play around Bruce E. Hansen "Least Squares Model Averaging" Econometrica (2007)

bhansen.m

% http://www.ssc.wisc.edu/~bhansen/progs/joe_08.html
% http://www.ssc.wisc.edu/~bhansen/progs/ecnmt_07.html

octave:2> A=load("dat.txt")
A =

    6.00000    4.01000    2.48000
    5.90000    3.96000    2.43000
    5.60000    3.99000    2.80000
    5.20000    4.12000    2.96000
    5.10000    4.35000    2.90000
    5.00000    4.50000    3.39000
    5.10000    4.58000    3.47000
    5.20000    4.57000    3.50000
    5.50000    4.90000    3.76000


octave:3> source("mallows.m")

octave:10> mma(A(:,1),A(:,2)-A(:,3),1,1)
% warning: the 'quadprog' function belongs to the optim package from Octave Forge
% which seems to not be installed in your system.

% Please read <http://www.octave.org/missing.html> to learn how you can
% contribute missing functionality.
% 原code是寫給matlab的，做quadratic programming的套件和octave的不一樣，傳的參數與回傳值也不同，所以沒有繼續跑下去。