[R] non negativity constraints if else function

Esra Ulasan esra_ulasan at icloud.com
Sat Dec 20 05:26:55 CET 2014


Hello,

I have tried the solve the non-negativity constraint "if else function" in R. But I have done something wrong because it still gives the same solution. I want that, if weight element is negative set it to zero, else recalculate the weights again. These are the codes:

 for(i in 1:M){ w[,i] = f+r[i]*g              #portfolio weights 
    for(i in 1:M){
      if (w <0){w=0}else{w=w}
    }                     
  } 
If you help me I would be happy
Thank you
	[[alternative HTML version deleted]]



More information about the R-help mailing list