[R] constrained regression
Heywood, Giles
Giles.Heywood at CommerzbankIB.com
Tue May 28 16:12:04 CEST 2002
I want to do a linear regression where the coefficients
obey two linear constraints, and also are all non-negative.
What is the best way to do this? Computational speed is a
consideration as I must do it many times.
When this question was asked previously on the list, quadprog
was suggested - is this the best solution?
(I may have missed something obvious in the documentation,
but I have looked).
thanks
Giles
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