Domenico Vistocco <vistocco <at> unicas.it> writes:
>
> 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
I haven't tried it, but it looks like constrOptim()
[plus your own objective function that calculates sums of squares,
something like
f <- function(param1,param2) {
y.exp <- ... [function of param1 and param2]
sum((y.exp-y)^2)
}
(or substitute -sum(dnorm(y,mean=y.exp,sd=param3,log=TRUE)) for
the last line)