[R] non negativity constraints if else function

Jeff Newmiller jdnewmil at dcn.davis.CA.us
Sun Dec 21 02:41:59 CET 2014


"if weight element is negative set it to zero, else recalculate the weights again"... this seems like the only way out of this loop is to calculate negative weights... and since you set them to zero at that point they will all be zero when you are done. Somehow I doubt that is what you intended to say.

On the other hand, if you had provided us with example input data and result data then we would not have to guess what you want.

I suspect that loops are not really what you want at all... but I could be wrong.

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Sent from my phone. Please excuse my brevity.

On December 19, 2014 8:26:55 PM PST, Esra Ulasan <esra_ulasan at icloud.com> wrote:
>Hello,
>
>I have tried the solve the non-negativity constraint "if else function"
>in R. But I have done something wrong because it still gives the same
>solution. I want that, if weight element is negative set it to zero,
>else recalculate the weights again. These are the codes:
>
> for(i in 1:M){ w[,i] = f+r[i]*g              #portfolio weights 
>    for(i in 1:M){
>      if (w <0){w=0}else{w=w}
>    }                     
>  } 
>If you help me I would be happy
>Thank you
>	[[alternative HTML version deleted]]
>
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