scalar maximization
Posted: Fri Mar 05, 2010 7:51 am
Hi,
Do you know how to maximize a scalar in eViews 5.0 or 6.0? My scalar is a trace of a product of matrix multiplying, say x=tr(A'X'XA) where X is a matrix of observations and A is a matrix of parameters due to restriction A'A=I. Is it possible to do in eViews? And if it is, then how?
martin
Do you know how to maximize a scalar in eViews 5.0 or 6.0? My scalar is a trace of a product of matrix multiplying, say x=tr(A'X'XA) where X is a matrix of observations and A is a matrix of parameters due to restriction A'A=I. Is it possible to do in eViews? And if it is, then how?
martin