adding the constraint of positive coefficients to Regression::Multiple

clbustos / statsample

A suite for basic and advanced statistics on Ruby.

http://github.com/clbustos/statsample

BSD 3-Clause "New" or "Revised" License

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adding the constraint of positive coefficients to Regression::Multiple #10

Open maia opened 12 years ago

maia commented 12 years ago

Claudio, is there any way the module could be enhanced by supporting constraints? I'd want all my beta coefficients to be positive, as it's common when generating econometric models. Many thanks!

clbustos commented 12 years ago

Ufff... could be great. I can't assure nothing yet, but I'm working on it.