Package: CMLS
Type: Package
Title: Constrained Multivariate Least Squares
Version: 1.1
Date: 2025-10-08
Authors@R: person(given = c("Nathaniel", "E."),
                      family = "Helwig",
                      role = c("aut", "cre"),
                      email = "helwig@umn.edu")
Depends: quadprog, parallel
Description: 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.
License: GPL (>= 2)
NeedsCompilation: no
Packaged: 2026-10-05 11:42:10 UTC; root
Author: Nathaniel E. Helwig [aut, cre]
Maintainer: Nathaniel E. Helwig <helwig@umn.edu>
Repository: https://cran.r-universe.dev
Date/Publication: 2025-10-08 15:10:02 UTC
RemoteUrl: https://github.com/cran/CMLS
RemoteRef: HEAD
RemoteSha: bf4dda0f8e1d110d12ddb2d491aaa10b5ac43cba