What about
ifelse(w < 0, 0, w)
See ?ifelse for more information.
Best,
Jorge.-
On Sat, Dec 20, 2014 at 3:26 PM, Esra Ulasan <esra_ula...@icloud.com> wrote:
> Hello,
>
> I have tried the solve the non-negativity constraint "if else function" in
> R. But I have done something wrong because it still gives the same
> solution. I want that, if weight element is negative set it to zero, else
> recalculate the weights again. These are the codes:
>
> for(i in 1:M){ w[,i] = f+r[i]*g #portfolio weights
> for(i in 1:M){
> if (w <0){w=0}else{w=w}
> }
> }
> If you help me I would be happy
> Thank you
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> 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.
>
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
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.
