monomvn.solve.QP           package:monomvn           R Documentation

_S_o_l_v_e _a _Q_u_a_d_r_a_t_i_c _P_r_o_g_r_a_m

_D_e_s_c_r_i_p_t_i_o_n:

     Solve a Quadratic Program specified by a 'QP' object using the
     covariance matrix and mean vector specified

_U_s_a_g_e:

     monomvn.solve.QP(S, QP, mu = NULL)

_A_r_g_u_m_e_n_t_s:

       S: a positive-definite covariance 'matrix' whose dimensions
          agree with the Quadratic Program, e.g., 'nrow(QP$Amat)' 

      QP: a Quadratic Programming object like one that can be generated
          automatically by 'default.QP' 

      mu: an mean vector with 'length(mu) = nrow(QP$Amat)' that is
          required if 'QP$dmu == TRUE' or 'QP$mu.constr[1] != 0'

_D_e_t_a_i_l_s:

     The protocol executed by this function is identical to the one
     used on samples of S and mu obtained in 'bmonomvn' when a
     Quadratic Program is specified through the 'QP' argument.  For
     more details on the specification of the Quadratic Program implied
     by a 'QP' object, please see 'default.QP' and the examples therein

_V_a_l_u_e:

     The output is a vector whose length agrees with the dimension of
     'S', describing the solution to the Quadratic Program given

_A_u_t_h_o_r(_s):

     Robert B. Gramacy bobby@statslab.cam.ac.uk

_S_e_e _A_l_s_o:

     'default.QP', 'bmonomvn', and 'solve.QP' in the 'quadprog' package

