039308p15039308.html Sent from the R help mailing list archive at Nabble.com.

Hi guys I'm working with with R1.4.1 on windows I'm trying to import data from the ODBC (Access database) with the library RODBC. Every thing works perfect except that the dates are factors. > library(RODBC) > xx <- odbcConnect("grave_liv") > dat <- sqlQuery(xx,"SELECT All_MONTHLY.ID, All_MONTHLY.Date, All_MONTHLY.RoR FROM (Reasons INNER JOIN

Hello everybody I need some help. Currently, I'm translating a code from Splus to R. In Splus code there is the function 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

Hi guys Recently a wanted to look at the opotunities which are suported by the labrary of tcltk. Unfortunatly I couldn't load the library and it occured the following error message: Error in firstlib(which.lib.loc, package) : TCL_LIBRARY is not set Error in library(pkg, character.only = TRUE) : .First.lib failed I've tried to load it in sveral ways. I reinstalt the

While using the linux bridge module in 2.6.10, the kernel seems to munge the source IP address of broadcast UDP packets if they come from "0.0.0.1", and sticks on an address of the linux host. I humbly submit that re-writing the source address of packets is not proper behavior for a bridge, even if those source addresses are not traditionally valid. Sure, 0.0.0.1 isn't a valid

I've recently been working with some California county-level data. The counties can be referred to as either FIPS codes, eg F060102, friendly names such as "Del Norte County", names without 'County' on the end, names with 'CA' on the end ("Del Norte County, CA"). Different data sets use slightly different forms and putting them all together is a pain. So I

Hello all, First, happy to see the new release of WINE 20050111 for FreeBSD (and previous 20041201) I obtained and compiled the latest version for my standard FreeBSD 5.3 install. ? Upon running any windows/wine app I get the error messages err:heap:HEAP_CreateSystemHeap system heap base address 0x80000000 not available err:heap:HEAP_CreateSystemHeap system heap base address 0x80000000 not

Hi I'd really like to get a bar plot showing the means of my anova data. I have looked everywhere and can only seem to find instructions for 2 way anova's. I basically want to look at the mean condition of my subjects spilt by age, sex and year (as a factor rather than a continuous variable, hence Anova and not Ancova). and want to show it firstly as a bar graph with standard error. I

Good morning. Novice usR. Here. I am following this string, among many, learning as I go. Quick question please? I thought that perhaps ata.frame was part of the zoo pkg, b/c when I searched it came up in help? However, evidently not or I am not using it properly. Please advise, thank you. x <- list(A=data.frame(x=1:2, y=3:4),B=data.frame(x=5:6,y=7:8)) x2 <- do.call(rbind,

It looks like you made a copy/paste error below. Your ata.frame should be data.frame. Kevin On 05/04/2018 08:18 AM, Bill Poling wrote: > Good morning. > > Novice usR. Here. > > I am following this string, among many, learning as I go. > > Quick question please? > > I thought that perhaps ata.frame was part of the zoo pkg, b/c when I > searched it came up in