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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>.

Version: 1.1
Depends: R (≥ 4.0)
Imports: quadprog, Rfast2
Published: 2024-01-11
Author: Michail Tsagris [aut, cre]
Maintainer: Michail Tsagris <mtsagris at uoc.gr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: cols results

Documentation:

Reference manual: cols.pdf

Downloads:

Package source: cols_1.1.tar.gz
Windows binaries: r-devel: cols_1.1.zip, r-release: cols_1.1.zip, r-oldrel: cols_1.1.zip
macOS binaries: r-release (arm64): cols_1.1.tgz, r-oldrel (arm64): cols_1.1.tgz, r-release (x86_64): cols_1.1.tgz, r-oldrel (x86_64): cols_1.1.tgz
Old sources: cols archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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