[R] Constrained regression

Berton Gunter gunter.berton at gene.com
Mon Jun 5 22:55:43 CEST 2006


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-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
 
"The business of the statistician is to catalyze the scientific learning
process."  - George E. P. Box
 
 

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Daniel Bogod
> Sent: Monday, June 05, 2006 1:01 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] Constrained regression
> 
> Hi,
> I would like to run a constrained OLS, with the following constraints:
> 1. sum of coefficients must be 1
> 2. all the coefficients have to be positive.
> 
> Is there an eas way to specify that in R
> 
> Thank you,
>  Daniel Bogod
> dbogod at gmail.com
> 
> 	[[alternative HTML version deleted]]
> 
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