Grothendieck
Cc: r-help@r-project.org
Subject: Re: [R] Linear Regressions with constraint coefficients
Thx a lot Gabor!
Aljosa Aleksandrovic, FRM, CAIA
Quantitative Analyst - Convertibles
aljosa.aleksandro...@man.com
Tel +41 55 417 76 03
Man Investments (CH) AG
Huobstrasse 3 | 8808 Pfäffikon SZ
]
Sent: Donnerstag, 28. April 2016 14:48
To: Aleksandrovic, Aljosa (Pfaeffikon)
Cc: r-help@r-project.org
Subject: Re: [R] Linear Regressions with constraint coefficients
The nls2 package can be used to get starting values.
On Thu, Apr 28, 2016 at 8:42 AM, Aleksandrovic, Aljosa (Pfaeffikon
...@gmail.com]
Sent: Dienstag, 26. April 2016 17:59
To: Aleksandrovic, Aljosa (Pfaeffikon)
Cc: r-help@r-project.org
Subject: Re: [R] Linear Regressions with constraint coefficients
This is a quadratic programming problem that you can solve using either a
quadratic programming solver with constraints
ail.com]
> Sent: Dienstag, 26. April 2016 17:59
> To: Aleksandrovic, Aljosa (Pfaeffikon)
> Cc: r-help@r-project.org
> Subject: Re: [R] Linear Regressions with constraint coefficients
>
> This is a quadratic programming problem that you can solve using either a
> quadratic prog
26. April 2016 16:51
To: Aleksandrovic, Aljosa (Pfaeffikon)
Cc: r-help@r-project.org
Subject: Re: [R] Linear Regressions with constraint coefficients
If the slope coefficients sum to a constant, the regressors are dependent and
so a unique solution is impossible (an infinity of solutions would result)
Grothendieck [mailto:ggrothendi...@gmail.com]
Sent: Dienstag, 26. April 2016 17:59
To: Aleksandrovic, Aljosa (Pfaeffikon)
Cc: r-help@r-project.org
Subject: Re: [R] Linear Regressions with constraint coefficients
This is a quadratic programming problem that you can solve using either a
quadratic
This is a quadratic programming problem that you can solve using
either a quadratic programming solver with constraints or a general
nonlinear solver with constraints. See
https://cran.r-project.org/web/views/Optimization.html
for more info on what is available.
Here is an example using a
[mailto:bgunter.4...@gmail.com]
Sent: Dienstag, 26. April 2016 17:49
To: Aleksandrovic, Aljosa (Pfaeffikon)
Cc: r-help@r-project.org
Subject: Re: [R] Linear Regressions with constraint coefficients
Have you tried web searching on " R constrained linear regression" or similar.
There seemed to be
unter [mailto:bgunter.4...@gmail.com]
> Sent: Dienstag, 26. April 2016 16:51
> To: Aleksandrovic, Aljosa (Pfaeffikon)
> Cc: r-help@r-project.org
> Subject: Re: [R] Linear Regressions with constraint coefficients
>
> If the slope coefficients sum to a constant, the regressors are d
Subject: Re: [R] Linear Regressions with constraint coefficients
If the slope coefficients sum to a constant, the regressors are dependent and
so a unique solution is impossible (an infinity of solutions would result). So
I think you have something going on that you don't understand and should
If the slope coefficients sum to a constant, the regressors are
dependent and so a unique solution is impossible (an infinity of
solutions would result). So I think you have something going on that
you don't understand and should consult a local statistician to help
you formulate your problem
Hi all,
I hope you are doing well?
I’m currently using the lm() function from the package stats to fit linear
multifactor regressions.
Unfortunately, I didn’t yet find a way to fit linear multifactor regressions
with constraint coefficients? I would like the slope coefficients to be all
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