[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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