Solve an LP problem
single_lpSolve(d, lamb, start = 10, c = 30, buffer = 10, ind = NULL)
d | the data frame |
---|---|
lamb | the lambda value |
start | the start date |
c | the value for c_0 |
buffer | a value to be added to account for training in the initial stages, default 10 |
ind | the indices for cross validation used only if non-null. (Should be sorted!!) |