[R] non negativity constraints if else function

Jorge I Velez jorgeivanvelez at gmail.com
Sun Dec 21 02:08:54 CET 2014


What about

ifelse(w < 0, 0, w)

See ?ifelse for more information.

Best,
Jorge.-


On Sat, Dec 20, 2014 at 3:26 PM, Esra Ulasan <esra_ulasan at icloud.com> wrote:

> 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]]
>
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