Package: cols 1.5
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:
cols_1.5.tar.gz
cols_1.5.tar.gz(r-4.5-noble)cols_1.5.tar.gz(r-4.4-noble)
cols_1.5.tgz(r-4.4-emscripten)cols_1.5.tgz(r-4.3-emscripten)
cols.pdf |cols.html✨
cols/json (API)
| # Install 'cols' in R: |
| install.packages('cols', 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 5 days agofrom:919c096b99. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 21 2024 |
| R-4.5-linux | OK | Dec 21 2024 |
Exports:clsint.clsint.mclsmpclsmplsmvclsmvplspclspls
Dependencies:quadprogRcppRcppArmadilloRcppGSLRcppParallelRcppZigguratRfastRfast2Rnanoflann
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Constrained Ordinary Least Squares | cols-package |
| Constrained least squares | cls mvcls |
| Constrained least squares | int.cls int.mcls |
| Positive and unit sum constrained least squares | mpcls pcls |
| Positively constrained least squares | mpls pls |
| Positively constrained least squares with a multivariate response | mvpls |