cls function

Mixed primal-dual bases algorithm for estimation of parameters with restriction.

It is used to estimate the parameters which have restrictions on the domain based on mixed primal-dual bases algorithm.

cls(y, X)

Arguments

• y: A vector for responses.
• X: Matrix of covariates.

Returns

• y: A vector for responses;

• x: Matrix of covariates;

• betahat: Estimates of parameters;

• yhat: Estimates of responses.

References

Fraser, D. A. S. and H. Massam (1989), A mixed primal-dual bases algorithm for regression under inequality constraints. Application to concave regression. Scandinavian Journal of Statistics, Vol. 16, pp. 65-74.

Author(s)

Yili Hong

See Also

clme and deglmx

Examples

y<-sort(rnorm(100, 10, 2))
x<-cbind(runif(100, 1, 3), sort(rnorm(100, 3, 1)))
res<-cls(y, x)