Hi 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. thanks
BVLS
2 messages · Briggs, Meredith M, Brian Ripley
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