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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: 1.5
Depends: R (≥ 4.0)
Imports: quadprog, Rfast, Rfast2
Published: 2024-12-20
DOI: 10.32614/CRAN.package.cols
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_1.5.tar.gz
Windows binaries: r-devel: cols_1.3.zip, r-release: cols_1.5.zip, r-oldrel: cols_1.3.zip
macOS binaries: r-release (arm64): cols_1.5.tgz, r-oldrel (arm64): cols_1.5.tgz, r-release (x86_64): cols_1.5.tgz, r-oldrel (x86_64): cols_1.5.tgz
Old sources: cols archive

Reverse dependencies:

Reverse suggests: consrq

Linking:

Please use the canonical form https://CRAN.R-project.org/package=cols 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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