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CMLS: Constrained Multivariate Least Squares

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.

Version: 1.0-1
Depends: quadprog, parallel
Published: 2023-03-31
DOI: 10.32614/CRAN.package.CMLS
Author: Nathaniel E. Helwig
Maintainer: Nathaniel E. Helwig <helwig at umn.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: ChangeLog
CRAN checks: CMLS results

Documentation:

Reference manual: CMLS.pdf

Downloads:

Package source: CMLS_1.0-1.tar.gz
Windows binaries: r-devel: CMLS_1.0-1.zip, r-release: CMLS_1.0-1.zip, r-oldrel: CMLS_1.0-1.zip
macOS binaries: r-release (arm64): CMLS_1.0-1.tgz, r-oldrel (arm64): CMLS_1.0-1.tgz, r-release (x86_64): CMLS_1.0-1.tgz, r-oldrel (x86_64): CMLS_1.0-1.tgz
Old sources: CMLS archive

Reverse dependencies:

Reverse depends: multiway
Reverse imports: albatross
Reverse suggests: ChemoSpec2D

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.