bvls-package {bvls}R Documentation

The Stark-Parker algorithm for bounded-variable least squares

Description

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.

Author(s)

Katharine M. Mullen <kate@nat.vu.nl>

References

Stark PB, Parker RL (1995). Bounded-variable least-squares: an algorithm and applications, Computational Statistics, 10, 129-141.

See Also

bvls, the method "L-BFGS-B" for optim, quadprog, nnls


[Package bvls version 1.2 Index]