All, Could anyone recommend a package that allows the user to constrain the coefficients from a multiple regression equation?
I tried using the gl1ce function in lasso2, but couldn't get it to work. I created a contrived example to illustrate my starting point. data(cars) fmla <- formula(dist ~ speed) gl1c.E <- gl1ce(fmla, data = cars) gl1c.E gl1c.E <- gl1ce(fmla, data = cars, link=identity()) gl1c.E I started with the example, but I think my data is more Gaussian than binomial. This returns the following errors. > data(cars) > fmla <- formula(dist ~ speed) > gl1c.E <- gl1ce(fmla, data = cars) Error in family(family) : link "family" not available for gaussian family; available links are 'inverse', 'log', 'identity' > source(.trPaths[5], echo=TRUE, max.deparse.length=150) > gl1c.E <- gl1ce(fmla, data = cars, link=identity()) Error in identity() : argument "x" is missing, with no default In this example I haven't even gotten to the stage of constraining the coefficients yet because I can't get the function to work with minimal inputs. Thanks, RogerRoger J. Bos, CFA Rothschild Asset Management, Inc. Tel +1 (212) 405-5471 Email roger....@rothschild.com 1251 Avenue of the Americas, NY, NY 10020 *************************************************************** This message is for the named person's use only. It may\...{{dropped:14}} ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.