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CMLS: Constrained Multivariate Least Squares

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

Documentation:

Reference manual: CMLS.pdf

Downloads:

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 dependencies:

Reverse depends: multiway
Reverse imports: albatross
Reverse suggests: ChemoSpec2D

Linking:

Please use the canonical form https://CRAN.R-project.org/package=CMLS to link to this page.

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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