Hi
I have the following problem: given x (px1) and S (pXp positive definite), find
y such that y_i<=0 (i=1..p) minimizing the
mahalanobis distance (x-y)'S^{-1}(x-y).
Has anyone worked on this problem? Tips or R code would be appreciated.
David
____________________
David Edwards
Principal scientist
Biostatistics
Novo Nordisk A/S
Novo Allé
2880 Bagsvaerd
Denmark
+45 4444 8888 (phone)
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