[R] non negativity constraints if else function

Esra Ulasan esra_ulasan at icloud.com
Sat Dec 20 05:26:55 CET 2014


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
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