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Constrained Ordinary Least Squares

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>.

Versions across snapshots

VersionRepositoryFileSize
1.7 rolling linux/jammy R-4.5 cols_1.7.tar.gz 29.6 KiB
1.7 rolling linux/noble R-4.5 cols_1.7.tar.gz 29.5 KiB
1.7 rolling source/ R- cols_1.7.tar.gz 4.1 KiB
1.7 latest linux/jammy R-4.5 cols_1.7.tar.gz 29.6 KiB
1.7 latest linux/noble R-4.5 cols_1.7.tar.gz 29.5 KiB
1.7 latest source/ R- cols_1.7.tar.gz 4.1 KiB
1.7 2026-04-26 source/ R- cols_1.7.tar.gz 4.1 KiB
1.7 2026-04-23 source/ R- cols_1.7.tar.gz 4.1 KiB
1.6 2026-04-09 windows/windows R-4.5 cols_1.6.zip 33.6 KiB
1.5 2025-04-20 source/ R- cols_1.5.tar.gz 3.9 KiB

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