Positively constrained least squares {cols}

Positively constrained least squares

Description

Positively constrained least squares.

Usage

pls(y, x)

Arguments

y

The response variables, a numerical vector 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

x <- as.matrix( iris[1:50, 1:4] )
y <- rnorm(50)
pls(y, x)