hello everyone
for a school assignment I need to perform a linear regression with some constraints
- the sum of the coefficients must be 1
- the coefficients must be greater than or equal to 0
- there should not be a constant term.
the first constraint succeeds and also the constant term is omitted but the constraint where the coefficients are greater than or equal to 0 fails.
Array
Does anyone have an idea how I can solve this?
many thanks in advance
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