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.

Constrained Multivariate Least Squares

package-ubuntu-20.04-r-4.0.5#cran#CMLS-1.0-0

<p>Internal functions for 'CMLS' package.
</p>

<p>These functions are not to be called by the user.
</p>

package-ubuntu-20.04-r-4.0.5#cran#CMLS-1.0-0#docs#CMLS-internal

CMLS-internal

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CMLS

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