cls: Mixed primal-dual bases algorithm for estimation of...

In SPREDA: Statistical Package for Reliability Data Analysis

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

clme and deglmx

Examples

y<-sort(rnorm(100, 10, 2))
x<-cbind(runif(100, 1, 3), sort(rnorm(100, 3, 1)))
res<-cls(y, x)

SPREDA documentation built on April 13, 2025, 5:11 p.m.