[R-SIG-Finance] curve fitting using lm with constraints

abe chan abechan_99 at yahoo.com
Thu Apr 14 07:07:48 CEST 2011


Hi Everyone,

I am using "lm" to fit a curve with the form y=ax^2 + bx +c

out = lm(y~x+I(x^2)

My question is..if I have 2 set of equations that need to be satisfied at the 
same time..
for example, the coefficients of a and b of the above regression need to 
satisfy:
          a+b=5 
 and    a-b=2

How should I tackle this type of problem? I really appreciate if someone can 
shed some light.
Thanks.
Imagineer.



More information about the R-SIG-Finance mailing list