Hi R,

 

I have the variance-covariance matrix,

 

>V=matrix(c(0.011119238, 0.002407527, 0.002407527, 0.020739401),2,2)

 

I need to find a vector X=c(x1,x2), such that 

1) X'VX is equal to a constant 2 (say) and 

2) sum(x) should be equal to a another constant 1.5 (say).

 

How do we do this in R?

 

 

BR, Shubha

Shubha Karanth | Amba Research

Ph +91 80 3980 8031 | Mob +91 94 4886 4510 

Bangalore * Colombo * London * New York * San José * Singapore * www.ambaresearch.com

 

 

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