[R] Constrained fits: y~a+b*x-c*x^2, with a,b,c >=0

Liaw, Andy andy_liaw at merck.com
Wed May 27 13:54:55 CEST 2009


There's also the "nnls" (non-negative least squares) package on CRAN
that might be useful, although I'm puzzled by the negative sign in front
of c in Alex post...

Cheers,
Andy 

From: Berwin A Turlach
> 
> 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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