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 uoc.gr> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| CRAN checks: |
cols results |
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