gcvfun

kcvmae

kcvmse

list2bdiag

PseudoInverse

rsinvsqrt

solveQP

solveQPerror

<p>Internal functions for 'CMLS' package.</p>

 internal

CMLS-internal

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

CMLS-internal function

Internal 'CMLS' Functions — CMLS-internal

Internal 'CMLS' Functions

CMLS-internal: Internal 'CMLS' Functions

Description

Arguments

Details