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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.
| Version: | 1.0-1 |
| Depends: | quadprog, parallel |
| Published: | 2023-03-31 |
| DOI: | 10.32614/CRAN.package.CMLS |
| Author: | Nathaniel E. Helwig |
| Maintainer: | Nathaniel E. Helwig <helwig at umn.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Materials: | ChangeLog |
| CRAN checks: | CMLS results |
| Reference manual: | CMLS.pdf |
| Package source: | CMLS_1.0-1.tar.gz |
| Windows binaries: | r-devel: CMLS_1.0-1.zip, r-release: CMLS_1.0-1.zip, r-oldrel: CMLS_1.0-1.zip |
| macOS binaries: | r-release (arm64): CMLS_1.0-1.tgz, r-oldrel (arm64): CMLS_1.0-1.tgz, r-release (x86_64): CMLS_1.0-1.tgz, r-oldrel (x86_64): CMLS_1.0-1.tgz |
| Old sources: | CMLS archive |
| Reverse depends: | multiway |
| Reverse imports: | albatross |
| Reverse suggests: | ChemoSpec2D |
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