[R] regression constraints?
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.
> John Strumila
I've been doing something like that (regression coefficients
to be > 0 and also forced to sum to 1) using the quadratic
programming program solve.QP in package quadprog.
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