Name : R-CMLS
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Version : 1.0.1
| Vendor : obs://build_opensuse_org/devel:languages:R
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Release : lp153.1.5
| Date : 2024-06-14 11:01:55
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Group : Development/Libraries/Other
| Source RPM : R-CMLS-1.0.1-lp153.1.5.src.rpm
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Size : 0.14 MB
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Packager : (none)
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Summary : Constrained Multivariate Least Squares
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Description :
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.
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |