multiple regression with constraint on positive parameters

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$Old$ November 10th, 2009, 02:34 AM

liquidfrog $liquidfrog is offline$

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$Default$ multiple regression with constraint on positive parameters

I have 5 given datapoints in a xy-Space and would like to finde the best linear combination of these to fit a measurement point: $multiple-regression-constraint-positive-parameters-mprender.php.png$

I tried to solve this with a ridge regression which works quite well for my needs of accuracy.

But I need the parameters to be positive and have no idea how to do this.
How can I solve this fitting problem (doesn't have to be regression)?

Thanks Richard

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