Is there a function in R for constrained linear least squares? I used the matlab function LSQLIN: my aim is to obtain non-negative regression coefficients which sum 1. Thanks in advance, domenico vistocco ___________________________________ Yahoo! Mail: gratis 1GB per i messaggi e allegati da 10MB http://mail.yahoo.it
mgcv::pcls will do this, but there are other packages for quadratic programming as well. Simon On Tue, 7 Mar 2006, Domenico Vistocco wrote:> Is there a function in R for constrained linear least squares? > > I used the matlab function LSQLIN: my aim is to obtain > non-negative regression coefficients which sum 1. > > Thanks in advance, > domenico vistocco >