Package: CMLS Type: Package Title: Constrained Multivariate Least Squares Version: 1.0-1 Date: 2023-03-29 Author: Nathaniel E. Helwig Maintainer: Nathaniel E. Helwig 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) for a discussion of the underlying quadratic programming algorithm. License: GPL (>= 2) NeedsCompilation: no Packaged: 2023-03-29 15:23:47 UTC; nate Repository: CRAN Date/Publication: 2023-03-31 17:30:02 UTC