Constrained linear least squares

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Constrained linear least squares

Domenico Vistocco
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


       

       
               
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Re: Constrained linear least squares

Simon Wood-3
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
>

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