Constrained Multivariate Least Squares
Internal 'CMLS' Functions
tools:::Rd_package_title("CMLS")
Solve a Constrained Multivariate Least Squares Problem
Print or Return Constraint Options for cmls
Cross-Validation for cmls
I-Spline Basis for Monotonic Polynomial Splines
Multivariate Least Squares with Equality/Inequality Constraints
Multivariate Least Squares with Unimodality (and E/I) Constraints
M-Spline Basis for Polynomial Splines
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.