qp: Solve quadratic program

Description Usage Arguments Value Examples

View source: R/qp.R

Description

Solve quadratic program

Usage

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qp(qq, n_ests)

Arguments

qq

objective function

n_ests

number of candidate estimators

Value

list of objects from quadprog::solve.QP

Examples

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rho <- 0.5
d <- 3
cov_mat <- rho*matrix(1, d, d) + (1-rho)*diag(d)
bias <- runif(d)
mse <- cov_mat + bias %*% t(bias)
qp(mse, d)

denisagniel/synthate documentation built on April 16, 2020, 12:45 a.m.