Package: cols 1.7
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_1.7.tar.gz
cols_1.7.tar.gz(r-4.7-any)cols_1.7.tar.gz(r-4.6-any)
cols_1.7.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 from:58605e94d0. Checks:4 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 119 | ||
| source / vignettes | OK | 177 | ||
| linux-release-x86_64 | OK | 108 | ||
| wasm-release | OK | 114 |
Exports:clsint.clsint.mclsmpclsmplsmvclsmvplspclspls
Dependencies:BHnnsolvequadprogRcppRcppArmadilloRcppEigenRcppParallelRfastRfast2Rnanoflannzigg
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 |