const

Prints or returns six letter constraint codes for <code>cmls</code>, along with corresponding descriptions.

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.

Nathaniel Helwig

CMLS

Constrained Multivariate Least Squares

const function

<dl> <dt>x</dt>
<dd>Vector of six letter constraint codes. If missing, prints/returns all 24 options.</dd> <dt>print</dt>
<dd>Should constraint information be printed (<code>print = TRUE</code>) or returned as a data frame (<code>print = FALSE</code>).</dd></dl>

Arguments

Nathaniel E. Helwig &lt;helwig@umn.edu&gt;

Author

Print or Return Constraint Options for cmls — const

<dl>

 <dt>x</dt>
<dd>Vector of six letter constraint codes. If missing, prints/returns all 24 options.</dd>

 <dt>print</dt>
<dd>Should constraint information be printed (<code>print = TRUE</code>) or returned as a data frame (<code>print = FALSE</code>).</dd>

</dl>

const: Print or Return Constraint Options for cmls

Description

Usage

Value

Arguments

Author

References

See Also

Examples