[R] Constrained fits: y~a+b*x-c*x^2, with a,b,c >=0
Berwin A Turlach
berwin at maths.uwa.edu.au
Wed May 27 12:09:27 CEST 2009
G'day Alex,
On Wed, 27 May 2009 11:51:39 +0200
Alex van der Spek <amvds at xs4all.nl> wrote:
> I wonder whether R has methods for constrained fitting of linear
> models.
>
> I am trying fm<-lm(y~x+I(x^2), data=dat) which most of the time gives
> indeed the coefficients of an inverted parabola. I know in advance
> that it has to be an inverted parabola with the maximum constrained to
> positive (or zero) values of x.
>
> The help pages for lm do not contain any info on constrained fitting.
>
> Does anyone know how to?
Look at the package nnls on CRAN.
According to your subject line, you are trying to solve what is known
as a quadratic program, and there are at least two quadratic
programming solvers (ipop in kernlab and solve.qp in quadprog)
available for R.
HTH.
Cheers,
Berwin
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