On 19-10-2012, at 20:00, Thomas Schu wrote: > Dear All, > > Which package/function could i use to solve following linear least square > problem? > A over determined system of linear equations is given. The nnls-function may > would be a possibility BUT: > The solving is constrained with > a inequality that all unknowns are >= 0 > and a equality that the sum of all unknowns is 1 > The influence of the equations according to the solving process is weighted > too. > > llAx-bll2 * weight > with xi >=0 and sum(x)=1 > > I´m pleased about every suggestion.
Just guessing. Go to the Optimization task view on the Task Views page on CRAN: http://cran.r-project.org/web/views/ Have a look at package limSolve (Quadratic Programming). From the description I gather that it may do what you want. Berend ______________________________________________ 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.
