[R] regression constraints?
Adam Gehr
agehr at mozart.depaul.edu
Fri Jan 5 01:58:31 CET 2001
"Strumila, John" wrote:
>
> gday R gurus,
>
> I have a multivariate regression for which I want to constrain the
> coefficients to be > 0. Is this possible?
>
> I've check the doco and searched CRAN but can't find anything.
>
> thanks,
> John Strumila
I've been doing something like that (regression coefficients
constrained
to be > 0 and also forced to sum to 1) using the quadratic
programming program solve.QP in package quadprog.
Adam Gehr
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
More information about the R-help
mailing list