Hello,
I have tried the solve the non-negativity constraint "if else function" in R.
But I have done something wrong because it still gives the same solution. I
want that, if weight element is negative set it to zero, else recalculate the
weights again. These are the codes:
for(i in 1:M){ w[,i] = f+r[i]*g #portfolio weights
for(i in 1:M){
if (w <0){w=0}else{w=w}
}
}
If you help me I would be happy
Thank you
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