Non linear programming: choose R that minimizes corr(y, x^R)
If you really mean "minimize" and not "maximize," I doubt that any such R exists. -- Bert
On Tue, Feb 5, 2013 at 1:08 PM, John Sorkin <jsorkin at grecc.umaryland.edu> wrote:
I am looking for a package that will allow me to choose R (a real number) that minimizes the correlation of y and x^R, i.e.
find R such that corr(y,x^R) is minimized. Any suggestions for packages I might look at would be helpful.
Thanks,
John
John David Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology
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