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Constrained Ordinary Least Squares

v1.6 · Mar 24, 2026 · GPL (>= 2)

Description

Constrained ordinary least squares is performed. One constraint is that all beta coefficients (including the constant) cannot be negative. They can be either 0 or strictly positive. Another constraint is that the sum of the beta coefficients equals a constant. References: Hansen, B. E. (2022). Econometrics, Princeton University Press. <ISBN:9780691235899>.

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14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (1)

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Dependency Network

Dependencies Reverse dependencies nnsolve quadprog Rfast Rfast2 consrq cols

Version History

updated 1.6 ← 1.5 diff Mar 24, 2026
new 1.5 Mar 10, 2026
updated 1.5 ← 1.3 diff Dec 19, 2024
updated 1.3 ← 1.2 diff Nov 18, 2024
updated 1.2 ← 1.1 diff Oct 15, 2024
updated 1.1 ← 1.0 diff Jan 10, 2024
new 1.0 Oct 29, 2023