Constrained Multivariate Least Squares
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 9 (1 internal)includes a package overview page
- Examples that run
- 88%7 run in a plain check · 1 hold no code
- Exported functions with examples
- 100%
- Documented parameters
- not tracked
- Return-value docs
- not tracked
- Help pages citing references
- 89%
Downloads
Dependencies
Installing CMLS adds 1 package (1 with compiled code, 35 KB of source tarballs). Heaviest: quadprog 35 KB.
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 1.1Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 1.0-12023-03-31 · diff ↗
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 1.0-02018-06-10
- RR 3.5.0 released · 2018-04-23
Package metadata
- First published
- 2018-06-10
- Total releases
- 3 / 8 yrs
- License
- GPL (>= 2) OSI
- Download size
- 31 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("CMLS")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-19, which the citation names so these numbers can be found later. More on citing and the projects behind them.