CRAN/E | CMLS

CMLS

Constrained Multivariate Least Squares

Installation

About

Solves multivariate least squares (MLS) problems subject to constraints on the coefficients, e.g., non-negativity, orthogonality, equality, inequality, monotonicity, unimodality, smoothness, etc. Includes flexible functions for solving MLS problems subject to user-specified equality and/or inequality constraints, as well as a wrapper function that implements 24 common constraint options. Also does k-fold or generalized cross-validation to tune constraint options for MLS problems. See ten Berge (1993, ISBN:9789066950832) for an overview of MLS problems, and see Goldfarb and Idnani (1983) doi:10.1007/BF02591962 for a discussion of the underlying quadratic programming algorithm.

Key Metrics

Version 1.0-1
Published 2023-03-31 383 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks CMLS results

Downloads

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Maintainer

Maintainer

Nathaniel E. Helwig

helwig@umn.edu

Authors

Nathaniel E. Helwig

Material

ChangeLog
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

CMLS archive

Depends

quadprog
parallel

Reverse Depends

multiway

Reverse Imports

albatross

Reverse Suggests

ChemoSpec2D