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:
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)
| # Install 'CMLS' in R: |
| install.packages('CMLS', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 years agofrom:b3bcdf6fc0. Checks:OK: 1 NOTE: 1. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 31 2024 |
| R-4.5-linux | NOTE | Oct 31 2024 |
Exports:cmlsconstcv.cmlsgcvfunIsplineBasiskcvmaekcvmselist2bdiagmlseimlsunMsplineBasisPseudoInversersinvsqrtsolveQPsolveQPerror
Dependencies:quadprog
