bvls-package {bvls} | R Documentation |
An R interface to the Stark-Parker implementation of an algorithm for bounded-variable least squares that solves A x = b with the constraint l <= x <= u under least squares criteria, where l,x,u in R^n, b in R^m and A is an m times n matrix.
Katharine M. Mullen <kate@nat.vu.nl>
Stark PB, Parker RL (1995). Bounded-variable least-squares: an algorithm and applications, Computational Statistics, 10, 129-141.
bvls, the method "L-BFGS-B"
for optim,
quadprog, nnls