cols-package: Constrained Ordinary Least Squares

In cols: Constrained Ordinary Least Squares

Constrained Ordinary Least Squares

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.

Details

Package:	cols
Type:	Package
Version:	1.6
Date:	2026-03-24

Maintainers

Michail Tsagris <[e-mail]>.

Author(s)

Michail Tsagris [e-mail]

References

Hansen, B. E. (2022). Econometrics, Princeton University Press.

cols documentation built on March 24, 2026, 5:07 p.m.