Re: [R] Linear Regressions with constraint coefficients

2016-09-14 Thread Aleksandrovic, Aljosa (Pfaeffikon)
ibles aljosa.aleksandro...@man.com Tel +41 55 417 76 03 Man Investments (CH) AG Huobstrasse 3 | 8808 Pfäffikon SZ | Switzerland -Original Message- From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of Aleksandrovic, Aljosa (Pfaeffikon) Sent: Donnerstag, 28. April 2016 15:06 To:

[R] Linear Regressions with non-negativity constraint

2016-05-23 Thread Aleksandrovic, Aljosa (Pfaeffikon)
Hi all, I hope you are doing well? I'm currently using lm() to estimate a linear multi-factor (5 factors without intercept) model as follows ... factor.lm <- lm(y~x1+x2+x3+x4+x5-1, data = data.frame.rbind) Using nnls(A,b) I estimated the same model, extended by a non-negativity constraint on

Re: [R] Linear Regressions with non-negativity constraint

2016-05-20 Thread Aleksandrovic, Aljosa (Pfaeffikon)
Analyst - Convertibles aljosa.aleksandro...@man.com Tel +41 55 417 76 03 Man Investments (CH) AG Huobstrasse 3 | 8808 Pfäffikon SZ | Switzerland -Original Message- From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of Aleksandrovic, Aljosa (Pfaeffikon) Sent: Donnerstag, 28. April 2016

Re: [R] Linear Regressions with constraint coefficients

2016-04-28 Thread Aleksandrovic, Aljosa (Pfaeffikon)
] Sent: Donnerstag, 28. April 2016 14:48 To: Aleksandrovic, Aljosa (Pfaeffikon) Cc: r-help@r-project.org Subject: Re: [R] Linear Regressions with constraint coefficients The nls2 package can be used to get starting values. On Thu, Apr 28, 2016 at 8:42 AM, Aleksandrovic, Aljosa (Pfaeffikon) wrote

Re: [R] Linear Regressions with constraint coefficients

2016-04-28 Thread Aleksandrovic, Aljosa (Pfaeffikon)
...@gmail.com] Sent: Dienstag, 26. April 2016 17:59 To: Aleksandrovic, Aljosa (Pfaeffikon) Cc: r-help@r-project.org Subject: Re: [R] Linear Regressions with constraint coefficients This is a quadratic programming problem that you can solve using either a quadratic programming solver with constraints

Re: [R] Linear Regressions with constraint coefficients

2016-04-26 Thread Aleksandrovic, Aljosa (Pfaeffikon)
Grothendieck [mailto:ggrothendi...@gmail.com] Sent: Dienstag, 26. April 2016 17:59 To: Aleksandrovic, Aljosa (Pfaeffikon) Cc: r-help@r-project.org Subject: Re: [R] Linear Regressions with constraint coefficients This is a quadratic programming problem that you can solve using either a quadratic

Re: [R] Linear Regressions with constraint coefficients

2016-04-26 Thread Aleksandrovic, Aljosa (Pfaeffikon)
[mailto:bgunter.4...@gmail.com] Sent: Dienstag, 26. April 2016 17:49 To: Aleksandrovic, Aljosa (Pfaeffikon) Cc: r-help@r-project.org Subject: Re: [R] Linear Regressions with constraint coefficients Have you tried web searching on " R constrained linear regression" or similar. There seemed to be

Re: [R] Linear Regressions with constraint coefficients

2016-04-26 Thread Aleksandrovic, Aljosa (Pfaeffikon)
ibles aljosa.aleksandro...@man.com Tel +41 55 417 7603 Man Investments (CH) AG Huobstrasse 3 | 8808 Pfäffikon SZ | Switzerland -Original Message- From: Bert Gunter [mailto:bgunter.4...@gmail.com] Sent: Dienstag, 26. April 2016 16:51 To: Aleksandrovic, Aljosa (Pfaeffikon) Cc: r-help@r-projec

Re: [R] Linear Regressions with constraint coefficients

2016-04-26 Thread Aleksandrovic, Aljosa (Pfaeffikon)
[mailto:kevin.tho...@utoronto.ca] Sent: Dienstag, 26. April 2016 14:35 To: Aleksandrovic, Aljosa (Pfaeffikon) Subject: Re: Linear Regressions with constraint coefficients You need to send it to r-help@r-project.org however. Kevin On 04/26/2016 08:32 AM, Aleksandrovic, Aljosa (Pfaeffikon) wrote: > Ok, will