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. .


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install.packages("cols")

1.7 by Michail Tsagris, 6 months ago


Browse source code at https://github.com/cran/cols


Authors: Michail Tsagris [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports nnsolve, quadprog, Rfast, Rfast2


Suggested by consrq.


See at CRAN