Package: cols 1.1

Michail Tsagris

cols: Constrained Ordinary Least Squares

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. <ISBN:9780691235899>.

Authors:Michail Tsagris [aut, cre]

cols_1.1.tar.gz
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cols_1.1.tgz(r-4.4-emscripten)cols_1.1.tgz(r-4.3-emscripten)
cols.pdf |cols.html✨
cols/json (API)

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3 exports 0.09 score 9 dependencies 6 scripts 188 downloads

Last updated 8 months agofrom:0b2497fb6a. Checks:OK: 2. Indexed: yes.

Exports:clsmvplspls

Dependencies:quadprogRcppRcppArmadilloRcppGSLRcppParallelRcppZigguratRfastRfast2Rnanoflann