Why sometimes I have error???
In this code I use solve.QP, and I have error sometimes and other times no. Why?
Thanks...
matr.dati=cbind(c(0.035,0.065,0.040,0.130,0.120,0.140,0.100,0.090),c(0.0750,0.2150,0.0550,0.2280,0.1858,0.2450,0.1555,0.1650))
0.040 0.0550
0.130 0.2280
0.1
;= 1 iff -x >= -1
>
>> solve.QP(Dmat = XX,dvec=Xy,Amat = a2,bvec=b2,meq=2) #complains that
>> Amat and dvec are incompatible
>
> The constraints of the QP are A^T b >= b0 and b0 is passed to b2 while
> A is passed to Amat. Your matrix a2 contains A^T, so you have
= a2,bvec=b2,meq=2) #complains that
> Amat and dvec are incompatible
The constraints of the QP are A^T b >= b0 and b0 is passed to b2 while
A is passed to Amat. Your matrix a2 contains A^T, so you have to pass
t(a2) to solve.QP:
R> solve.QP(Dmat = XX,dvec=Xy,Amat = t(a2),bvec=b2,me
[reposting as a plain text - apologies for the double posting]
Dear list,
I am trying to follow an example that estimates a 2x2 markov
transition matrix across several periods from aggregate data using
restricted least squares.
I seem to be making headway using solve.QP(quadprog) as the
unrestri
Dear list,
I am trying to follow an example that estimates a 2x2 markov transition
matrix across several periods from aggregate data using restricted least
squares.
I seem to be making headway using solve.QP(quadprog) as the unrestricted
solution matches the example I am following, and I can spec
I got following error while I was using solve.QP() in my problem:
> Dmat = matrix(c(0.0001741, 0.0001280, 0.0001280, 0.0002570), nrow=2)
> dvec = t(c(0,0))
> Amat = matrix(c(-1,1,0,-1,0, 1,0,1,0,-1), nrow=5)
> bvec = c(-2, 1, 1, -5, -5)
> solve.QP(Dmat,dvec,Amat,bvec=bvec)
Error i
6 matches
Mail list logo
