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_1.5.zip, r-release: cols_1.5.zip, r-oldrel: cols_1.5.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:

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