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Constrained Ordinary Least Squares

Installation

About

Constrained ordinary least squares is performed. One constraint is that all beta coefficients (including the constant) cannot be negative. They can be either 0 or strictly positive. Another constraint is that the sum of the beta coefficients equals a constant. References: Hansen, B. E. (2022). Econometrics, Princeton University Press. .

Key Metrics

Version 1.1
R ≥ 4.0
Published 2024-01-11 110 days ago
Needs compilation? no
License GPL-2
License GPL-3
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Maintainer

Maintainer

Michail Tsagris

mtsagris@uoc.gr

Authors

Michail Tsagris

aut / cre

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

cols archive

Depends

R ≥ 4.0

Imports

quadprog
Rfast2