Positively constrained least squares with a multivariate response {cols}

Positively constrained least squares with a multivariate response

Description

Positively constrained least squares with a multivariate response.

Usage

mvpls(y, x)

Arguments

y

The response variables, a numerical matrix with observations.

x

A matrix with independent variables, the design matrix.

Details

The constraint is that all beta coefficients (including the constant) are positive.

Value

A list including:

be

The positively constrained beta coefficients.

mse

The mean squared error.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail].

See Also

cls

Examples

y <- as.matrix( iris[, 1:2] )
x <- as.matrix( iris[, 3:4] )
mvpls(y, x)