cols-package: Constrained Ordinary Least Squares
In cols: Constrained Ordinary Least Squares
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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: 1.5
Date: 2024-12-20
Maintainers
Michail Tsagris <mtsagris@uoc.gr>.
Author(s)
Michail Tsagris mtsagris@uoc.gr
References
Hansen, B. E. (2022). Econometrics, Princeton University Press.
cols documentation built on April 3, 2025, 10:33 p.m.
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| cols-package | R Documentation |
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: | 1.5 |
| Date: | 2024-12-20 |
Maintainers
Michail Tsagris <mtsagris@uoc.gr>.
Author(s)
Michail Tsagris mtsagris@uoc.gr
References
Hansen, B. E. (2022). Econometrics, Princeton University Press.
R Package Documentation
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