Hi there,
How are you? I'm having some issues with the following set up:
WINDOWS XP
R-2.7.2
RBloomberg-0.1-10
RDCOMClient-0.92-0
zoo-1.5-4
chron-2.3-24
Bloomberg is installed in the machine. The following code crashes R:
library(RBloomberg)
.bbfields <- blpReadFields('C:\\path\\to\\blp\\API')
Hi there,
Is there an existing package in R that does simple linear regression
with linear constraints on the parameters? Here is the set up:
y_i = \sum_{k = 1}^K \beta_k x_k + \epsilon_i
where
\sum_{k = 1}^K c_k \beta_k = c_0, for some known co
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