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cols: Constrained Ordinary Least Squares
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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Package details |
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| Author | Michail Tsagris [aut, cre] |
| Maintainer | Michail Tsagris <mtsagris@uoc.gr> |
| License | GPL (>= 2) |
| Version | 1.5 |
| Package repository | View on CRAN |
| Installation |
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