Re: [R] solve.QP with box and equality constraints

Berwin, Many thanks for your reply - your solution is exactly what I was looking for and the additional advice is also much appreciated. Have a good day :-) Selwyn On Mon, Feb 16, 2009 at 3:13 PM, Berwin A Turlach wrote: > G'day Selwyn, > > On Mon, 16 Feb 2009 10:11:20 + > Selwyn McCracken

Re: [R] solve.QP with box and equality constraints

G'day Selwyn, On Mon, 16 Feb 2009 10:11:20 + Selwyn McCracken wrote: > 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 th

[R] solve.QP with box and equality constraints

[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

[R] solve.QP with box and equality constraints

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