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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.

copied from cf-staging / r-cmls

Installers

Info: This package contains files in non-standard labels.
  • noarch v1.0_1

conda install

To install this package run one of the following:
conda install conda-forge::r-cmls
conda install conda-forge/label/cf201901::r-cmls
conda install conda-forge/label/cf202003::r-cmls
conda install conda-forge/label/gcc7::r-cmls

Description


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