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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1 |
rolling linux/jammy R-4.5 | CMLS_1.1.tar.gz |
141.6 KiB |
1.1 |
rolling linux/noble R-4.5 | CMLS_1.1.tar.gz |
141.5 KiB |
1.1 |
rolling source/ R- | CMLS_1.1.tar.gz |
31.6 KiB |
1.1 |
latest linux/jammy R-4.5 | CMLS_1.1.tar.gz |
141.6 KiB |
1.1 |
latest linux/noble R-4.5 | CMLS_1.1.tar.gz |
141.5 KiB |
1.1 |
latest source/ R- | CMLS_1.1.tar.gz |
31.6 KiB |
1.1 |
2026-04-26 source/ R- | CMLS_1.1.tar.gz |
31.6 KiB |
1.1 |
2026-04-23 source/ R- | CMLS_1.1.tar.gz |
31.6 KiB |
1.1 |
2026-04-09 windows/windows R-4.5 | CMLS_1.1.zip |
143.6 KiB |
1.0-1 |
2025-04-20 source/ R- | CMLS_1.0-1.tar.gz |
28.4 KiB |