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 ob the beta coefficients sum to a constant. References: Hansen, B. E. (2022). Econometrics, Princeton University Press. <ISBN:9780691235899>.

Version: 1.0
Depends: R (≥ 4.0)
Imports: quadprog, Rfast2
Published: 2023-10-30
Author: Michail Tsagris [aut, cre]
Maintainer: Michail Tsagris <mtsagris at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: cols results


Reference manual: cols.pdf


Package source: cols_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): cols_1.0.tgz, r-oldrel (arm64): cols_1.0.tgz, r-release (x86_64): cols_1.0.tgz, r-oldrel (x86_64): not available


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