Package: CMLS 1.0-1

Nathaniel E. Helwig

CMLS: Constrained Multivariate Least Squares

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.

Authors:Nathaniel E. Helwig <[email protected]>

CMLS_1.0-1.tar.gz
CMLS_1.0-1.tar.gz(r-4.5-noble)CMLS_1.0-1.tar.gz(r-4.4-noble)
CMLS_1.0-1.tgz(r-4.4-emscripten)CMLS_1.0-1.tgz(r-4.3-emscripten)
CMLS.pdf |CMLS.html✨
CMLS/json (API)

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15 exports 1.75 score 1 dependencies 5 dependents 2 mentions 6 scripts 569 downloads

Last updated 1 years agofrom:b3bcdf6fc0. Checks:OK: 1 NOTE: 1. Indexed: yes.

Exports:cmlsconstcv.cmlsgcvfunIsplineBasiskcvmaekcvmselist2bdiagmlseimlsunMsplineBasisPseudoInversersinvsqrtsolveQPsolveQPerror

Dependencies:quadprog