cls {SPREDA} | R Documentation |
Mixed primal-dual bases algorithm for estimation of parameters with restriction.
Description
It is used to estimate the parameters which have restrictions on the domain based on mixed primal-dual bases algorithm.
Usage
cls(y, X)
Arguments
y |
A vector for responses. |
X |
Matrix of covariates. |
Value
y |
A vector for responses; |
x |
Matrix of covariates; |
betahat |
Estimates of parameters; |
yhat |
Estimates of responses. |
Author(s)
Yili Hong
References
Fraser, D. A. S. and H. Massam (1989), A mixed primal-dual bases algorithm for regression under inequality constraints. Application to concave regression. Scandinavian Journal of Statistics, Vol. 16, pp. 65-74.
See Also
Examples
y<-sort(rnorm(100, 10, 2))
x<-cbind(runif(100, 1, 3), sort(rnorm(100, 3, 1)))
res<-cls(y, x)
[Package SPREDA version 1.1 Index]