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Baboon LikesBananas


6 total contributions since 2010

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Re: constrained regression using fmincon
Hello Steven thanks for your answer. You are absolutely right. The following scripts now seems to work: w0 = [0; 0.5; 0.5]; ...

6 years ago | 5233 views

Responded


Re: constrained regression using fmincon
Hello Matt J! Thanks a lot for your suggestion. Actually my first attempt was using lsqlin, but I was only able to set the 'sum...

6 years ago | 5233 views

Responded


Re: constrained regression using fmincon
Thanks a lot Allan, you are absolutely right Indeed, the following -sort of works - (I did forget the sum and left a "."!!!) w...

6 years ago | 5233 views

Posted


constrained regression using fmincon
Hello I have a regression with the following constrains: * sum of betas = 1 * 0<betas<1 I thought about using fmincon, with...

6 years ago | 5233 views

Responded


Re: regstats from lscov
Thank you Peter for your answer. I was going through a script that uses the LSCOV function to compute an exponentially weighte...

6 years ago | 1627 views

Posted


regstats from lscov
Hello, is there a was to use regstats with lscov? Apparently the x2fx function may enable me to do so... anyone has a clue?` T...

6 years ago | 1627 views