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CMLS  

Constrained Multivariate Least Squares
View on CRAN: Click here


Download and install CMLS package within the R console
Install from CRAN:
install.packages("CMLS")

Install from Github:
library("remotes")
install_github("cran/CMLS")

Install by package version:
library("remotes")
install_version("CMLS", "1.0-1")



Attach the package and use:
library("CMLS")
Maintained by
Nathaniel E. Helwig
[Scholar Profile | Author Map]
First Published: 2018-06-10
Latest Update: 2023-03-31
Description:
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) for a discussion of the underlying quadratic programming algorithm.
How to cite:
Nathaniel E. Helwig (2018). CMLS: Constrained Multivariate Least Squares. R package version 1.0-1, https://cran.r-project.org/web/packages/CMLS. Accessed 30 Apr. 2025.
Previous versions and publish date:
1.0-0 (2018-06-10 17:17)
Other packages that cited CMLS R package
View CMLS citation profile
Other R packages that CMLS depends, imports, suggests or enhances
Complete documentation for CMLS
Functions, R codes and Examples using the CMLS R package
Some associated functions: CMLS-internal . CMLS-package . cmls . const . cv.cmls . mlsei . mlsun . 
Some associated R codes: IsplineBasis.R . MsplineBasis.R . PseudoInverse.R . cmls.R . const.R . cv.cmls.R . gcvfun.R . kcvmae.R . kcvmse.R . list2bdiag.R . mlsei.R . mlsun.R . rsinvsqrt.R . solveQP.R . solveQPerror.R .  Full CMLS package functions and examples
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