Quadratic programming
I'm trying to replicate a C++ code with R.
Notes: (1) I'd recommend you make the code more modular. i.e. One function for initial data prep/modelling, one function for setting up and solving the QP, etc. This should be easier to debug. (However, you would probably have to do it to the C++ code first). (2) Your R code is not completely reproducible. i.e. AEJData (3) For the purposes of a reproducible example, your code can be simplified. i.e. Only one contributed R package should be attached. Regardless of (1) above, you should be able to identify at what point the C++ and R code becomes inconsistent. The simplest approach is to add print-based functions into both the C++ and R code, and print out state data, at each major step. Then all you need to do is compare the output for both.
Is there a better/another package for these types of problems?
I'm not sure. After a quick search, this is the best I found: scam::scam scam::shape.constrained.smooth.terms