Hi Everyone,
I am a new user to Splus, and am trying to do the following:
Run a regression, where the coefficients constrained to be > 0 and also
forced to sum to 1.
estimate a model Y = beta_0 + beta_1 x_1 +....+beta_n x_n.
beta_i >=0 for all i
Sum of beta's = 1
I have reviewed the previous solutions noted on the site that are
related:
- using the quadratic programming program solve.QP in package quadprog.
- using S+NuOpt
Unfortunately, I do not have access to either - is there any other
methods in the standard package of S-plus?
Many thanks for your help with this,
Wingee.
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