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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 of the beta coefficients equals a constant. References: Hansen, B. E. (2022). Econometrics, Princeton University Press. <ISBN:9780691235899>.
| Version: | 1.5 |
| Depends: | R (≥ 4.0) |
| Imports: | quadprog, Rfast, Rfast2 |
| Published: | 2024-12-20 |
| DOI: | 10.32614/CRAN.package.cols |
| 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 |
| Reference manual: | cols.pdf |
| Package source: | cols_1.5.tar.gz |
| Windows binaries: | r-devel: cols_1.5.zip, r-release: cols_1.5.zip, r-oldrel: cols_1.5.zip |
| macOS binaries: | r-release (arm64): cols_1.5.tgz, r-oldrel (arm64): cols_1.5.tgz, r-release (x86_64): cols_1.5.tgz, r-oldrel (x86_64): cols_1.5.tgz |
| Old sources: | cols archive |
| Reverse suggests: | consrq |
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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.