I would like to make a lesast squares regression similar to that what is done by the command "lm". But additionally, I would like to impose some restrictions:
1) The sum of all regression coefficients should be equal to 1.
2) Each coefficient should assume a value between 0 and 1. (inequality restrictions)
Which command is the best to use in order to solve this problem in a computationally efficient way?
Thank you in advance for your help, Harald Bartel
-- ------------------------------------------------------ PROZENTOR GmbH Financial Content Provider Bergstr. 67 10115 Berlin
Fon: +49 (0) 30 28 44 59-42 Fax: +49 (0) 30 28 44 59-59
email: [EMAIL PROTECTED]
PROZENTOR GmbH: http://www.prozentor.de kostenlose Aktienprognosen: http://www.happyYuppie.com
______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
