G'day Alex, On Wed, 27 May 2009 11:51:39 +0200 Alex van der Spek <am...@xs4all.nl> wrote:
> I wonder whether R has methods for constrained fitting of linear > models. > > I am trying fm<-lm(y~x+I(x^2), data=dat) which most of the time gives > indeed the coefficients of an inverted parabola. I know in advance > that it has to be an inverted parabola with the maximum constrained to > positive (or zero) values of x. > > The help pages for lm do not contain any info on constrained fitting. > > Does anyone know how to? Look at the package nnls on CRAN. According to your subject line, you are trying to solve what is known as a quadratic program, and there are at least two quadratic programming solvers (ipop in kernlab and solve.qp in quadprog) available for R. HTH. Cheers, Berwin =========================== Full address ============================= Berwin A Turlach Tel.: +65 6516 4416 (secr) Dept of Statistics and Applied Probability +65 6516 6650 (self) Faculty of Science FAX : +65 6872 3919 National University of Singapore 6 Science Drive 2, Blk S16, Level 7 e-mail: sta...@nus.edu.sg Singapore 117546 http://www.stat.nus.edu.sg/~statba ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.