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Mary C. Meyer 《统计学通讯:模拟与计算》2013,42(5):1126-1139
Problems involving estimation and inference under linear inequality constraints arise often in statistical modeling. In this article, we propose an algorithm to solve the quadratic programming problem of minimizing for positive definite Q, where is constrained to be in a closed polyhedral convex cone , and the m × n matrix is not necessarily full row rank. The three-step algorithm is intuitive and easy to code. Code is provided in the R programming language. 相似文献
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