Package: CMLS
Type: Package
Title: Constrained Multivariate Least Squares
Version: 1.1
Date: 2025-10-08
Authors@R: person(given = c("Nathaniel", "E."),
                      family = "Helwig",
                      role = c("aut", "cre"),
                      email = "helwig@umn.edu")
Depends: quadprog, parallel
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.
License: GPL (>= 2)
NeedsCompilation: no
Packaged: 2025-10-08 14:25:19 UTC; nate
Author: Nathaniel E. Helwig [aut, cre]
Maintainer: Nathaniel E. Helwig <helwig@umn.edu>
Repository: CRAN
Date/Publication: 2025-10-08 15:10:02 UTC
Built: R 4.6.0; ; 2026-04-25 16:16:40 UTC; unix
