Message-ID: <Pine.LNX.4.44.0401230720560.24629-100000@gannet.stats>
Date: 2004-01-23T07:26:33Z
From: Brian Ripley
Subject: BVLS
In-Reply-To: <3B5823541A25D311B3B90008C7F9056410E35270@ntmsg0092.corpmail.telstra.com.au>
On Fri, 23 Jan 2004, Briggs, Meredith M wrote:
> Is there an R package that solves linear least squares with upper and
> lower bounds on the variables. Something like the Parker and Stark
> algorithm written in Fortran.
Probably not, but this is an easy application of optim(method="L-BFGS")
or of solve.QP() in package quadprog.
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595