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:	1.0-0
Depends:	quadprog, parallel
Published:	2018-06-10
Author:	Nathaniel E. Helwig
Maintainer:	Nathaniel E. Helwig <helwig at umn.edu>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
CRAN checks:	CMLS results

Documentation:

Reference manual:

CMLS.pdf

Downloads:

Package source:	CMLS_1.0-0.tar.gz
Windows binaries:	r-devel: CMLS_1.0-0.zip, r-release: CMLS_1.0-0.zip, r-oldrel: CMLS_1.0-0.zip
macOS binaries:	r-release (arm64): CMLS_1.0-0.tgz, r-oldrel (arm64): CMLS_1.0-0.tgz, r-release (x86_64): CMLS_1.0-0.tgz, r-oldrel (x86_64): CMLS_1.0-0.tgz

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.