mgcv::pcls will do this, but there are other packages for quadratic
programming as well. Simon
On Tue, 7 Mar 2006, Domenico Vistocco wrote:
> Is there a function in R for constrained linear least squares?
> I used the matlab function LSQLIN: my aim is to obtain
> non-negative regression coefficients which sum 1.
> Thanks in advance,
> domenico vistocco